Calendar

Apr
1
Thu
AMS Seminar w/ Daniel Stein (New York University) on Zoom
Apr 1 @ 1:30 pm – 2:30 pm

Title: Nature vs. Nurture in Complex (and Not-So-Complex) Systems

Abstract: Understanding the dynamical behavior of many-particle systems following a deep quench is a central issue in both statistical mechanics and complex systems theory. One of the basic questions centers on the issue of predictability: given a system with a random initial state evolving through a well-defined stochastic dynamics, how much of the information contained in the state at future times depends on the initial condition (“nature”) and how much on the dynamical realization (“nurture”)? We discuss this question and present both old and new results for both homogeneous and random systems in low and high dimension.

Starting from next week, I’ll be taking over the seminar hosting duties from Amitabh, who is going on paternity leave. We’ll keep the zoom link and all other procedures exactly the same as they are now. Amitabh has created a well-oiled machine!

 

Here is the recording from the seminar above:

https://wse.zoom.us/rec/share/t0mGsIgM5fFxKqOSN-pR4b8YHGfVikbJ7DYP8NUkspDaSo4d3XPFE0gF7RxxtRib.-aaQTeF6uRB2tbQL

Passcode: ^R+Q1=r3

Apr
8
Thu
AMS Seminar w/ Davar Khosnevisan (University of Utah) on Zoom
Apr 8 @ 1:30 pm – 2:30 pm

Title: Phase Analysis of a Family of Reaction-Diffusion Equations

 

Abstract: We consider a reaction-diffusion equation driven by multiplicative space-time white noise, for a large class of reaction terms that include well-known examples such as the Fisher-KPP and Allen-Cahn equations. We prove that, in the “intermittent regime”: (1) If the equation is sufficiently noisy, then the resulting stochastic PDE has a unique invariant measure; and (2) If the equation is in a low-noise regime, then there are infinitely many invariant measures and the collection of all invariant measures is a line segment in path space. This gives proof to earlier predictions of Zimmerman et al (2000), discovered first through experiments and computer simulations.

This is joint work with Carl Mueller (University of Rochester) and Kunwoo Kim (POSTECH).

 

Here is the new link and meeting ID+passcode:

https://wse.zoom.us/j/91467375713?pwd=VjN3ekZTRFZIWS80NnpwZUFRUzRWUT09

Meeting ID: 914 6737 5713

Passcode: 272254

Apr
15
Thu
AMS Seminar w/ Ed Scheinerman (JHU-AMS) on Zoom
Apr 15 @ 1:30 pm – 2:30 pm

Title: Finding a Compositional Square Root of Sine

Abstract: We consider the following type of problem: Given a function g : A ! A, find a
function f such that g = f  f . We are especially interested in the case sin : R ! R, but
consider the problem more broadly with results for other functions g defined on other sets
A. This is joint work with JHU undergraduate Tongtong Chen. And, despite appearances
to the contrary, this is a graph theory talk.

 

Here is the new link and meeting ID+passcode:

https://wse.zoom.us/j/91467375713?pwd=VjN3ekZTRFZIWS80NnpwZUFRUzRWUT09

Meeting ID: 914 6737 5713

Passcode: 272254

Apr
29
Thu
AMS Seminar w/ Jim Gatheral (Baruch College) on Zoom
Apr 29 @ 1:30 pm – 2:30 pm

Title: Rough volatility: An overview

Abstract: The scaling properties of  historical volatility time series, which now appear to be universal,

motivate the modeling of volatility as the exponential of fractional Brownian motion. This model

can be understood as reflecting the high endogeneity of liquid markets and the long memory

of order flow.  The Rough Bergomi model, which is the simplest corresponding pricing model,

fits the implied volatility surface remarkably well.  As an application, we show how to forecast

realized variance.  We finish by presenting some more recent developments.

 

Here is the new link and meeting ID+passcode:

https://wse.zoom.us/j/91467375713?pwd=VjN3ekZTRFZIWS80NnpwZUFRUzRWUT09

Meeting ID: 914 6737 5713

Passcode: 272254

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