Probability and Stochastic Analysis Seminar  RSS


29/11/2023, 16:00 — 17:00 Europe/Lisbon — Instituto Superior Técnico
Alberto Chiarini, University of Padova

How efficiently does a simple random walk cover a portion of a macroscopic body?

In this talk we aim at establishing large deviation estimates for the probability that a simple random walk on the Euclidean lattice (d>2) covers a substantial fraction of a macroscopic body. It turns out that, when such rare event happens, the random walk is locally well approximated by random interlacements with a specific intensity, which can be used as a pivotal tool to obtain precise exponential rates. Random interlacements have been introduced by Sznitman in 2007 in order to describe the local picture left by the trace of a random walk on a large discrete torus when it runs up to times proportional to the volume of the torus, and has been since a popular object of study. In the first part of the talk we introduce random interlacements and give a brief account of some results surrounding this object. In the second part of the talk we study the event that random interlacements cover a substantial fraction of a macroscopic body. This allows to obtain an upper bound on the probability of the corresponding event for the random walk. Finally, by constructing a near-optimal strategy for the random walk to cover a macroscopic body, we discuss a matching large deviation lower bound. The talk is based on ongoing work with M. Nitzschner (NYU Courant).

06/12/2023, 16:00 — 17:00 Europe/Lisbon — Instituto Superior Técnico
Alessia Nota, University of L'Aquila

On the Smoluchowski equation for aggregation phenomena: stationary non-equilibrium solutions

Smoluchowski’s coagulation equation, an integro-differential equation of kinetic
type, is a classical mean-field model for mass aggregation phenomena. The solutions of the equation exhibit rich behavior depending on the rate of coagulation considered, such as gelation (formation of particles with infinite mass in finite time) or self-similarity (preservation of the shape over time). 
In this talk I will first discuss some fundamental properties of the Smoluchowski equation. I will then present some recent results on the problem of existence or non-existence of stationary solutions, both for single and multi-component systems, under non-equilibrium conditions which are induced by the addition of a source term for small cluster sizes. The most striking feature of these stationary solutions is that, whenever they exist, the solutions to multi-component systems exhibit an unusual “spontaneous localization” phenomenon: they localize along a line in the composition space as the total size of the particles increase. This localization is a universal property of multicomponent systems and it has also been recently proved to occur in time dependent solutions to mass conserving coagulation equations. 
(Based on joint works with M.Ferreira, J.Lukkarinen and J. Velázquez)

Except for a few of the oldest sessions these are from the Seminário de Probabilidade e Mecânica Estatística at IMPA which is co-sponsored by several institutions, in particular Instituto Superior Técnico.