Seminarios

Abstract:

I will present joint work with Elena Kosygina and Ofer Zeitouni in which we prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with linear initial conditions have representations involving exponential expectations of controlled Brownian motion in a random potential. The effective Hamiltonian is the asymptotic rate of growth of these exponential expectations as time goes to infinity and is explicit in terms of the tilted free energy of (uncontrolled) Brownian motion in a random potential. The proof involves large deviations, construction of correctors which lead to exponential martingales, and identification of asymptotically optimal policies.

Abstract:

The return time picture for stationary processes was originally addressed by Poincaré with his famous recurrence theorem. In the case of rare events (events of small measure), it is naturally associated to long time behavior, since the Kac Lemma states that the expected return time to a set is the inverse of the measure of the set. It is now well understood that the short time behavior, through the control of the probability of «as soon as possible”-returns to the set, plays a fundamental role in the Poincaré recurrence theory. The main objective of the talk will be to explain how this probability of «soon» returns shows up in the calculations an

Abstract:

En un grafo cualquiera se considera la siguiente dinámica. En cada vértice se coloca una cantidad de partículas inactivas excepto en un vértice distinguido (raíz) donde se coloca una partícula activa. Las partículas inactivas permanecen quietas mientras que cada partícula activa realiza un paseo aleatorio simple que al encontrarse con partículas inactivas, las activa y éstas comienzan otro paseo aleatorio independiente del resto. A este proceso se lo conoce como frog model y con diferentes variantes ha sido motivo de estudio en los últimos 20 años.

El frog model se dice recurrente si la probabilidad de que la raíz sea visitada una cantidad infinita de veces por partículas activas (frogs), es 1. En caso contrario se dice que es transitorio. La recurrencia y transitoriedad dependen de la configuración inicial, de la geometría del grafo, entre otras cosas.

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Abstract:

TBA