Friday 31st August 2007

Organisers: Z. Brzezniak, K.D.Elworthy, Xue-Mei Li, H.Zhao

Talks: all in B3.02, Mathematics Institute, Zeeman Building

14:00 A. Thalmaier (Luxembourg) Li-Yau type gradient estimates and Harnack inequalities by Stochastic Analysis
Abstract: The effect of curvature on the behaviour of (positive) solutions of the heat equation on a Riemannian manifold is a classical problem. A quantitative measurement of this behaviour is encoded most directly in terms of gradient estimates and Harnack inequalities involving constants depending only on lower Ricci curvature bounds and the dimension of the manifold. In this talk we focus on localized versions of such estimates and discuss some approaches using Stochastic Analysis. The talk is based on joined work with Marc Arnaudon, Bruce Driver and Feng-Yu Wang.

15:00 Tea in Maths Common Room

15:30 J. Voss (Warwick) Sampling conditioned diffusions
Abstract: We present an SPDE-based technique for sampling from the distribution of a conditioned SDE. Joint work with Andrew Stuart and Martin Hairer.

16:30 Y. LeJan (Orsay) Markov loops
Abstract: We study Poissonnian systems of loops associated with symmetric Markov processes and their connections wtith Gaussian free fields.

17:30 Drinks in common room prior to evening pub meal .

We will take lunch at 12:30 at EATS in the Art's Centre: Anyone is welcome to join, but it might help if you inform
David Elworthy that you intend to do so, and similarly for the evening meal.

EMSA seminars are supported by the London Mathematical Society, and some support may be avaliable for travel to and from the seminars and for overnight accommodation, especially for graduate students. Some accommodation may be available in Mathematics Research Centre Houses: contact MRC at mrc@maths.warwick.ac.uk