Related papers: Five lectures on regularity structures and SPDEs
This survey paper is a structured concise summary of four of our recent papers on the stochastic regularity of diffusions that are associated to regular strongly local (but not necessarily symmetric) Dirichlet forms. Here by stochastic…
These are lecture notes for a mini-course on stochastic sewing, taught at the University of Edinburgh and Beijing Institute of Technology in Spring/Summer 2025. The aim is to introduce the reader to stochastic sewing techniques and to show…
Branched rough paths, used to solve ODEs on $\mathbb{R}$, have been generalised in two different directions. In one direction, there are regularity structures aimed at solving SPDEs on $\mathbb{R}$. In the other direction, there are…
We introduce the notion of Differential Sequences of ordinary differential equations. This is motivated by related studies based on evolution partial differential equations. We discuss the Riccati Sequence in terms of symmetry analysis,…
This is the first part of the lecture notes that grew out of the special course given during the 2021-2022 academic year. In these lecture notes we present an approach to the fundamental structures of differential geometry that uses the…
These lectures provide an introduction to the basic aspects of the Standard Model, $SU(3)_{C} \times SU(2)_{L} \times U(1)_{Y}$.
These five lectures on undecidability were given to students with a good level in mathematics but with no special knowledge on logic. The first conference presents the formalization of mathematics with a short historical survey, the…
This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…
These are the notes for a course at the 18th Brazilian School of Probability held from August 3rd to 9th, 2014 in Mambucaba. The aim of the course is to introduce the basic problems of non--linear PDEs with stochastic and irregular terms.…
This is a set of lecture notes introducing graduate students to the topic of Discontinuous Petrov-Galerkin (DPG) methods.
1 First Lecture: Basics 1.1 Physical Derivation of the Master Equation 1.2 Some Simple Implications 1.3 Steady State 1.4 Action to the Left 2 Second Lecture: Eigenvalues and Eigenvectors of L 2.1 A Simple Case First 2.2 The General Case 3…
This set of Montreal lectures is an elementary and sketchy introduction to the general field of random matrices. The first half is devoted to combinatorial models, whereas the second half deals with random matrix questions(GUE, etc...).
We shall study special regularity properties of solutions to some nonlinear dispersive models. The goal is to show how regularity on the initial data is transferred to the solutions. This will depend on the spaces where regularity is…
The reconstruction theorem and the multilevel Schauder estimate have central roles in the analytic theory of regularity structures [17]. Inspired by [26], we provide elementary proofs for them by using the semigroup of operators.…
In this note we introduce a new approach to rough and stochastic partial differential equations (RPDEs and SPDEs): we consider general Banach spaces as state spaces and -- for the sake of simiplicity -- finite dimensional sources of noise,…
We establish regularity for functions satisfying a dynamic programming equation, which may arise for example from stochastic games or discretization schemes. Our results can also be utilized in obtaining regularity and existence results for…
In these lectures we discuss some elementary concepts in connection with the theory of symmetric spaces applied to ensembles of random matrices. We review how the relationship between random matrix theory and symmetric spaces can be used in…
Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence flows, superconductors, and quantum dynamics. Although…
In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…
These notes contain a survey of some aspects of the theory of graded differential algebras and of noncommutative differential calculi as well as of some applications connected with physics. They also give a description of several new…