Events of the ERC MsMath 2015

Working Group ‘‘Witten-Laplacian’’

  • March 5th
    • 13h30-15h00 - definition and motivation from the small temperature asymptotics of Brownian dynamics spectral gap. (G. Di Gesu and D. Le Peutrec).
    • 15h00-16h00 - Discrete exterior calculus (A. Ern and L. Monasse).
    • 16h00 - Discussion.
  • April 16 th - WKB Approximation (D. Le Peutrec)
  • September 3rd - ‘‘Probabilistic interpretation of Witten-Laplace’‘  - Stochastic flows and Witten-Laplacian (T. lelièvre and M. Rousset)
  • May 13th - WKB, Morse inequality’’
    • TBA (T. Lelièvre)
    • Morse inequality (B. Nectoux)
  • November 24th - ‘‘Witten-Laplace and probability’’,
    • '’Discussion on stoch geometric flows and Witten, and on last results of LePeutrec/DiGesu’’ (M. Rousset, D.LePeutrec and G.DiGesu). 

Working Group ‘‘Large Deviations and Markov Processes’’

  • March 4th 
    • 10h00-11h30 Introduction to large time large deviations for empirical distributions of Markov processes and chains (J. Reygner and M. Rousset)
    • 13h00 Discussion.
  • April 15th
    • Application to variance calculation of occupation measure (G.Stoltz)
    • Application to importance sampling (T. Lelièvre)
  •  May 5th
    • Application to importance sampling (follow-up) (T. Lelièvre)
    • Friedlin-Wentzell theory (J. Reygner)
  • June 22nd
    • Friedlin-Wentzell theory (J. Reygner)
    • Non-reversible Metropolis (Z. Trstanova)
  • October 5th - “Large Deviations and Rare Events’’, with material coming from Paul Dupuis’ work.
  • November 23rd - ‘‘Large Deviations and Rare Events’’, Adaptive Multilevel Splitting methods for rare events simulation (A. Guyader).
  • November 30th - ‘‘Processus Markoviens conditionnés à des grandes déviations’’ (Hugo Touchette).