Secondments

Status: 1st split-stay completed, 2nd split stay pending
Started in: 2025 (Jan)
Work-package: 2 - Limiting behaviour

Collaboration with Stefano Pagliarani on ergodicity of singular drift SDEs.

Status: Complete stay pending
Started in: 2026 (Mar)
Work-package: 2 - Limiting behaviour

Collaboration with Makiko Sasada on long-time behaviour of interacting particle models.

Status: 1st split-stay pending
Started in: 2026 (Jan)
Work-package: 2 - Limiting behaviour

Collaboration with Benny Avelin on limiting behaviour McKean-Vaslov stochastic gradient descent in single layer artificial neural networks.

Status: 1st split-stay completed
Stated in: 2025 (Dec)
Work-package: 2 - Limiting behaviour

Collaboration with Noufel Frikha.

Status: 1st split-stay completed
Started in: 2025 (October)
Work Package: 2 - Limiting behaviour

Planned collaboration with Xue-Mei Li on fast-slow systems of singular coefficient SDEs.

Status: Completed
Started in: 2025 (February)
Work Package: 2 - Limiting behaviour

Finalization of a preprint with Jonas Tölle on ergodicity for stochastic equations with Lévy noise. Collaboration with Anna-Mariya Otsetova and Jonas Tölle on a paper project on mixing times of certain SPDEs.

Status: 1st split-stay completed
Started in: 2025 (June)
Work Package: 2 - Limiting behaviour

Collaboration with Gerardo Barrera (IST) on the cutoff for stable ARMA processes and new bounds for the Wasserstein metric based on coupling techniques. Initial collaboration with Gerardo Barrera (IST) and Goncalo dos Reis (EDIN) based on a minicourse of the dos Reis on mean field SDEs and the propagation of chaos.

• Research Seminar: Probability in Mathematical Physics, on-site at IST Lisbon

• slides of the seminar

  [ .pdf 3000Kb ]

Status: completed
Started in: 2025 (March)
Ended in: 2025 (July)
Work Package: 1 - Well-posedness & regularity

Collaboration with Chirstopher Henderson on a paper project on boundary regularity problems for PDEs arising in the kinetic theory of gasses and related particle systems.

• Analysis, Dynamics, and Applications seminar:

  Strong regularization by noise for a class of kinetic SDEs

• slides

  [ .pdf 352Kb ]

Status: completed
Started in: April 2025
Ended in: June 2025
Work Package: 2 - Limiting behaviour

Collaboration with Makiko Sasada on Gradient flow description of hydrodynamic limits: the implications of this approach arise especially in physical systems with more than one conservation law and developments of the non gradient method in equilibrium fluctuations of weakly asymmetric particle systems.

Status: ongoing
Started in: 2025 (July)
Work Package: 1 - Well-posedness & regularity

Collaboration with Evelina Shamarova on a paper project on a class of degenerate McKean-Vlasov SDEs with density gradient dependent drift.

Status: 1st split-stay completed
Started in: 2025 (May)
Work Package: 1 - Well-posedness & regularity

Collaboration with Chirstopher Henderson on a paper project on Landau equations and their connection with McKean-Vlasov equations.

Status: 1st split-stay completed
Started in: 2025 (May)
Work Package: 1 - Well-posedness & regularity

Collaboration with Chirstopher Henderson on a paper project on Landau equations and their connection with McKean-Vlasov equations.

Status: completed
Started in: 2025 (May)
Ended in: 2025 (July)
Work Package: 1 - Well-posedness & regularity

Collaboration with Nicolas Perkowski on parabolic stochastic PDEs with parametrix and chaos expansion techniques. Collaboration with Ana Djurdjevac on analytical approximations for McKean-Vlasov SDEs.

• Research Seminar Stochastics

  "Heat kernel estimates for Brownian SDEs with low regularity coefficients and unbounded drift"

• slides

  [ .pdf 330Kb ]

Status: 1st split-stay completed
Started in: 2025 (May)
Work Package: 1 - Well-posedness & regularity

Collaboration with Chirstopher Henderson on a paper project on Landau equations and their connection with McKean-Vlasov equations. Collaboration with Giacomo Lucertini and Pedro Aceves Sanchez on McKean-Vlasov equations with jumps.

• Analysis, Dynamics, and Applications seminar

  "The usefulness of propagators and semigroups in an analytical approach to McKean-Vlasov SDEs"