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The lecture notes below correspond to the course given by the author in occasion of the VIASM school on Number Theory (18-24 June 2018, Hanoi). We have chosen to omit the proofs that are already presented in details in many references in…

Number Theory · Mathematics 2020-12-31 Lucia Di Vizio

By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry…

Computational Finance · Quantitative Finance 2013-04-10 Pierre Henry-Labordere , Nizar Touzi

Recently the second and third author developed an iterative scheme for obtaining rough solutions of the 3D incompressible Euler equations in H\"older spaces (arXiv:1202.1751 and arXiv:1205.3626 (2012)). The motivation comes from Onsager's…

Analysis of PDEs · Mathematics 2013-12-12 Tristan Buckmaster , Camillo De Lellis , László Székelyhidi

In view of studying incompressible inviscid fluids, Brenier introduced in the late 80's a relaxation of a geodesic problem addressed by Arnold in 1966. Instead of inviscid fluids, the present paper is devoted to incompressible viscid…

Probability · Mathematics 2022-09-05 Marc Arnaudon , Ana Bela Cruzeiro , Christian Léonard , Jean-Claude Zambrini

These notes provide a short, focused introduction to modelling stochastic gene expression, including a derivation of the master equation, the recovery of deterministic dynamics, birth-and-death processes, and Langevin theory. The notes were…

Quantitative Methods · Quantitative Biology 2016-07-27 Peter S Swain

These lecture notes are based on an introductory course given by the author at the summer school "Noncommutative Algebraic Geometry" at MSRI in June 2012. The emphasis throughout is on examples to illustrate the many different facets of…

Representation Theory · Mathematics 2014-01-21 Gwyn Bellamy

This is the written version of the supersymmetry lectures delivered at the 30th and 31st British Universities Summer Schools in Theoretical Elementary Particle Physics (BUSSTEPP) held in Oxford in September 2000 and in Manchester in…

High Energy Physics - Theory · Physics 2007-05-23 Jose Figueroa-O'Farrill

These notes are based on a series of lectures given by the author at the Centre Bernoulli (EPFL) in July 2016. They aim at illustrating the importance of the mod-$\ell$ cohomology of Deligne--Lusztig varieties in the modular representation…

Representation Theory · Mathematics 2017-05-24 Olivier Dudas

Lecture notes from the course given by Professor Julia Kempe at the summer school "Statistical physics of Machine Learning" in Les Houches. The notes discuss the so-called NTK approach to problems in machine learning, which consists of…

Machine Learning · Computer Science 2023-07-07 Francesco Cagnetta , Deborah Oliveira , Mahalakshmi Sabanayagam , Nikolaos Tsilivis , Julia Kempe

These are notes based on a series of talks that the author gave at the "Interactions between hyperbolic geometry and quantum groups" conference held at Columbia University in June of 2009.

Geometric Topology · Mathematics 2019-02-07 Genevieve S. Walsh

These are the expanded lecture notes from the author's mini-course during the graduate summer school of the Park City Math Institute in 2015. The main topics covered are: geometry of Springer fibers, affine Springer fibers and Hitchin…

Representation Theory · Mathematics 2016-02-04 Zhiwei Yun

These lecture notes are based on a set of six lectures that I gave in Edinburgh in 2008/2009 and they cover some topics in the interface between Geometry and Physics. They involve some unsolved problems and conjectures and I hope they may…

Algebraic Geometry · Mathematics 2010-09-27 Michael Atiyah

Some optimization or equilibrium problems involving somehow the concept of optimal transport are presented in these notes, mainly devoted to applications to economic and game theory settings. A variant model of transport, taking into…

Classical Analysis and ODEs · Mathematics 2010-09-21 Filippo Santambrogio

Identifying anomalies in the fuel consumption of the vehicles of a fleet is a crucial aspect for optimizing consumption and reduce costs. However, this information alone is insufficient, since fleet operators need to know the causes behind…

Machine Learning · Computer Science 2021-07-23 Alberto Barbado , Óscar Corcho

We present a systematic analysis of estimation errors for a class of optimal transport based algorithms for filtering and data assimilation. Along the way, we extend previous error analyses of Brenier maps to the case of conditional Brenier…

Statistics Theory · Mathematics 2025-10-23 Mohammad Al-Jarrah , Bamdad Hosseini , Niyizhen Jin , Michele Martino , Amirhossein Taghvaei

These are notes to accompany four lectures that I gave at the School on Additive Combinatorics, held in Montreal, Quebec between March 30th and April 5th 2006. My aim is to introduce ``quadratic fourier analysis'' in so far as we understand…

Classical Analysis and ODEs · Mathematics 2007-05-23 Ben Green

We show that the failure of the Delaney-Greer (DG) variational ansatz for transport demonstrated by us in Phys.\ Rev.\ B {\bf 80}, 165301 (2009) (I) is not related to an unsuitable constraint that prevents a broken time-reversal symmetry or…

Mesoscale and Nanoscale Physics · Physics 2011-08-05 Ioan Baldea , Horst Köppel

These are introductory lecture notes on Mather's theory for Tonelli Lagrangian and Hamiltonian systems. They are based on a series of lectures given by the author at Universit\`a degli Studi di Napoli "Federico II" (April 2009), at…

Dynamical Systems · Mathematics 2010-11-03 Alfonso Sorrentino

These are the notes for two lectures delivered at the Les Houches summer school Mathematical Statistical Mechanics, held in July 2005. I review some basic notions on sparse graph error correcting codes with emphasis on `modern' aspects,…

Statistical Mechanics · Physics 2007-05-23 Andrea Montanari

This article is a survey concerning the state-of-the-art mathematical theory of the Euler equations of incompressible homogenous ideal fluid. Emphasis is put on the different types of emerging instability, and how they may be related to the…

Analysis of PDEs · Mathematics 2015-06-26 Claude Bardos , Edriss S. Titi