This research seminar intends to bridge the PDE-, optimal transport-, and stochastic view point for selected evolution equations like drift-diffusion equations and the Schrödinger equation.

We shall start with detailed presentations of the papers

* Fontbona and Jourdain, Preprint 2013

* Max v. Renesse, Preprint 2009

* F. Baudoin, Preprint 2013

 

 

 

This seminar is held alternatingly at the Vienna University (with Prof's Schachermayer, Schmeiser, Beiglböck) and the Vienna University of Technology.

Schedule:

7.10., 17:00 (st) Walter Schachermayer: "A trajectorial interpretation of the dissipations of entropy 1 (à la Fontbona-Jourdain)", TU Wien, green math-tower, 3rd floor, Besprechungsraum

14.10., 17:00 (st) Walter Schachermayer: "A trajectorial interpretation of the dissipations of entropy 2 (à la Fontbona-Jourdain)", Uni Wien, 2nd floor, room SR09

21.10., 17:00 (st) Anton Arnold: "The entropy-method for (non)symmetric Fokker-Planck equations 1", TU Wien, green math-tower, 3rd floor, Besprechungsraum

         Refs: Arnold, Lecture-Notes, Ravello, 2000

                   Arnold, Markowich, Toscani, Unterreiter: CPDE, 2001

                   Bolley, Gentil: J Math Pures Appl, 2010

28.10., 17:00 (st) Anton Arnold: "The entropy-method for (non)symmetric Fokker-Planck equations 2", Uni Wien, 2nd floor, room SR09

4.11. no meeting

11.11., 17:00 (st) Christian Schmeiser: "Various people (Bakry, Emery, Villani, Baudoin, and others) meet 1", TU Wien, green math-tower, 3rd floor, Besprechungsraum

18.11., 17:00 (st) Christian Schmeiser: "Various people (Bakry, Emery, Villani, Baudoin, and others) meet 2", Uni Wien, 2nd floor, room SR09 

 25.11., 17:00 (st) Christian Schmeiser: "Various people (Bakry, Emery, Villani, Baudoin, and others) meet 3", TU Wien, green math-tower, 3rd floor, Besprechungsraum                

2.12.  no meeting

9.12. 17:00 (st) Christian Schmeiser: "Various people (Bakry, Emery, Villani, Baudoin, and others) meet 4", Uni Wien, 2nd floor, room SR09

16.12. 17:00 (st) Ansgar Jüngel: "The Fisher information in Lagrangian mechanics on probability space", TU Wien, green math-tower, 3rd floor, Besprechungsraum

13.1.  no meeting

20.1. 17:00 (st) Mathias Beiglböck: "Causal transference plans 1", Uni Wien, 2nd floor, room SR09

27.1. 17:00 (st) Mathias Beiglböck: "Causal transference plans 2", TU Wien, green math-tower, 3rd floor, Besprechungsraum

 

Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: http://www.tuwien.ac.at/fileadmin/t/ukanzlei/t-ukanzlei-english/Plagiarism.pdf
Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)

No lecture notes are available.