I am an assistant professor at the Instituto Superior Técnico IST, Lisbon Portugal working in the Center for Mathematical Analysis, Geometry and Dynamical Systems CAMGSD.
I got my Phd studies in August 2015 at the Instituto de Matemática Pura e Aplicada, IMPA, Brazil, advised by professor Milton Jara.
My research interests lie in the interface between stochastic processes, dynamical systems and mathematical physics.
In particular, I am interested in the study of the so-called abrupt convergence to the invariant "cut-off phenomenon" for random perturbations of dynamical systems driven by different kinds of noises (Brownian motion, Lévy processes, etc). Roughly speaking, I studied the abrupt convergence in the small temperature regime to the equilibrium state for stochastic differential equations.
The cut-off phenomenon was extensively studied in the eighties to describe the phenomenon of abrupt convergence that appears in models of card shuffling, Ehrenfest's urns and random transpositions. In general, it is a challenging problem to decide that an specific family of stochastic models exhibit or does not exhibit a cut-off phenomenon. It requires a complete understanding of the dynamics of the specific random process.
I have been also working in
random polynomials and random structured matrices as circulant and Toeplitz matrices.
the stability of trinomials with general complex coefficients and the so-called counting problem for the roots of harmonic trinomials.
quantitative ergodicity for locally monotone SPDEs.
stability for multivariate stochastic linear equations.
the ergodic decomposition of the so-called velocity flip model.
Prospective Students:
I'm always eager to hear from motivated MSc and PhD students with an interest in mathematics in the broadest sense. If you're currently a BSc student, whether at IST or another institution, feel free to reach out about final year projects or opportunities for independent research.
Here is brief description of my academic carreer.
Aug.2009-Jul.2011: Master Scholarship from CONACyT, Mexico.
I studied my Master degree in the Center for Research in Mathematics, CIMAT, Mexico under the supervision of professor José Alfredo López Mimbela. I focused on the Renyi entropy for dynamical systems. Here is a link to my Master Thesis.
Aug.2011-Aug.2015: Ph.D. Scholarship from CNPq, Brazil.
I studied my Phd in the Instituto de Matematica Pura e Aplicada, IMPA, Brazil under the supervision of professor Milton Jara Valenzuela. I focused on small random perturbations of dynamical systems. Here is a link to my PhD Thesis.
Aug.2015-Jul.2017: Postdoctoral Fellowship from CIMAT (2015-2016) and CONAHCyT (2016-2017), Mexico.
I worked in small random perturbations of differential equations driven by Lévy noise, and the asymptotics of singular values for structured random matrices via random polynomials.
Aug.2017-Jul.2019: Postdoctoral Fellowship from PIMS, Canada.
I worked on the so-called shadow phenomenon for perturbations of Hamiltonian systems.
Jan.2020-Aug.2024: Postdoctoral Fellowship at University of Helsinki, Finland.
I worked with professor Jani Lukkarinen in the department of Mathematics and Mathematical Physics.
Sep.2024-Oct.2024: Postdoctoral Fellowship at Aalto University, Finland.
I worked with professors Pauliina Ilmonen and Lauri Viitasaari in the Department of Mathematics and Systems Analysis.
Jan.2017-Dec.2021: National Researcher Level Candidate, CONAHCyT-Mexico.
Jan.2022-Dec.2026: National Researcher Level I, CONAHCyT-Mexico.
Oct.2023: Docent title in Mathematical Physics, University of Helsinki, Finland.
Jan.2025-Dec.2028: Marie Skłodowska--Curie Actions MSCA exchanges consortium grant.
As a graduate student, I was teaching assistant of several courses at IMPA. I hold office hours and review sessions for those classes.
Quantitative Finance Theory for the Professional Master in Finance at IMPA (3-times).
Probability and Stochastic Processes for the Professional Master in Finance at IMPA (1-time).
Summer Course: Markov Chains and Mixing Times for the Academic Master and Doctorate in Mathematics at IMPA (2-times).
In the professional master I taught classes for people who worked in Petrobras, in the Industry and Insurance Companies. In the Academic Master and Doctorate I taught classes for Master and Phd students. In both systems I needed to prepare review sessions as the specific program needed and I provided office hours.
In the University of Alberta, Department of Mathematical and Statistical Science, I taught Math 334: Introduction to Differential Equations in Winter 2018 and Spring 2019.
From September 2019 to December 2019, I was teaching the undergraduate course Introduction to Mathematics at the Polytechnic University of Yucatan, UPY.
From September 2021 to October 2021, I was teaching the undergraduate course BSMA2001: Linear Algebra II at the University of Helsinki.
From September 2022 to October 2022, I was teaching the undergraduate course BSMA2001: Linear Algebra II at the University of Helsinki.
From January 2024 to March 2024, I was teaching the undergraduate course Algebraic Structures I (group theory) at the University of Helsinki.
Currently, I am teaching Probability and Statistics (undergraduate level), and Quantitative Finances (master level) in the Instituto Superior Técnico IST, Portugal.
In 2024 I received the docent title in Mathematical Physics from the University of Helsinki, Finland.
I am member of editorial commission for Textuniversitários Editora Livraria da Física São Paulo.
Here is a complete list of the published papers.
Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems.
Journal of Statistical Physics 2016, Volume 163, Number 1, 113-138.
Joint work with Milton Jara, IMPA, Brazil.
Abrupt convergence for a family of Ornstein-Uhlenbeck processes.
Brazilian Journal of Probability and Statistics 2018, Volume 32, Number 1, 188-199.
Thermalisation for small random perturbations of dynamical systems.
Annals of Applied Probability 2020, Volume 30, Number 3, 1164-1208.
Joint work with Milton Jara, IMPA, Brazil.
Cut-off phenomenon for the Ornstein-Uhlenbeck processes driven by Lévy processes.
Electronic Journal of Probability 2020, Volume 25, Number 15, 1-33.
Joint work with Juan Carlos Pardo, CIMAT, Mexico.
A switch convergence for a small perturbation of a linear recurrence equation.
Brazilian Journal of Probability and Statistics 2021, Volume 35, Number 2, 224-241.
Joint work with Shuo Liu, University of Alberta, Canada.
Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes.
Statistics and Probability Letters 2021, Volume 168, 108954.
Zero-free neighborhood around the unit circle for Kac polynomials.
Periodica Mathematica Hungarica 2021, 84, 159-176.
Joint work with Paulo Manrique, National Polytechnic Institute, Mexico.
Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance.
Journal of Statistical Physics 2021, Volume 184, Number 27, 1-54.
Joint work with Juan Carlos Pardo, CIMAT, Mexico and Michael Högele, University of Los Andes, Colombia.
The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise.
Electronic Journal of Probability 2021, Volume 26, Number 119, 2021, 1-76.
Joint work with Juan Carlos Pardo, CIMAT, Mexico and Michael Högele, University of Los Andes, Colombia.
The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise.
Journal of Dynamics and Differential Equations 2022, 1-28.
Joint work with Juan Carlos Pardo, CIMAT, Mexico and Michael Högele, University of Los Andes, Colombia.
On the number of roots for harmonic trinomials.
Journal of Mathematical Analysis and Applications 2022, Volume 514, Number 2, 126313.
Joint work with Waldemar Barrera and Juan Pablo Navarrete, Autonomous University of Yucatan, Mexico. Corrigendum.
The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise.
Stochastics and Partial Differential Equations: Analysis and Computations 2022.
Joint work with Juan Carlos Pardo, CIMAT, Mexico and Michael Högele, University of Los Andes, Colombia.
Salem-Zygmund inequality for locally sub-Gaussian random variables, random trigonometric polynomials, and random circulant matrices.
Boletín de la Sociedad Matemática Mexicana 2022, Volume 28, Number 45.
Joint work with Paulo Manrique, National Polytechnic Institute, Mexico.
Limit behavior of the invariant measure for Langevin dynamics.
Probability and Mathematical Statistics 2022.
The asymptotic distribution of the condition number for random circulant matrices.
Joint work with Paulo Manrique, National Polytechnic Institute, Mexico.
Extremes, 2022.
Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process.
Joint work with Jani Lukkarinen, University of Helsinki, Finland.
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2023, Volume 59, Number 2, 933-982.
Egerváry's theorems for harmonic trinomials.
Joint work with Waldemar Barrera and Juan Pablo Navarrete, Autonomous University of Yucatan, Mexico.
Acta Mathematica Hungarica, 2024.
Ergodicity bounds for stable Ornstein-Uhlenbeck systems in Wasserstein distance with applications to cutoff stability.
Joint work with Michael Högele, University of Los Andes, Colombia.
Chaos: An Interdisciplinary Journal of Nonlinear Science, 2023, Volume 33, Number 11, 113124.
The stability region for Schur stable trinomials with general complex coefficients.
Joint work with Waldemar Barrera and Juan Pablo Navarrete, Autonomous University of Yucatan, Mexico.
Journal of Dynamics and Differential Equations 2023.
Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise.
Joint work with Juan Carlos Pardo, CIMAT, Mexico, Michael Högele, University of Los Andes, Colombia and Ilya Pavlyukevich, Jena University, Germany.
Journal of Statistical Physics 2024.
Profile cut-off phenomenon for the ergodic Feller root process.
Joint work with Liliana Esquivel, University of Puerto Rico, Puerto Rico.
Stochastic Processes and their Applications 2025.
The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem.
Joint work with Eyleifur Bjarkason and Sigurdur Hafstein, University of Iceland, Iceland.
SIAM (SIADS) Journal on Applied Dynamical Systems 2025.
Gradual convergence for Langevin dynamics on a degenerate potential.
Joint work with Milton Jara, IMPA, Brazil and Conrado da Costa, Durham University, UK.
Stochastic Processes and their Applications 2025.
PREPRINTS
Here is a list of projects that are submitted for publication.
Cutoff stability of multivariate geometric Brownian motion.
Joint work with Juan Carlos Pardo, CIMAT, Mexico and Michael Högele, University of Los Andes, Colombia.
Submitted.
Ergodicity for locally monotone stochastic evolution equations with Lévy noise.
Joint work with Jonas Tölle, Aalto University, Finland.
Submitted.
Cut-off phenomenon and asymptotic mixing for multivariate general linear processes.
Joint work with Michael Högele, University of Los Andes, Colombia, Pauliina Ilmonen and Lauri Viitasaari, Aalto University, Finland.
Submitted.
Ergodicity bounds in the sliced Wasserstein distance for Schur stable autoregressive processes.
Joint work with Michael Högele, University of Los Andes, Colombia, Paulo Henrique da Costa, University of Brasilia, Brazil.
Submitted.
Wasserstein error estimates between telegraph processes and Brownian motion.
Joint work with Jani Lukkarinen, University of Helsinki, Finland, and Mikko S. Pakkanen, Imperial College London, UK.
Submitted.
Here is a list of projects that are in preparation and should become papers soon.
Limit theorems for coagulations equations: simple kernels. Joint work with Marina Amado Ferreira, Toulouse Mathematics Institute , University of Toulouse and Alessia Nota, Gran Sasso Science Institute (GSSI).
Cut-off phenomenon for expanding maps on the circle.
Here is a list of divulgation papers.
Notas sobre algunos teoremas de Jenö Egerváry.
Joint work with Waldemar Barrera, Miguel Angel Can Ek and Juan Pablo Navarrete, Autonomous University of Yucatan, Mexico.
Abstraction And Application, 2022, Volume 38, Number 4, 50-59.
A list of co-organization of workshops.
Stochastic Analysis Afternoon 2021, University of Helsinki, May 2021.
Stochastic Sauna 2022, University of Helsinki, Finland, December 2022.
Stochastic Sauna 2023, University of Helsinki, Finland, December 2023.
Stochastics Session, Finnish Mathematical Days 2024, Aalto University, Finland, January 2024.
Probability in Mathematical Physics Seminar, Instituto Superior Técnico IST, Lisbon Portugal, 2024--ongoing.
Seminário de Probabilidade e Mecânica Estatística, Instituto Superior Técnico IST, Lisbon Portugal, 2024--ongoing.
A list of selected invited talks. For an extensive list, go to the cv.
Switch type convergence to equilibrium for coercive Langevin dynamics driven by Lévy processes in Probability Seminar at University of Durham. Durham, U.K., March, 2021, Online.
Mixing times in dynamical systems in III International Conference on Stochastic Processes, Random Phenomena and Their Applications CIPEFA, December, 2020, Online.
Profile of the convergence to equilibrium for Langevin diffusions under a potential with a unique degenerate minimum in Mathematical and Physics Seminar at University of Helsinki. Helsinki, Finland, November, 2020, Online.
Abrupt convergence to equilibrium for random perturbations of dynamical systems in Mathematical and Physics Seminar at University of Helsinki. Helsinki, Finland, January, 2020.
Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes in the XV Latin American Congress of Probability and Mathematical Statistics. Merida, Yucatan, Mexico, December, 2019.
On the abrupt convergence for Ornstein-Uhlenbeck processes driven by a Lévy noise in the Retreat for Young Researchers in Stochastics. Banff, Alberta, Canada, October, 2018.
Mini-course Thermalisation for dynamical systems in the Pontificia Universidad Católica de Chile 2018. Santiago, Chile, August, 2018.
Fokker-Planck equations arising from SDE: convergence of their densities in the International Conference on Stochastic Partial Differential Equations. Edmonton, Alberta, Canada, September-October, 2018.
Thermalisation for perturbations of dynamical systems in the Retreat for Young Researchers in Stochastics at Banff International Research Station. Banff, Alberta, October, 2017.
Cut-off phenomenon for small perturbations of hyperbolic dynamics in the thematic PIMS Workshop on Stochastic Nonlinear Dynamics. Edmonton, Alberta, August, 2017.
Cut-off phenomenon for stochastic small random perturbations of hyperbolic dynamical systems in the thematic trimester Stochastic Dynamics out of Equilibrium. Paris, France, June, 2017
A list of selected contributed talks. For an extensive list, go to the cv.
An example of no-cutoff phenomenon for a non-hyperbolic random dynamical system in Bernoulli-IMS One World Symposium 2020, August, 2020, Online.
Shuffling dynamical systems in CIMAT-Merida Colloquium. Merida, Yucatan, Mexico, November, 2019.
Switch type convergence for random dynamical systems in the Probability and Statistics Seminar at Autonomous University of Yucatan. Merida, Yucatan, Mexico, January 2019.
On the threshold convergence for Fokker-Planck equations arising from SDE in the PIMS Workshop on stochastic and deterministic modelling in Biology. Jasper, Alberta, Canada, September, 2018.
On the switch-type convergence for stochastic differential equations in the International Congress of Mathematical Physics 2018. Montreal, Canada, July, 2018.
On the cut-off phenomenon for hyperbolic attractors in the Young Researchers Symposium YRS 2018. Montreal, Canada, July, 2018.
Cut–off phenomenon for stochastic small perturbations of m-dimensional dynamical systems in the XII Symposium on Probability and Stochastic Processes. Merida, Yucatan, Mexico, November, 2015.
Here is a list of coauthors in alphabetic order (I have already published at least one paper with them).
Conrado da Costa, Durham University, U.K.
Eyleifur Bjarkason, University of Iceland, Iceland.
Ilya Pavlyukevich, Jena University, Germany.
Jani Lukkarinen, University of Helsinki, Finland.
Jonas Tölle, Aalto University, Finland.
Juan Carlos Pardo, Center for Research in Mathematics, CIMAT, Mexico.
Juan Pablo Navarrete, Autonomous University of Yucatan, Mexico.
Lauri Viitasaari, Aalto University, Finland.
Liliana Esquivel, University of Puerto Rico, Puerto Rico.
Milton Jara, Instituto Nacional de Matemática Pura e Aplicada, IMPA, Brazil.
Michael Högele, Universidad de Los Andes, Colombia.
Mikko S. Pakkanen, Imperial College London, U.K.
Shuo Liu, University of Alberta, Canada.
Sigurdur Hafstein, University of Iceland, Iceland.
Paulo Henrique da Costa, University of Brasilia, Brazil.
Pauliina Ilmomen, Aalto University, Finland.
Paulo Manrique, National Polytechnic Institute, Mexico.
Waldemar Barrera, Autonomous University of Yucatan, Mexico.
The Best (and Worst) Ways to Shuffle Cards - Numberphile
Shuffling Extra Footage (1/3) - Persi Diaconis
Shuffling Extra Footage (2/3) - Persi Diaconis
Shuffling Extra Footage (3/3) - Persi Diaconis
Fair Dice (Part 1) - Numberphile
Fair Dice (Part 2) - Numberphile
Machine Learning Seminar, Helsinki
Math and Physics Seminars, Helsinki
Biomathematics Seminars, Helsinki
Seminário Brasileiro de Probabilidade
Seminario de Probabilidad Hispanohablante
Seminar on Probability and Stochastic Processes, IME-USP
The Probability Seminar of Americas
Probability in the North East (PiNE)