HEStaff exchange2025–2028

LiBERA · Stochastic interacting systems: Limiting Behavior, Evaluation, Regularity and Applications

Horizon Europe — Marie Skłodowska-Curie Actions

Duration: 2025-01-01 → 2028-12-31
EU contribution: €924,600
Participants: 25
Scheme: HORIZON-TMA-MSCA-SE

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Project objective

This SE aims at addressing a number of challenging mathematical problems related to stochastic interacting systems, with particular emphasis on the regularity properties of the solutions, their limiting behaviour and numerical computation. The equations we analyse arise from the modelisation of real-world phenomena in several fields of application, including spiking neural systems, hydrodynamics and financial/energy markets, and share nonlinearity as a common underlying trait. Critically, nonlinearity intertwines with other relevant features that include: low regularity of the coefficients, noise degeneracy, jump-diffusion dynamics, and high-dimensionality.The study of stochastic interacting systems is highly multidisciplinary from a two-fold perspective. On one hand, they have become a widespread modelling tool in a variety of applications. For example, they are used to model human neuron interfaces, particle systems, but also interacting agents in economics and finance, in relation to managing risk and decentralised production of renewable energy. On the other hand, the set of mathematical and computational tools needed to reach a holistic understanding of stochastic systems is very vast: ranging from stochastic (partial) differential equations, random measures, rough paths, gradient flows in metric measure spaces, numerical probability and computer simulation.We provide a team of experts that analyse stochastic systems integrating several approaches and techniques. The complementary expertise across the network, together with the consolidated experience and excellence of the key participants in their research areas, places our network in the privileged position to make relevant contributions across interconnected research fields, and to contribute to the training of the early career researchers involved in the project in an exciting field of pure and applied mathematics, with the possibility of boosting their careers in both academic and non-academic sectors.

Original text from CORDIS.

Participants

ALMA MATER STUDIORUM - UNIVERSITA DI BOLOGNA · BolognaCoordinatorItaly
AALTO KORKEAKOULUSAATIO SR · EspooFinland
ARIZONA BOARD OF REGENTS · TempeUnited States
CENTRO DE INVESTIGACION EN MATEMATICAS AC · GuanajuatoMexico
Coordinador Independiente del Sistema Eléctrico Nacional · SantiagoChile
ECOLE POLYTECHNIQUE · PALAISEAU CEDEXFrance
ECOLE POLYTECHNIQUE FEDERALE DE LAUSANNE · LausanneSwitzerland
ELECTRICITE DE FRANCE · ParisFrance
FREIE UNIVERSITAET BERLIN · BerlinGermany
INSTITUTO NACIONAL DE MATEMATICA PURA E APLICADA · Rio De JaneiroBrazil
INSTITUTO SUPERIOR TECNICO · LisboaPortugal
LONDON SCHOOL OF ECONOMICS AND POLITICAL SCIENCE · LondonUnited Kingdom
NATIONAL UNIVERSITY CORPORATION THE UNIVERSITY OF TOKYO · TOKYOJapan
TECHNISCHE UNIVERSITAET MUENCHEN · MuenchenGermany
THE GOVERNORS OF THE UNIVERSITY OF ALBERTA · EdmontonCanada
THE RITSUMEIKAN TRUST ACADEMIC JURIDICAL PERSON · KyotoJapan
THE UNIVERSITY OF EDINBURGH · EdinburghUnited Kingdom
TRUSTEES OF COLUMBIA UNIVERSITY IN THE CITY OF NEW YORK · New YorkUnited States
UNIVERSIDAD DE LOS ANDES FUNDACION · Bogota DcColombia
UNIVERSIDADE FEDERAL DA PARAIBA · Joao PessoaBrazil
UNIVERSITA DEGLI STUDI DI PADOVA · PadovaItaly
UNIVERSITE LIBRE DE BRUXELLES · Bruxelles / BrusselBelgium
UNIVERSITE PARIS I PANTHEON-SORBONNE · ParisFrance
UNIVERSITY COLLEGE LONDON · LondonUnited Kingdom
UPPSALA UNIVERSITET · UppsalaSweden

LiBERA · Stochastic interacting systems: Limiting Behavior, Evaluation, Regularity and Applications

Project objective

Participants

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