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A Tree-Structure algorithm for optimal control problems via Dynamic Programming

The classical Dynamic Programming (DP) approach to optimal control problems is based on the characterization of the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) e...

Estimating the interaction graph of stochastic neural dynamics

We address the question of statistical model selection for a class of stochastic models of biological neural nets.Models in this class are systems of interacting chains with memory of variable length....

Ergodicity for Langevin dynamics with singular potentials

Abstract: We discuss Langevin dynamics of N particles on R^d interacting through a singular repulsive potential, such as the Lennard-Jones potential, and show that the system converges to the unique i...

Data driven regularization

In this talk I will present a data-driven iteratively regularized Landweber iteration for solving linear and nonlinear ill-posed inverse problems. The method takes into account training data, which ar...

Random walks with local memory

The theme of this talk is walks in a random environment of "signposts" altered by the walker. I'll focus on three related examples: 1. Rotor walk on Z^2. Your initial signposts are independent with th...

A Semi-Lagrangian scheme for a Hamilton-Jacobi-Bellman equation arising in stochastic exit time control problems

We study the numerical approximation of parabolic, possibly degenerate, Hamilton-Jacobi-Bellman (HJB) equations in bounded domains. It is well known that convergence of the numerical approximation to ...

A self-interacting random walk

In 2011, Benjamini, Kozma and Schapira introduced a “balanced excited random walk” in the 4-dimensional lattice. In 2016, a similar model was studied by Peres, Schapira and Sousi in the 3-dimensio...

Percolation in the Miller-Abrahams random resistor network

The Miller-Abrahams random resistor network is used to study electron transport in amorphous solids. This resistor network is given by the complete random graph built on a marked homogeneous Poisson p...

Elliptic systems with critical growth

I will present some results concerning the existence of nodal solutions to the Yamabe equation on the sphere and their connections with the existence of positive solutions to competitive elliptic syst...

Ocean dynamics from space

Abstract: The oceans provide essential services to our society, by regulating the climate, providing food and energy, ruling many of our economic activities. However, the marine ecosystem is more than...

Homogenization for a 2D, two-phase, isotropic and periodic mixture in linear elasticity

In this joint work with Marc Briane I will revisit one of the most elementary homogenization problems ever and demonstrate that abandonment of just one assumption, very strong ellipticity, drastically...