The two-day conference "Stochastic Bridges: From Avon to Arno", taking place in Pisa from June 25th to 26th, is a joint initiative between the University of Pisa and the University of Warwick, bringing together researchers in stochastic analysis and aiming to highlight recent developments in stochastic PDEs, and related areas. The program will feature a series of talks from experts and early-career researchers. The aim is to foster dialogue and collaboration between the research communities of Pisa and Warwick, bridging ideas and expertise across disciplines. The event is open to researchers in stochastic analysis.
Note compulsory registration: Those that are interested can apply here.
University of Warwick
Superdiffusive Central Limit Theorem for the critical Stochastic Burgers Equation
The Stochastic Burgers Equation (SBE) is a singular, non-linear SPDE introduced in the eighties by van Beijren, Kutner and Spohn to describe, on mesoscopic scales, the fluctuations of stochastic driven diffusive systems with one conserved scalar quantity. In the subcritical spatial dimension d=1, the SBE coincides with the derivative of the celebrated Kardar-Parisi-Zhang equation, which is polynomially superdiffusive and whose fluctuations are described by the KPZ Fixed Point, while in the super-critical dimensions d>2, it was recently shown to be diffusive and rescale to a biased Stochastic Heat equation.
The present talk focuses on the critical dimension d=2. In their seminal work, van Beijren, Kutner and Spohn conjecture that the SBE should be logarithmically superdiffusive with a precise exponent but this has only been shown up to lower order corrections. We pin down the logarithmic superdiffusivity exactly by identifying the asymptotic behaviour of the so-called diffusion matrix and show that, once the logarithmic corrections to the scaling are taken into account, the solution of the SBE satisfies a central limit theorem. Time allowing, we will provide a more generale result in which we also consider more general non-linearities.
This is joint work with T. Klose, Q. Moulard and F. Toninelli.
Scuola Normale Superiore
Where do random trees grow leaves?
Consider the problem of growing a binary tree uniformly at random by the leaves, that is, of coupling a uniform random binary tree with n internal vertices with a uniform binary tree with one extra internal vertex, in such a way that the latter is obtained from the former by growing two new children of a random leaf. The existence of a probability measure on the leaves for which this uniform growth procedure is possible is due to Luczak and Winkler, and some more information about what this measure must look like was obtained in joint work with Alexandre Stauffer. With Nicolas Curien and Robin Stephenson, we extend this uniform growth procedure to the continuous setting of the Brownian Tree, and explore the interesting multifractal properties of the resulting leaf growth measure.
University of Warwick
Title: The Allen-Cahn equation with weakly critical initial datum and other critical systems.
We study the Allen-Cahn equation in dimension 2 with white noise initial datum. In a weak coupling regime, where the nonlinearity is damped in relation to the smoothing of the initial condition, we prove Gaussian fluctuations through a perturbative expansion. In addition, we discuss a work in progress concerning a perturbative analysis of the Anderson Hamiltonian in 4d. Join work in progress with S. Gabriel, and works with S. Gabriel, M. Hairer, K. Lê and N. Zygouras.
University of Warwick
Integrable and Critical Random surfaces
Randomly growing surfaces have received tremendous attention in both physics and mathematics after the seminal paper of Kardar-Parisi-Zhang. In dimension one we now have a rather good understanding of the universality of fluctuations of such surfaces, largely due to underlying integrability. The picture in higher dimensions is more elusive. In this talk I will review some aspects of the state of the one-dimensional case and I will describe some first steps in dimension two, which is the “critical dimension”.
Ziyang Liu, University of Warwick: Moments of the Stochastic Heat Flow.
The Critical 2d Stochastic Heat Flow (SHF) is a stochastic process on random measures on R2 that describes a non-trivial solution to the two-dimensional stochastic heat equation with multiplicative space-time noise. Its one-time marginals are a.s. singular with respect to the Lebesgue measure, meaning that the volume they assign on shrinking balls decays to zero faster than their Lebesgue volume. In this work we explore the intermittency properties of the Critical 2d SHF by studying the asymptotics of the h-th moment of the volume that it assigns on shrinking balls of radius ε and we determine that its ratio to the Lebesgue volume is of order (log 1/ε)^{h\choose 2} up to possible lower order corrections.
Harry Giles, University of Warwick: Diffusivity of Glauber dynamics for dimers.
In this talk, I will introduce a model of discrete surface growth in 2+1 dimensions. Naturally, one would like to determine the rate at which correlations spread through the system. We can show that they spread diffusively, which leads one to conjecture that the model lies in the Edwards-Wilkinson class.
Sotirios Kotitsas, University of Pisa: On the correction to the quenched CLT of a diffusion in a space-time random environment
We consider a diffusion in a Gaussian random environment that is white in time, and we are interested in the large-scale behavior of the quenched density with respect to the Lebesgue measure. In $d=1$, we will discuss known results about the model, and how it can be connected to the KPZ equation, and in $d\geq2$, we will discuss the model's relevance to the statistical theory of turbulence. Finally, we will present ongoing work with Mario Maurelli and Dejun Luo about the fluctuations around the quenched local central limit theorem.
Lukas Gräfner, University of Warwick: Energy solutions and critical singular SPDEs
In this talk I will mainly focus on two models: First, we will discuss stochastic quasigeostrophic equations, driven by the spatial derivative of space-time white noise in d=2. We show weak-wellposedness of energy solutions and derive further properties such as non-Gaussianity and scaling-invariance. Second, we consider a singular SDE with distribution-valued, path-dependent drift that can be analysed via its 'environment-process', a certain infinite-dimensional auxiliary object that turns out to solve an SPDE which fits into our framework for energy solutions. Based on joint works with Harry Giles, Nicolas Perkowski and Shyam Popat.
Silvia Morlacchi, University of Pisa: Two-point motion in time-correlated stochastic velocity field
We numerically investigate the two-point motion of tracer particles advected by a time-correlated stochastic velocity field, a synthetic model for turbulence. The single particle motion and the two-point motion are influenced by different phenomena. The one-point motion is driven by sweeping effects: velocity field fluctuations on the largest scale of the system. The two-point motion, in contrast, is driven by fluctuations on scales of the order of inter-particle distance. In the case of a time delta-correlated stochastic field (Kraichnan model) the splitting phenomenon occurs: tracer particles having the same initial position separate in finite time. We investigate the time-correlated case, to understand if the splitting phenomenon still occurs. Based on ongoing work with Mario Maurelli.
Maria Chiara Ricciuti, Imperial College: Scaling Limits of Weakly-Perturbed Corner Flip Dynamics
In this talk, we consider a random interface model on the one-dimensional discrete torus of size $2n$. The dynamics are those of corner flips with a weak perturbation, namely an asymmetry of order $n^{-\gamma}$ of the direction of growth that switches from up to down based on the sign of the area underneath. The evolution of the interface can be studied in terms of the density field of an underlying exclusion process. We show that, for $\gamma=1$, the hydrodynamic equation of the empirical measure is given by a time concatenation of the viscous Burgers' equation and the heat equation, and for $\gamma>\frac{6}{7}$ we establish convergence in law of the equilibrium fluctuations to an infinite-dimensional Ornstein-Uhlenbeck process. Based on joint work with Patrícia Gonçalves and Martin Hairer.
Sarah-Jean Meyer, Oxford University: Characterisations of the sine-Gordon QFT
I will give a brief introduction to a forward backward SDE (FBSDE) approach to stochastic quantization. In the case of the sine-Gordon quantum field theory in the first few regions, this FBSDE is a stable description of the infinite volume measure which allows to derive a number of properties (such as Osterwalder Schrader axioms, a large deviations principle and decay of correlations). Finally, I will present some ongoing work on characterizations of the sine-Gordon QFT using a martingale problem and an integration by parts formula.
Federico Butori, Scuola Normale Superiore: On a class of scaling limits for the stochastic vector advection equation with applications to Magnetohydrodynamics
I will present a class of scaling limits, motivated by turbulent advection in fluids, that were introduced by Galeati (Stoch. PDE: Anal Comp 8, 2020) for a stochastic transport equation. I will deal with the vector analogous of the transport equation, the Induction Equations for a magnetic field in a conducting fluid. For these equations, the presence of vector-stretching, makes the original argument by Galeati apparently inapplicable, since the stretching becomes incontrollable in the scaling argument. I will show how to (partially) circumvent this problem and I will show how from the scaling argument it is possible to rigorously derive some mean-field MHD equations, that were formally derived in the ‘60s by Steenbeck, Krause and R\"adler.
The Organizing Committee: Marco Bagnara, Francesco Grotto, Sotirios Kotitsas, Mario Maurelli, Silvia Morlacchi, Marco Romito, Leonardo Roveri.
Event funded by: PRIN 2022, Noise in fluid dynamics and related models.
Location: Aula Gerace at the Department of Computer Science.
Program: Found here