Noah Aygün (Bielefeld University)
Abstract: TBA
Sung-Soo Byun (Seoul National University)
Abstract: In this talk, I will discuss non-Hermitian random matrix ensembles in the symmetry classes of complex and symplectic Ginibre matrices, which can be realised as determinantal and Pfaffian Coulomb gases in the plane. I will present recent developments in the free energy expansions of these models. In particular, I will introduce how the potential theoretic, topological, and conformal geometric information of the model arises in these expansions.
Alexis Chasiotis (Bielefeld University)
Abstract: The theory of (mathematical) currents was introduced by de Rham as a generalization of Schwartz' distribution theory. In the 1960s, Federer and Fleming intensively used and extended the theory to solve variational problems. In this talk, I'm going to sketch the historical development of currents and introduce a new notion of nonlocal currents, based on Dirichlet forms, showing how it is in line with the already existing theory and which adapations can me made to gain new insights.
Shanshan Hu (Bielefeld University)
Abstract: In this talk, I will briefly introduce a type of stochastic differential equations(SDEs for short), namely, McKean-Vlasov SDES. We start with interacting particle systems and take advantage of the theory of propagation of chaos to formulate McKean-Vlasov SDEs. The well-posedness for McKean-Vlasov SDEs under different setting are presented by applying distribution-iteration argument, Euler-Maruyama type scheme and tightness argument, or fixed point technique. Afterwards, the long-time behaviour of the solution to McKean-Vlasov SDEs is developed under the dissipative condition and singular setting.
Minhyun Kim (Hanyang University)
Abstract: The Wiener criterion is a necessary and sufficient condition for a boundary point to be regular with respect to the Laplacian. I will present his original proof and its counterpart in the probability theory. I will also provide some extensions of the Wiener criterion to a class of (non-)local nonlinear elliptic operators.
Jaehoon Lee (Korea Institute for Advanced Study)
Abstract: TBA
Yong-Woo Lee (Seoul National University)
Abstract: The elliptic Ginibre orthogonal ensemble (eGinOE) is a one-parameter family of random matrix models which interpolate between Hermitian and non-Hermitian random matrix models. An interesting common feature of eGinOE is presence of real eigenvalues. The distributions of real eigenvalues depend on the parameter, and two different regimes can be observed. We discuss statistical properties related to real eigenvalues of eGinOE. In particular, we present finite size corrections of real eigenvalue densities and tail distribution of their number.
Javier Castro Medina (Bielefeld University)
Abstract: In this talk I will present preliminary results on the weak distance between Markov chains and SDEs. This framework is used to study the so-called modified SDEs as a continuous-time weak limit for the stochastic gradient descent algorithm in the small learning rate regime.
Seungjoon Oh (Seoul National University)
Abstract: TBA
Julia Struwe (Bielefeld University)
Abstract: Based on the paper „Nonlinear Dirichlet forms associated with quasiregular mappings“ by C. Beznea, L. Beznea and M. Röckner I introduce an abstract class of nonlinear Dirichlet forms on a Banach space. As an example serves the form associated with the p-Laplace operator.