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SUMMARY:A variational approach to nonlinear and interacting diffusions - P
 rofessor Pierre Del Moral
DTSTART:20190312T140000Z
DTEND:20190312T150000Z
UID:TALK119059@talks.cam.ac.uk
CONTACT:J.W.Stevens
DESCRIPTION:This talk presents a novel variational calculus to analyze the
  stability and the propagation of chaos properties of nonlinear and intera
 cting diffusions. \n\nThis differential methodology combines gradient flow
  estimates with backward stochastic interpolations\, Lyapunov linearizatio
 n techniques as well as spectral theory. \n\nThis framework applies to a l
 arge class of stochastic models including non homogeneous diffusions\, as 
 well as stochastic processes evolving on differentiable manifolds\, such a
 s constraint-type embedded manifolds on Euclidian spaces and manifolds equ
 ipped with some Riemannian metric. \n\nWe present uniform as well as almos
 t sure exponential contraction inequalities at the level of the nonlinear 
 diffusion flow\, as well as\, uniform propagation of chaos properties w.r.
 t. the time parameter are also provided. Illustrations are provided in the
  context of a class of gradient flow diffusions arising in fluid mechanics
  and granular media literature.\n\nJoint work with Marc Arnaudon.\n\n
LOCATION:CMS\, MR11
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