Mean Field Games and the Search for Large Population Dynamic Equilibria

Speaker: 

R. Carmona

Institution: 

Princeton University

Time: 

Thursday, April 2, 2015 - 4:00pm to 5:00pm

Host: 

Location: 

RH306

After discussing a few examples of herding and flocking, we review the mean field game paradigm as introduced by Lasry and Lions. Using a probabilistic reformulation of the problem, we demonstrate how the solutions of these models can be identified with solutions of forward - backward stochastic differential equations (FBSDEs) of McKean-Vlasov type. We give existence and uniqueness results for a large class of these FBSDEs and if time permits, we discuss the similarities and differences with the solutions of the optimal control of McKean-Vlasov stochastic differential equations

Understanding metastable events in gene circuits driven by intrinsic noise

Speaker: 

Jay Newby

Institution: 

Ohio State University

Time: 

Monday, June 1, 2015 - 4:00pm to 5:00pm

Host: 

Location: 

RH306

Metastable transitions are rare events, such as bistable switching, that occur under weak noise conditions, causing dramatic shifts in the expression of a gene. Within a gene circuit, one or more genes randomly switch between regulatory states, each having a different mRNA transcription rate. The circuit is self regulating when the proteins it produces affect the rate of switching between gene regulatory states. Under weak noise conditions, the deterministic forces are much stronger than fluctuations from gene switching and protein synthesis. A general tool used to describe metastability is the quasi stationary analysis (QSA). A large deviation principle is derived so that the QSA can explicitly account for random gene switching without using an adiabatic limit or diffusion approximation, which are unreliable and inaccurate for metastable events.This allows the existing asymptotic and numerical methods that have been developed for continuous Markov processes to be used to analyze the full model.

Symmetry and Reflection Positivity

Speaker: 

Rupert Frank

Institution: 

Caltech

Time: 

Friday, January 30, 2015 - 2:00pm

Location: 

rh 340p

There are many examples in mathematics, both pure and applied, in which
problems with symmetric formulations have non-symmetric solutions.
Sometimes this symmetry breaking is total, as in the example of
turbulence, but often the symmetry breaking is only partial. One technique
that can sometimes be used to constrain the symmetry breaking is
reflection positivity. It is a simple and useful concept that will be
explained in the talk, together with some examples. One of these concerns
the minimum eigenvalues of the Laplace operator on a distorted hexagonal
lattice. Another example that we will discuss is a functional inequality
due to Onofri.
The talk is based on joint work with E. Lieb.

Stable Super-Resolution of Positive Sources

Speaker: 

Veniamin Morgenshtern

Institution: 

Stanford University

Time: 

Thursday, February 5, 2015 - 11:00am to 12:00pm

Host: 

Location: 

RH340P

In single-molecule microscopy it is necessary to reconstruct a signal that consists of positive point sources from noisy observations of the spectrum of the signal in the low-frequency band [−fc,fc]. It is shown that the problem can be solved using convex optimization in a stable fashion. The stability of reconstruction depends on Rayleigh-regularity of the support of the signal, i.e., on how many point sources can occur within an interval of length 1.87/fc. The stability estimate is complimented by a converse result: the performance of convex algorithm is nearly optimal. The results are generalized to multi-dimension signals. Applications in microscopy are briefly discussed.

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