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CATEGORIES:CCIMI Seminars
SUMMARY:A variational approach to nonlinear and interactin
g diffusions - Professor Pierre Del Moral
DTSTART;TZID=Europe/London:20190312T140000
DTEND;TZID=Europe/London:20190312T150000
UID:TALK119059AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/119059
DESCRIPTION:This talk presents a novel variational calculus to
analyze the stability and the propagation of chao
s properties of nonlinear and interacting diffusio
ns. \n\nThis differential methodology combines gra
dient flow estimates with backward stochastic inte
rpolations\, Lyapunov linearization techniques as
well as spectral theory. \n\nThis framework applie
s to a large class of stochastic models including
non homogeneous diffusions\, as well as stochastic
processes evolving on differentiable manifolds\,
such as constraint-type embedded manifolds on Eucl
idian spaces and manifolds equipped with some Riem
annian metric. \n\nWe present uniform as well as a
lmost sure exponential contraction inequalities at
the level of the nonlinear diffusion flow\, as we
ll as\, uniform propagation of chaos properties w.
r.t. the time parameter are also provided. Illustr
ations are provided in the context of a class of g
radient flow diffusions arising in fluid mechanics
and granular media literature.\n\nJoint work with
Marc Arnaudon.\n\n
LOCATION:CMS\, MR11
CONTACT:J.W.Stevens
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