Dear all, 

Hope to see you, 

Iddo. 

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Title: Stochastic analysis and geometric functional inequalities
Speaker: Maria Gordina (UCONN) 
Time: Friday, September 19, 2014 at 3:30 pm
Place: MSB 109A

Abstract: Our starting point is the Laplace operator in an Euclidean space. In 
particular, a well-known connection between the spectrum of the Laplacian and the 
speed of heat diffusion leads to several functional inequalities such as Poincare, 
Nash etc. The geometry of the underlying space plays an important role in such an 
analysis. Another example of a functional inequality is the log-Sobolev inequality 
which is used to describe entropic convergence of the heat flow to an equilibrium. 
A probabilistic point of view comes from a path integral representation of the heat 
flow for stochastic differential equations driven by a Brownian motion. The talk will 
review recent advances in the field including elliptic and hypo-elliptic settings over 
both finite- and infinite-dimensional spaces.