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Curriculum Vitae of Sandra Cerrai
Education
December 1998
PhD in Mathematics
Scuola Normale Superiore of Pisa (cum laude)
November 1992 MSc in Mathematics
University of Pisa (cum laude)
Employment history
2015, Fall
2012-present
2008-2012
2001-2008
1995-2001
Eisenbud Research Professor
MSRI, Berkeley
Professor
University of Maryland
Associate Professor
University of Maryland
Professore Associato
(Associate Professor) University of Florence
Ricercatore
(Assistant Professor) University of Florence.
Awards, grants and other recognitions
1. Plenary speaker at SPA 2017, 39th International Conference on Stochastic Processes and
their Applications, Moscow, July 24-28 2016.
2. Eisenbud Research Professor, MSRI, Fall 2015.
3. NSF Grant DMS-024619 (2015-2017), Seminar on Stochastic Processes, 2016 (Principal Investigator).
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4. Plenary speaker at the Seminar on Stochastic Processes 2014, San Diego.
5. NSF Research Grant DMS-1407615 (2014-2017), Asymptotic Problems for Stochastic Partial
Differential Equations (Principal Investigator).
6. UMD Advance Program Interdisciplinary and Engaged Research Seed Grant (2013), Dynamic
models for transportation systems: Properties and theoretical foundations (Co-Principal Investigator).
7. Winner of the national abilitation to full professor in probability organized by the Politecnico
of Turin, Italy, 2010.
8. NSF Research Grant DMS-0907295 (2009-2013), Asymptotic Problems for Stochastic Partial
Differential Equations (Principal Investigator).
9. Grant from the European TMR network Viscosity solutions and applications, local coordinator in Paris Prof. P.L. Lions, Spring 1999.
10. Perfezionamento fellowship at the Scuola Normale Superiore of Pisa, 01/1993-07/1995.
Professional service
1. Department, Salary Committee 2009, Policy Committee 2009-2011, 2015-2016, Hiring Committee 2009-2010, 2012-2013 and 2013-2014, Post-Doc Hiring Committee 2012, Chair Search
Committee 2012, Departmental Colloquium organizer 2012-present.
2. Campus, Graduate School, Flagship Fellowship Committee and Summer Research Fellowship
Committee, (2012, 2013).
3. Panelist for the National Science Foundation (2009, 2010, 2014, 2015, 2016).
4. Panelist for the Pacific Institute for the Mathematical Sciences (2015, 2016).
5. Panelist for the Mathematical Sciences Program of the National Security Agency (2015, 2016).
6. Reviewer for the Swiss National Science Foundation (2014, 2016).
7. Mathematical community,
- Associate Editor of Annals of Probability, January 2015-present.
- Associate Editor of Stochastics, February 2015-present.
- Associate Editor of Discrete and Continuous Dynamical Systems - Series A, December
2014-present.
- Associate Editor of Brazilian Journal of Probability and Statistics, January 2013-present.
- Associate Editor of Potential Analysis, December 2011-present,
- Associate Editor of Journal of Theoretical Probability, August 2009-present,
- Member of the scientific committee of the Seminar on Stochastic Processes, April 2014present.
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Organization of workshops and seminars
1. Co-organizer of the summer school Recent Developments in Stochastic Partial Differential
Equations, in honor of Giuseppe Da Prato, Riemann International School of Mathematics
(RISM), Villa Toepliz, Varese, July 23-28 2018.
2. Co-organizer of the Seminar on Stochastic Processes 2016, University of Maryland, College
Park, March 15-18 2016.
3. Co-organizer of the Special Session Stochastic Analysis and SPDEs at the Spring Northeastern
Section AMS Meeting, March 7-8, 2015.
4. Co-organizer of the Special Session Asymptotic Problems for Stochastic Processes and PDEs
at the Spring Northeastern Section AMS Meeting, March 7-8, 2015.
5. Co-organizer of the Special Session Many Facets of Probability at the 2015 AWM Research
Symposium, University of Maryland April 11-12, 2015.
6. Organizer of the Invited Session on SPDEs: Analysis and Computations at the XXXVII
International Conference on Stochastic Processes and their Applications (Buenos Aires, June
28th-August 1st 2013), sponsored by the Bernoulli Society for Mathematical Statistics and
Probability and the Institute of Mathematical Statistics.
7. Co-organizer of the Departmental Colloquium at UMD, 2012-present.
8. Co-organizer of the Conference on Asymptotic Problems in Stochastic Processes and PDEs,
College Park, MD, May 20-24, 2013.
9. Co-organizer of the Workshop on Theory and Applications of Stochastic PDEs, January 14-18,
2013, in the Infinite Dimensional and Stochastic Dynamical Systems and their Applications
program at IMA(September 1, 2012 June 30, 2013.)
10. Organizer of the Invited Session on Large deviations for SPDE at the XXXV International
Conference on Stochastic Processes and their Applications (Mexico, June 2011), sponsored
by the Bernoulli Society for Mathematical Statistics and Probability and the Institute of
Mathematical Statistics.
11. Workshop on Stochastic Partial Differential Equations, Centro de Giorgi, Pisa 3-7 aprile 2006,
co-organizer.
12. Co-organizer of the department seminars at the Department of Mathematics for Decisions,
University of Florence.
Publications
Book
1. Sandra Cerrai, Second order PDE’s in finite and infinite dimensions. A probabilistic
approach, x+330 pp. Lecture Notes in Mathematics 1762 (2001), Springer Verlag.
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Articles
2. Zdzislaw Brzezniak, Sandra Cerrai: Large deviation principle for the invariant measures of the 2D stochastic Navier-Stokes equations on a torus, arXiv: 1509.00077, to appear
in Journal of Functional Analysis.
3. Sandra Cerrai, Alessandra Lunardi: Averaging principle for non autonomous slow-fast
systems of stochastic RDEs: the almost periodic case, arXiv 1602.05658, to appear in Siam
Journal of Mathematical Analysis.
4. Sandra Cerrai, Mark Freidlin: SPDEs on narrow domains and on graphs: an asymptotic approach, arXiv: 1412.6423, to appear in Annales de l’Institut Henri Poincaré.
5. Sandra Cerrai, Michael Salins: On the Smoluchowski-Kramers approximation for a
system with an infinite number of degrees of freedom subject to a magnetic field, Stochastic
Processes and Their Applications 127 (2017) pp. 273–303.
6. Sandra Cerrai, Mark Freidlin, Michael Salins: On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior, Discrete
and Continuous Dynamical Systems, Series A, 37 (2017), pp. 33–76.
7. Sandra Cerrai, Michael Salins: Smoluchowski-Kramers approximation and large deviations for infinite dimensional non-gradient systems with applications to the exit problem, The
Annals of Probability 44 (2016), pp. 2591–2642.
8. Sandra Cerrai, Mark Freidlin: Large deviations for the Langevin equation with strong
damping, Journal of Statistical Physics 161 (2015), pp. 859–875.
9. Zdizlaw Brzeźniak, Sandra Cerrai, Mark Freidlin: Quasipotential and exit times for
2D Stochastic Navier-Stokes equations driven by space-time white noise, Probability Theory
and Related Fields 162 (2015), pp. 739–793.
10. Sandra Cerrai, Michael Salins: Smoluchowski-Kramers approximation and large deviations for infinite dimensional gradient systems, Asymptotics Analysis 88 (2014), pp. 201-215.
11. Sandra Cerrai, Giuseppe Da Prato: A basic identity for Kolmogorov operators in the
space of continuous functions related to RDEs with multiplicative noise, The Annals of Probability 42 (2014), pp. 1297-1336.
12. Sandra Cerrai, Giuseppe Da Prato, Franco Flandoli: Pathwise uniqueness for
stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component,
Stochastic Partial Differential Equations: Analysis and Computations 1 (2013), pp. 507551.
13. Sandra Cerrai, Giuseppe Da Prato: Schauder estimates for elliptic equations in Banach
spaces associated with stochastic reaction-diffusion equations, Journal of Evolution Equations
12 (2012), pp. 83-98.
14. Sandra Cerrai: Averaging principle for systems of RDEs with polynomial nonlinearities
perturbed by multiplicative noise, Siam Journal of Mathematical Analysis 43 (2011), pp. 24822518.
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15. Sandra Cerrai, Mark Freidlin: Small mass asymptotics for a charged particle in magnetic field and long-time influence of small perturbations, Journal of Statistical Physics 144
(2011), pp. 101-123.
16. Sandra Cerrai, Mark Freidlin: Approximation of quasi-potentials and exit problems for
multidimensional RDE’s with noise, Transactions of the AMS 363 (2011), pp. 3853-3892.
17. Sandra Cerrai, Mark Freidlin: Fast transport asymptotics for stochastic RDE’s with
boundary noise, Annals of Probability 39 (2011), pp. 369-405.
18. Sandra Cerrai: Normal deviations from the averaged motion for some reaction-diffusion
equation with fast oscillating perturbation, Journal de Matématiques Pures et Appliqués 91
(2009), pp. 614-647.
19. Sandra Cerrai: A Khasminskii type averaging principle for stochastic reaction-diffusion
equations, Annals of Applied Probability 19 (2009), pp. 899-948.
20. Sandra Cerrai, Mark Freidlin: Averaging principle for a class of SPDE’s, Probability
Theory and Related Fields 144 (2009), pp. 137-177.
21. Sandra Cerrai, Philippe Clément: Schauder estimates for a degenerate second order
elliptic operator on a cube, Journal of Differential Equations 242 (2007), pp. 287-321.
22. Sandra Cerrai, Mark Freidlin: Smoluchowski-Kramers approximation for a general
class of SPDE’s, Journal of Evolution Equations 6 (2006), pp. 657-689.
23. Sandra Cerrai, Mark Freidlin: On the Smoluchowski-Kramers approximation for a
system with an infinite number of degrees of freedom, Probability Theory and Related Fields
135 (2006), pp. 363-394.
24. Sandra Cerrai: Ergodic properties of reaction-diffusion equations perturbed by a degenerate multiplicative noise, Operator Theory: Advances and Applications vol. 168 (2006),
Birkhäuser Verlag Basel, pp. 45-59.
25. Sandra Cerrai: Asymptotic behavior of systems of SPDE’s with multiplicative noise, Stochastic Partial Differential Equations and Applications VII, Lecture Notes in Pure and Applied
Mathematics vol. 245 (2006), Chapman and Hall/CRC Press, pp. 61-75.
26. Sandra Cerrai: Stabilization by noise for a class of stochastic reaction-diffusion equations,
Probability Theory and Related Fields 133 (2005), pp. 190-214.
27. Sandra Cerrai, Philippe Clément: Erratum to ”Schauder estimates for a class of second
order elliptic operators on a cube”, Bulletin des Sciences Mathématiques 129 (2005), p. 368.
28. Sandra Cerrai, Michael Röckner: Large deviations for invariant measures of stochastic
reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term, Annales
de l’Institut Henri Poincaré (Probabilités et Statistiques) 41 (2005), pp. 69-105.
29. Sandra Cerrai, Philippe Clément: Well-posedness of the martingale problem for some
degenerate diffusion processes occurring in dynamics of populations, Bulletin des Sciences
Mathématiques 128 (2004), pp. 355-389.
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30. Sandra Cerrai, Michael Röckner: Large deviations for stochastic reaction-diffusion
systems with multiplicative noise and non-Lipschitz reaction term, Annals of Probability 32
(2004), pp. 1-40.
31. Sandra Cerrai, Michael Röckner: Large deviations for invariant measures of general
stochastic reaction-diffusion systems, Comptes Rendus Acad. Sci. Paris S. I Math. 337
(2003), pp. 597-602.
32. Sandra Cerrai: Stochastic reaction-diffusion systems with multiplicative noise and nonLipschitz reaction term, Probability Theory and Related Fields 125 (2003), pp. 271-304.
33. Sandra Cerrai, Philippe Clément: Schauder estimates for a class of second order elliptic
operators on a cube, Bulletin des Sciences Mathématiques 217 (2003), pp. 669-688.
34. Sandra Cerrai, Classical solutions for Kolmogorov equations in Hilbert spaces, Third Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, Progress in Probability
52, Birkhäuser Verlag, (2002), pp. 55-72.
35. Sandra Cerrai, Philippe Clément: On a class of degenerate elliptic operators arising
from the Fleming-Viot processes, Journal of Evolution Equations 1 (2001), pp. 243-276.
36. Sandra Cerrai: Stationary Hamilton-Jacobi equations in Hilbert spaces and applications to
a stochastic optimal control problem, SIAM Journal on Control and Optimization 40 (2001),
pp. 824-852.
37. Sandra Cerrai: Optimal control problems for stochastic reaction-diffusion systems with non
Lipschitz coefficients, SIAM Journal on Control and Optimization 39 (2001), pp. 1779-1816.
38. Sandra Cerrai: Analytic semigroups and degenerate elliptic operators with unbounded coefficients: a probabilistic approach, Journal of Differential Equations 166 (2000), pp. 151-174.
39. Sandra Cerrai, A generalization of the Bismut-Elworthy formula, Evolution Equations
and their Applications in Physical and Life Sciences, Lecture Notes in Pure and Applied
Mathematics Vol. 215, Marcel Dekker (2000).
40. Sandra Cerrai: Ergodicity for stochastic reaction-diffusion systems with polynomial coefficients, Stochastics and Stochastics Reports 67 (1999), pp. 17-51.
41. Sandra Cerrai: Differentiability of Markov semigroup for stochastic reaction-diffusion
equations and applications to control, Stochastic Processes and their Applications 83 (1999)
pp.15-37.
42. Sandra Cerrai: Smoothing properties of transition semigroups relative to SDEs with value
in Banach spaces, Probability Theory and Related Fields 113 (1999) pp. 85-114.
43. Sandra Cerrai: Kolmogorov equations in Hilbert spaces with non smooth coefficients, Communications in Applied Analysis 2 (1998) pp. 271-298.
44. Sandra Cerrai: Differentiability with respect to initial datum for solutions of SPDE’s with
no Fréchet differentiable drift term, Communications in Applied Analysis 2 (1998) pp. 249270.
45. Sandra Cerrai: Some results for second order elliptic operators having unbounded coefficients, Differential and Integral Equations 11 (1998) pp. 561-588.
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46. Sandra Cerrai: Invariant measures for a class of SDEs with drift term having polynomial
growth, Dynamic Systems and Applications 5 (1996), 353-370.
47. Sandra Cerrai: Elliptic and parabolic equations in Rn with coefficients having polynomial
growth, Communications in Partial Differential Equations 21 (1996) 281-317.
48. Sandra Cerrai, Fausto Gozzi: Strong solutions of Cauchy problems associated to weakly
continuous semigroups, Differential and Integral Equations 8 (1995) 465-486.
49. Sandra Cerrai: Weakly continuous semigroups in the space of functions with polynomial
growth, Dynamic Systems and Applications 4 (1995) 351-372.
50. Sandra Cerrai: A Hille Yosida theorem for weakly continuous semigroups, Semigroup
Forum 49 (1994) 349-367.
Submitted articles
51. Sandra Cerrai, Arnaud Debussche: Large deviations for the two-dimensional stochastic
Navier-Stokes equation with vanishing noise correlation, arXiv: 1603.02527, submitted to
Annales de l’Institut Henri Poincaré.
52. Sandra Cerrai, Mark Freidlin: Fast flow asymptotics for stochastic incompressible viscous fluids in R2 and SPDEs on graphs, arXiv: 1609.02828, submitted to Probability Theory
and Related Fields.
Conference and workshop presentations
Parabolic equations with unbounded coefficients,
Workshop on PDE’s methods in Control, Shape Optimization and Stochastic Modelling,
Pisa Scuola Normale Superiore December 8-10, 1994.
Regolarità per le soluzioni dell’equazione di Kolmogorov (Regularity of the
solutions of Kolmogorov equations),
Convegno su equazioni di evoluzione e applicazioni alla teoria del trasporto e alla biologia, Roma February 23-25, 1995.
Elliptic and parabolic equations with polynomial coefficients in R n ,
Conference on nonlinear parabolic problems, Levico Terme June 11-16, 1995.
Elliptic and parabolic equations with coefficients having polynomial growth,
Dynamical systems and applications of stochastic differential equations, Pisa Scuola
Normale Superiore June 29-30, 1995.
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Equazioni ellittiche e paraboliche in R n con coefficienti aventi crescita
polinomiale (Elliptic and parabolic equations in R n with coefficients having polynomial growth),
XV Congresso dell’Unione Matematica Italiana, Padova September 11-16, 1995.
Schauder estimates for Kolmogorov equations with unbounded coefficients,
11th Winter school on stochastic processes, Jena March 17-23, 1996.
Invariant measures for systems with coefficients having polynomial growth,
Workshop on deterministic and stochastic evolutionary systems, Pisa Scuola Normale
Superiore July 16-17, 1996.
Smoothing properties for transition semigroups relative to stochastic
PDEs with unbounded coefficients,
Workshop on deterministic and stochastic evolutionary systems, Pisa Scuola Normale
Superiore, July 16-18, 1997.
Smoothing properties for transition semigroups relative to stochastic
PDEs with non Lipschitz drift Term,
Workshop on infinite dimensional stochastic systems, Praga, September 8-12, 1997.
Regularizing properties for some stochastic reaction-diffusion equations,
Workshop on stochastic partial differential equations, Berkeley, September 15-19, 1997.
Proprietà di regolarizzazione per il semigruppo di transizione relativo
ad alcune equazioni di reazione-diffusione stocastiche (Regularizing properties for the transition semigroup corresponding to some stochastic reaction-diffusion
equations) ,
Convegno su equazioni di evoluzione e applicazioni alla teoria del trasporto e alla biologia, Montecatini Terme February 19-21, 1998.
Invariant measures for stochastic reaction-diffusion systems,
III Ciclo CIME 1998. Stochastic PDE’s and Kolmogorov equations in infinite dimensions, Cetraro, August 24-September 1, 1998.
Ergodicity for stochastic reaction-diffusion systems with unbounded coefficients,
Sixth international conference on evolution equations and their applications in physical
and life sciences, Bad Herrenalb, September 14-19, 1998.
Probabilistic methods in the study of analytic semigroups generated by
second order degenerate elliptic operators,
Optimal regularity in elliptic, hypoelliptic and parabolic problems, Levico Terme October
6-10, 1998.
Sistemi di reazione diffusione stocastici: proprietà di regolarizzazione
(Stochastic reaction-diffusion systems: regularizing properties),
XVI Congresso Unione Matematica Italiana, Napoli September 13-18, 1999.
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Stationary Hamilton-Jacobi equations in Hilbert spaces and applications
to a stochastic optimal control problem,
Third seminar on stochastic analysis, random fields and applications, Ascona, September 20-24, 1999.
Classical solutions for Kolmogorov equations in infinite dimensions,
Conference on Stochastic partial differential equations and applications, Levico Terme,
January 10-15, 2000.
On a class of degenerate elliptic operators arising from the FlemingViot processes
International Conference on Viscosity Solutions and Applications, Analysis and Control
of Deterministic and Stochastic Evolution Equations, Bressanone, July 3-7, 2000.
Degenerate elliptic operators arising from dynamic of populations
Workshop on Infinite Dimensional Stochastic Systems, Praga, September 11-15, 2000.
Optimal control for stochastic Ginzburg-Landau systems
Mini-Symposium on Stochastic reaction diffusion equations, Loughborough June 15-16,
2001.
Kolmogorov equations in Hilbert spaces
Workshop on Stochastic Partial Differential equations, Warwick July 16-27, 2001.
Large deviations for a class of stochastic reaction-diffusion systems
with multiplicative noise
Stochastic evolution equations and applications, Oberwolfach October 1-6, 2001.
Stochastic reaction-diffusion systems with multiplicative noise
Conference on stochastic partial differential equations and applications-VI, Levico Terme
(Trento), January 7-12, 2002.
Large deviations for a class of SPDE’s with multiplicative noise
First joint international meeting, American Mathematical Society-Unione Matematica
Italiana, Pisa, June 12-16, 2002.
Large deviations for a general class of SPDE’s
Workshop on stochastic partial differential equations and related topics, Warwick, August 4-15, 2003.
Some elliptic degenerate equations arising in population dynamics
Two days on Kolmogorov equations, Centro De Giorgi, Pisa, October 17-18, 2003.
Large deviations for the invariant measures of a class of stochastic
reaction-diffusion systems
International Conference on Stochastic Partial Differential Equations and ApplicationsVII, Levico Terme (Trento), January 4-10, 2004.
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Ergodicity for some stochastic reaction-diffusion equations
IFIP 7.2 Boundary Control and Optimization, Scuola Normale Superiore-Centro De
Giorgi, Pisa, February 26-28, 2004.
Sull’approssimazione di Kramers-Smolukowski per un sistema con un numero infinito di gradi di libertà (On the Kramers-Smolukowski approximations
for a system with an infinite number of degrees of freedom),
Incontro su Equazioni di Kolmogorov, Parma November 26-27, 2004.
On the martingale problem for a class of degenerate diffusion processes
arising from the dynamics of populations,
Workshop on Partial Differential Equations and Functional Analysis, Delft, November
29-December 1, 2004.
On the Kramers-Smolukowski approximation for a class of SPDE’s,
Conference on Stochastic Partial Differential Equations and Random Media: from Theory to Applications I, Zif (Zentrum für Interdisziplinäre Forschung) Bielefeld April 4-8,
2005.
On the ergodic properties of some classes of spde’s,
Workshop on Stochastic Partial Differential Equations, Centro de Giorgi, Pisa April
3-7, 2006.
The Smoluchowski-Kramers approximation for a general class of SPDE’s,
Workshop on Hydrodynamic limits and Particle Systems, Centro de Giorgi, Pisa June
5-9, 2006.
Averaging principle for a class of SPDE’s,
Workshop on Kolmogorov equations, Parma November 1-3, 2006.
Averaging principle for some stochastic partial differential equations
One day on Kolmogorov equations, Centro De Giorgi, Pisa March 12, 2007.
On the averaging principle for a general class of SPDE’s,
Conference on stochastic dynamics, Paris June 11-12, 2007.
Fluctuations in SPDE’s with averaging,
Joint international meeting UMI-DMV, Perugia June 18-22, 2007.
Fluctuations in SPDE’s with averaging,
Workshop on stochastic partial differential equations, Mittag-Leffler Institut, Djursholm,
September 10-14, 2007.
On an averaging result for a class of SPDE’s,
Conference on Stochastic Partial Differential Equations and Applications-VIII, Levico
Terme, January 7-11, 2008.
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Fast diffusion asymptotics for stochastic reaction-diffusion equations
with boundary noise,
Workshop on New scaling limits and other recent developments in probability, Warwick,
March 31- April 4, 2008.
Normal deviations from the averaged motion for some reaction-diffusion
equation with fast oscillating perturbation,
Sixth Seminar on Stochastic Analysis, Random Fields and Applications, Ascona May
19-23, 2008.
Fast transport asymptotics for SPDE’s with noise acting on the boundary,
Opening Workshop, SAMSI program on Stochastic Dynamics, Research Triangle Park,
NC, August 30-September 2, 2009.
On some averaging results for SPDE’s,
SIAM Conference on analysis of PDEs, Miami, December 7-10, 2009.
Approximation of quasi-potentials and exit problems for multidimensional
RDEs,
Workshop on SPDEs, Isaac Newton Institute for Mathematical Sciences, January 4-8,
2010.
Asymptotic results for a class of stochastic RDEs with fast transport
term and noise acting on the boundary,
Workshop on Stochastic Partial Differential Equations: Approximation, Asymptotics
and Computation, Isaac Newton Institute for Mathematical Sciences, June 28 - July 2,
2010.
Fast transport asymptotics for stochastic RDEs with boundary noise,
Workshop on Dynamics of Stochastic Systems and their Approximation, Oberwolfach,
August 21-26, 2011.
Approximation of quasi-potentials and exit problems for multidimensional
RDEs with noise
AWM Anniversary Conference at Brown University, September 17-18, 2011.
Approximation of exit times for multidimensional reaction-diffusion equations
Evolution Equations: Randomness and Asymptotics, October 10-14, 2011, Bad Herrenalb.
Small mass asymptotics for a charged particle in a magnetic field and
long-time influence of small perturbations
Workshop on Stochastic Analysis and Stochastic Partial Differential Equations, April
2-6, 2012, Banff International Research Station.
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On the averaging principle for systems of stochastic partial differential
equations
South Eastern Probability Seminar, May 14-15, 2012, Duke University, Duhram.
Kolmogorov equations in the Banach space of continuous functions
Conference on Stochastic Analysis and Applications, June 4-8, 2012, EPFL, Lausanne.
Kolmogorov equations in Banach spaces and path-wise uniqueness for stochastic partial differential equations
Eleventh Northeast Probability Seminar, November 15-16, 2012, Columbia University.
Pathwise uniqueness of stochastic partial differential equations in Banach space
Workshop Topics in Probability, December 18-20, 2012, Chennai Mathematical Institute.
Kolmogorov equations in the space of continuous functions and applications to path-wise uniqueness for SPDEs
Workshop on Theory and Applications of Stochastic PDEs, January 14-18, 2013, IMA,
University of Minnesota.
Quasipotential and exit times for 2-D Stochastic Navier-Stokes equations
driven by space time white noise
Opening Conference of the Special Semester on Perspectives in Analysis and Probability,
April 8-13, 2013, Centre Henri Lebesgue, Rennes.
Large deviations and exit times for the 2-D Stochastic Navier-Stokes
equation driven by space time white noise
NSF-CBMS Conference on Analysis of Stochastic Partial Differential Equations, August
19-23, 2013, Michigan State University.
On the large deviation principle in the Smoluchowskii-Kramers approximation for SPDEs
The 9th International Meeting on Stochastic Partial Differential Equations and Applications, January 6-11, 2014, Levico Terme, Trento.
On the quasi-potential for 2-D Navier-Stokes equations perturbed by
space-time white noise
Joint Mathematics Meetings, Special Session on Advances in Analysis and PDEs, January 15-18, 2014, Baltimore.
Large deviations and exit problems for the 2D Navier-Stokes equations
driven by space-time white noise
Seminar on Stochastic Processes (SSP) 2014, March 25-29, 2014, San Diego.
On the Smoluchowski-Kramers Approximation for SPDEs
10th AIMS Conference, Special Session on SPDEs, July 7-11, 2014, Madrid.
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SPDEs on narrow domains and on graphs: an asymptotic approach
Equadiff 2015, Minisymposium on Stochastic PDEs, July 6-10, 2015, Lyon.
SPDEs on graphs as limit of SPDEs on narrow channels
Workshop on New challenges in PDE: Deterministic dynamics and randomness in high
and infinite dimensional systems, October 19-30, 2015, MSRI, Berkeley.
On the small noise limit for the 2D stochastic Navier-Stokes equation
Canadian Mathematical Society Winter Meeting, Special Session on Stochastic Partial
Differential Equations, December 4-7, 2015, Montreal.
Large deviations for the two-dimensional stochastic Navier-Stokes equation with vanishing noise correlation
Conference on New Developments in Probability, May 6-8, 2016, Northwestern University.
Large deviations for the 2D Navier-Stokes equation perturbed by rough
noise
Workshop on Stochastic Partial Differential Equations, May 16-20, 2016, Simons Center
for Geometry and Physics, Stony Brook University.
SPDEs on narrow channels and on graphs
Workshop in Stochastic Analysis, June 28-30, 2016, Institute of Mathematics, Statistics
and Scientific Computation (IMECC), Sao Paulo.
Some large deviation results for the 2-D stochastic Navier-Stokes equation
Stochastic Analysis Day, July 25, 2016, University of Pisa, Italy.
Fast flow asymptotics for stochastic incompressible viscous fluids in R2
and SPDEs on graphs
Conference on Stochastic Partial differential Equations and related Topics, October 1014, 2016, University of Bielefeld.
Invited talks
Semigruppi debolmente continui e loro applicazioni alle equazioni differenziali stocastiche (Weakly continuous semigroups and their applications to
stochastic differential equations),
Politecnico of Torino, May 1994.
Asymptotic behavior for a class of SDE’s with drift term having polynomial growth,
University of Trento, October 1995.
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Schauder Estimates and asymptotic behaviour for elliptic operator with
unbounded coefficients,
University of Parma, June 1996.
Elliptic equations with unbounded coefficients,
University of Southern California (Los Angeles), Center for Applied Mathematical Sciences, September 1997.
Generation of analytic semigroups by degenerate elliptic operators,
University of Paris 13, March 1999.
Infinite dimensional Hamilton-Jacobi equations with non Lipschitz coefficients,
University of Paris 9, May 1999.
Hamilton-Jacobi equations with polynomial nonlinearities and applications to stochastic control,
University of Delft, May 1999.
Equazioni di Hamilton-Jacobi in spazi di Hilbert,
University of Roma Tor Vergata, December 1999.
Degenerate elliptic operators arising from the Fleming-Viot processes,
University of Bonn, March 2000.
On a class of degenerate elliptic operators arising from the FlemingViot processes,
University of Delft, April 2000.
Equazioni paraboliche con coefficienti non limitati (Parabolic equations with
unbounded coefficients),
University of Trento, June 2000.
Problemi di controllo ottimo a frontiera infinita per sistemi di reazionediffusione stocastici (Infinite horizon optimal control problems for stochastic reactiondiffusion systems),
University of Trento, March 2001.
Finite horizon control problems for a class of stochastic Ginzburg-Landau
systems,
University of Geneva, April 2001.
Infinite horizon control problems for stochastic Ginzburg-Landau systems,
University of Delft, May 2001.
Large deviations estimates for stochastic Ginzburg-Landau systems with
multiplicative noise,
University of Delft, November 2001.
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On the Smolukowski-Kramers approximation for a class of SPDE’s,
École Polytechnique Fédérale de Lausanne, March 2005.
On the averaging principle for some SPDE’s
Mathematics Institute, University of Warwick, February 2007.
On some asymptotic problems for SPDE’s
Center for Dynamics and Geometry, Department of Mathematics, Penn State University, February 2008.
On some asymptotic problems for SPDE’s
Department of Mathematics, University of Maryland at College Park, February 2008.
A Khasminskii type averging result for SPDE’s
Department of Mathematics, University of Maryland at College Park, September 2008.
On the averaging principle for stochastic partial differential equations
Division of Applied Mathematics, Brown University, March 2009.
Approximation of exit times for multidimensional reaction-diffusion equations
Department of Mathematics, University of Chicago, January 2012.
Asymptotic results for stochastic RDEs with boundary noise and fast
transport term,
Department of Mathematics, University of Rochester, January 2012.
On the averaging principle for stochastic PDEs,
Department of Mathematics, University of Pisa, July 2012.
Approximation for the Quasipotential for the 2-D Stochastic NavierStokes Equations and Applications to the Exit Problem
Department of Mathematics, Rutgers University, April 2013.
The large deviation principle for SPDEs in the Smoluchowskii-Kramers
approximation,
Department of Mathematics and Statistics, University of Maryland Baltimore County,
April 2014.
The Smoluchowskii-Kramers approximation and the large deviation principle for SPDEs,
Department of Mathematics, Penn State University, April 2014.
Small noise asymptotics for the 2D-Navier Stokes equation perturbed by
rough noise,
Division of Applied Mathematics, Brown University, October 2014.
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On the small noise asymptotic for the 2-d Navier Stokes equation perturbed by rough noise,
Distinguished Lecture in Mathematics at UMass Amherst, April 2016.
SPDEs on graphs: an asymptotic approach,
Department of Mathematics, University of York, August 2016.
Research periods at mathematical institutions
Center for Applied Mathematical Sciences, University of Southern California
(Los Angeles), September 1997. Invited by Prof. B.Rozovsky.
Laboratoire Analyse, Géométrie et Applications, University of Paris 13, March
1999. Invited by Prof. F. Russo.
Centre de Recherche de Mathématiques de la Décision (Ceremade), University of Paris 9, April-May 1999.
Department of Applied Mathematics, Delft University of Technology, May 1999,
April 2000, May 2001, November 2001, September 2004. Invited by Prof. Ph. Clément.
Fakultät für Mathematik, Università di Bielefeld, March 2000. Invited by Prof.
M. Roeckner.
Mathematics Research Centre, University of Warwick, July-August 2001. Invited
by Prof. D.K. Elworthy during the Warwick Sumposium on Stochastic Differential
Equations and Related Topics, October 2000- August 2001.
Institut Mittag-Leffler, Djursholm Sweden, September 2007. Invited by Professors Oksendal, Sanz-Solé and Roeckner in the semester on Stochastic Partial Differential
Equations.
Isaac Newton Institute for Mathematical Sciences, Cambridge United Kingdom, June-July 2010. Invited by Professors Brzezniak, Hairer and Roeckner in the
semester on Stochastic Partial Differential Equations.
Centre Interfacultaire Bernoulli, Ecole Polytechnique Fédérale de Lausanne,
June 2012. Invited by Professors Dalang, Dozzi, Flandoli and Russo in the semester on
Stochastic Analysis and Applications.
Mathematical Sciences Research Institute, Berkeley, Fall 2015. Eisenbud Professor during the special program New Challenges in PDE: Deterministic Dynamics and
Randomness in High and Infinite Dimensional Systems.
Referee activity
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I am associate editor for:
Annals of Probability,
Potential Theory,
Stochastics,
Discrete and Continuous Dynamical Systems - Series A,
Journal of Theoretical Probability,
Brazilian Journal of Probability and Statistics.
Moreover, I have been referee of research articles for many journals, in probability, mathematical
analysis, mathematical physics, applied mathematics.
Teaching activity (last ten years)
Academic Year 2016-2017
1. Stat 600, Probability Theory I, UMD, Fall 2016.
2. Stat 410, Introduction to Probability Theory, UMD Fall 2016.
3. RIT on Applied PDEs, Team Director, UMD Fall 2016.
4. Stat 601, Probability Theory II, UMD, Spring 2017.
5. Math 410, Advanced Calculus, UMD Spring 2017.
Academic Year 2015-2016
1. Stat 601, Probability Theory II, UMD, Spring 2016.
2. Stat 410, Introduction to Probability Theory, UMD Spring 2016.
3. RIT on Applied PDEs, Team Director, UMD Spring 2016.
Academic Year 2014-2015
1. Stat 410, Introduction to Probability Theory, UMD, Fall 2014.
2. Math 410, Advanded Calculus, UMD Fall 2014.
3. RIT on Applied PDEs, Team Director, UMD Fall 2014.
Academic Year 2013-2014
1. Stat 410, Introduction to Probability Theory, UMD (Fall and Spring).
2. Introduction to Stochastic Partial Differential Equations, UMD,
Special Topic Course, Fall 2013.
3. RIT on Applied PDEs, Team Director, Fall 2013.
Academic Year 2012-2013
1. Stat 400, Applied Probability and Statistics, UMD,
2. Stat 410, Introduction to Probability Theory, UMD (Fall and Spring).
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3. RIT on Applied PDEs, Team Director, Fall 2012 and Spring 2013.
Academic Year 2011-2012
1. Stat 400, Applied Probability and Statistics, UMD,
2. Stat 600, Probability Theory I, UMD.
3. Stat 601, Probability Theory II, UMD.
4. RIT on Applied PDEs, Team Director, Fall 2011 and Spring 2012.
Academic Year 2010-2011
1. Stat 400, Applied Probability and Statistics, UMD,
2. Stat 410, Introduction to Probability Theory, UMD,
3. Stat 601, Probability Theory, UMD.
4. RIT on Applied PDEs, Team Director, Fall 2010 and Spring 2011.
5. RIT on Stochastic Dynamics: Models, Analysis and Numerics, Team
Director, Spring 2011.
Academic Year 2009-2010
1. Stat 400, Applied Probability and Statistics, UMD,
2. Stat 410, Introduction to Probability Theory, UMD,
3. Math 462, PDE’s for scientists and engineers, UMD.
4. RIT on Applied PDEs, Team Director, Fall 2009 and Spring 2010.
Academic Year 2008-2009
1. Math 462, PDE’s for scientists and engineers, UMD.
2. RIT on Applied PDEs, Team Director, Fall 2008 and Spring 2009.
Academic Year 2007-2008
1. Probabilistic Methods for Finance, University of Florence, Faculty of Economics (MSc course),
2. Stochastic Processes, University of Florence, Faculty of Economics (MSc course),
3. Basic Calculus , University of Florence, Faculty of Economics (BSc course).
Mentoring
Current students
1. Nicholas Paskal, PhD Student of the AMSC Program, Department of Mathematics, University
of Maryland.
2. Yichun Zhu, PdD Student of the Mathematics Program, Department of Mathematics, University of Maryland.
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Past students
1. Scott Smith, The Stochastic Navier Stokes Equations for Heat Conducting,
Compressible Fluids, PhD Thesis 2016, University of Maryland. Scott is presently holding
a postdoc position at the Max Plank Institut in Leipzig, Germany.
2. Michael Salins, Asymptotic Problems for SPDEs, PhD Thesis 2015, University of Maryland. Michael is presently holding a postdoc position at Boston University.
3. Jong Jun Lee, Small Mass Asymptotics for Problems in Stochastic Differential
Equations, PhD Thesis 2014, University of Maryland. Jong Jun is presently holding a
postdoc position at Rochester University.
4. Katharine Hamilton, Clark School of Engineering and College of Computer, Mathematical and
Physical Sciences Louis Stokes Alliance for Minority Participation (LSAMP) Undergraduate
Research Program, 2009.
5. Matteo Del Vigna, Perturbazioni singolari di sistemi dinamici stocastici (On singular perturbations for stochastic dynamical systems), MSc Thesis 2008, University of Florence.
6. Marco Camagni, Proprietà ergodiche di sistemi dinamici stocastici (Ergodic properties of stochastic dynamical systems), MSc Thesis 2005, University of Florence.
7. Laura Donnini, Principio delle grandi deviazioni per misure gaussiane in spazi di
Hilbert e per il moto Browniano (Large deviation principle for Gaussian measures in
Hilbert spaces and for Brownian motion), MSc Thesis 2004, University of Florence.
8. Giulia Carreras, Equazioni differenziali stocastiche con coefficienti non lipschitziani. Esistenza e unicità di soluzioni e loro comportamento asintotico
(Stochastic differential equations with non-Lipschitz coefficients. Existence, uniqueness and
asymptotic behavior), MSc Thesis 2003, University of Florence.
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