本文印刷
全画面プリント
応用解析セミナー
過去の記録 ～04/22｜次回の予定｜今後の予定 04/23～
| 開催情報 | 木曜日 16:00～17:30 数理科学研究科棟(駒場) 002号室 |
|---|---|
| 担当者 | 石毛 和弘 |
2019年04月25日(木)
16:00-18:00 数理科学研究科棟(駒場) 118号室
この日は２つ講演があります．教室と時間にご注意下さい．
Matteo Muratori 氏 (Polytechnic University of Milan) 16:00-17:00
The porous medium equation on noncompact Riemannian manifolds with initial datum a measure
(English)
On sharp large deviations for the bridge of a general diffusion
(English)
この日は２つ講演があります．教室と時間にご注意下さい．
Matteo Muratori 氏 (Polytechnic University of Milan) 16:00-17:00
The porous medium equation on noncompact Riemannian manifolds with initial datum a measure
(English)
[ 講演概要 ]
We investigate existence and uniqueness of weak solutions of the Cauchy problem for the porous medium equation on Cartan-Hadamard manifolds. We show existence of solutions that take a finite Radon measure as initial datum, possibly sign-changing. We then prove uniqueness in the class of nonnegative solutions, upon assuming a quadratic lower bound on the Ricci curvature. Our result is "optimal" in the sense that any weak solution necessarily solves a Cauchy problem with initial datum a finite Radon measure. Moreover, as byproducts of the techniques we employ, we obtain some new results in potential analysis on manifolds, concerning the validity of a modified version of the mean-value inequality for superharmonic functions and related properties of potentials of positive Radon measures. Finally, we briefly discuss some work in progress regarding stability of the porous medium equation with respect to the Wasserstein distance, on Riemannian manifolds with Ricci curvature bounded below.
Maurizia Rossi 氏 (University of Pisa) 17:00-18:00We investigate existence and uniqueness of weak solutions of the Cauchy problem for the porous medium equation on Cartan-Hadamard manifolds. We show existence of solutions that take a finite Radon measure as initial datum, possibly sign-changing. We then prove uniqueness in the class of nonnegative solutions, upon assuming a quadratic lower bound on the Ricci curvature. Our result is "optimal" in the sense that any weak solution necessarily solves a Cauchy problem with initial datum a finite Radon measure. Moreover, as byproducts of the techniques we employ, we obtain some new results in potential analysis on manifolds, concerning the validity of a modified version of the mean-value inequality for superharmonic functions and related properties of potentials of positive Radon measures. Finally, we briefly discuss some work in progress regarding stability of the porous medium equation with respect to the Wasserstein distance, on Riemannian manifolds with Ricci curvature bounded below.
On sharp large deviations for the bridge of a general diffusion
(English)
[ 講演概要 ]
In this talk we provide sharp Large Deviation estimates for the probability of exit from a domain for the bridge of a d-dimensional general diffusion process X, as the conditioning time tends to 0. This kind of results is motivated by applications to numerical simulation. In particular we investigate the influence of the drift b of X. It turns out that the sharp asymptotics for the exit time probability are independent of the drift, provided b enjoyes a simple condition that is always satisfied in dimension 1. On the other hand, we show that the drift can be influential if this assumption is not satisfied. This talk is based on a joint work with P. Baldi and L. Caramellino.
In this talk we provide sharp Large Deviation estimates for the probability of exit from a domain for the bridge of a d-dimensional general diffusion process X, as the conditioning time tends to 0. This kind of results is motivated by applications to numerical simulation. In particular we investigate the influence of the drift b of X. It turns out that the sharp asymptotics for the exit time probability are independent of the drift, provided b enjoyes a simple condition that is always satisfied in dimension 1. On the other hand, we show that the drift can be influential if this assumption is not satisfied. This talk is based on a joint work with P. Baldi and L. Caramellino.
