Home /  2021 CRM-PIMS Summer School in Probability (Virtual School)

Summer Graduate School

2021 CRM-PIMS Summer School in Probability (Virtual School) May 24, 2021 - June 18, 2021
Parent Program: --
Location: Centre de Recherches Mathematiques, Montreal
Organizers LEAD Louigi Addario-Berry (McGill University), Omer Angel (University of British Columbia), Alexander Fribergh (University of Montreal), Mathav Murugan (University of British Columbia), Edwin Perkins (University of British Columbia)
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Description
Image
The Sherrington-Kirkpatrick model, aka the randomly-weighted complete graph. Edge weights are indicated using grayscale. Six distinguished vertices have been randomly chosen; edges between those vertices are shaded black to form a "hidden signal".

The courses in this summer school focus on mathematical models of group dynamics, how to describe their dynamics and their scaling limits, and the connection to discrete and continuous optimization problems.

The phrase "group dynamics" is used loosely here -- it may refer to species migration, the spread of a virus, or the propagation of electrons through an inhomogeneous medium, to name a few examples. Very commonly, such systems can be described via stochastic processes which approximately behave like the solution of an appropriate partial differential equation in the large-population limit.

School Structure

This summer school will take place over a four-week period in Montréal, hosted by the Centre de Recherches Mathématiques.  There will be two principal courses, each with 24 hours of lectures.  In addition, there will be 12 hours reserved for short presentations by participants.  Finally, there will be 3 shorter topics courses, of 3 hours each, to complement the main course. The housing of the participants in shared, apartment-style accommodation gives students mulitiple shared common areas, making it easy for participants to coordinate their own group-work and study sessions.  

Suggested Prerequisites

  • A first year-long graduate course in probability, roughly covering the material of Billingsley's Probability and Measure, excuding Sections 9, 28 and 30.
  • Rademacher theorem. 
  • Some familiarity with basic properties of the Ising model and Hamilton-Jacobi equations would be a plus, but not strictly necessary.

For eligibility and how to apply, see the Summer Graduate Schools homepage

Due to the small number of students supported by MSRI, only one student per institution will be funded by MSRI.

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Schedule, Notes/Handouts & Videos
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May 24, 2021
Monday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems: Lecture 1
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:30 PM
  Optimization in Random Discrete Systems: Lecture 1
Louigi Addario-Berry (McGill University)
12:30 PM - 01:00 PM
  Break
01:00 PM - 03:00 PM
  Exercise Session
May 25, 2021
Tuesday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems: Lecture 2
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:30 PM
  Optimization in Random Discrete Systems: Lecture 2
Louigi Addario-Berry (McGill University)
12:30 PM - 01:00 PM
  Break
01:00 PM - 03:00 PM
  Exercise Session
May 27, 2021
Thursday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems: Lecture 3
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Optimization in Random Discrete Systems: Lecture 3
Louigi Addario-Berry (McGill University)
12:30 PM - 01:00 PM
  Break
01:00 PM - 03:00 PM
  Exercise Session
May 28, 2021
Friday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems: Lecture 4
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:30 PM
  Optimization in Random Discrete Systems: Lecture 4
Louigi Addario-Berry (McGill University)
12:30 PM - 01:00 PM
  Break
01:00 PM - 03:00 PM
  Exercise Session
May 31, 2021
Monday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems Lecture 5
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:00 PM
  Optimization in Random Discrete Systems Lecture 5
Louigi Addario-Berry (McGill University)
12:00 PM - 12:30 PM
  Break
12:30 PM - 02:00 PM
  Lecture
02:00 PM - 04:00 PM
  Exercise Session
Jun 01, 2021
Tuesday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems Lecture 6
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:00 PM
  Free Boundary Problems and Branching Particle Systems
Sarah Penington (University of Bath)
12:00 PM - 12:30 PM
  Break
12:30 PM - 02:00 PM
  Optimization in Random Discrete Systems Lecture 6
Louigi Addario-Berry (McGill University)
02:00 PM - 04:00 PM
  Exercise Session
Jun 03, 2021
Thursday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems Lecture 7
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:00 PM
  Free Boundary Problems and Branching Particle Systems: Lecture 2
Sarah Penington (University of Bath)
12:00 PM - 12:30 PM
  Break
12:30 PM - 02:00 PM
  Optimization in Random Discrete Systems Lecture 7
Louigi Addario-Berry (McGill University)
02:00 PM - 04:00 PM
  Exercise Session
Jun 04, 2021
Friday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems Lecture 8
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:00 PM
  Free Boundary Problems and Branching Particle Systems: Lecture 3
Sarah Penington (University of Bath)
12:00 PM - 12:30 PM
  Break
12:30 PM - 02:00 PM
  Optimization in Random Discrete Systems Lecture 8
Louigi Addario-Berry (McGill University)
02:00 PM - 04:00 PM
  Exercise Session
Jun 07, 2021
Monday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems Lecture 9
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:00 PM
  Asymptotics of Interacting Stochastic Processes on Sparse Graphs
Kavita Ramanan (Brown University)
12:00 PM - 12:30 PM
  Break
12:30 PM - 02:00 PM
  Optimization in Random Discrete Systems Lecture 9
Louigi Addario-Berry (McGill University)
02:00 PM - 04:00 PM
  Exercise Session
Jun 08, 2021
Tuesday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems Lecture 10
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:00 PM
  Asymptotics of Interacting Stochastic Processes on Sparse Graphs: Lecture 2
Kavita Ramanan (Brown University)
12:00 PM - 12:30 PM
  Break
12:30 PM - 02:00 PM
  Optimization in Random Discrete Systems Lecture 10
Louigi Addario-Berry (McGill University)
02:00 PM - 04:00 PM
  Exercise Session
Jun 10, 2021
Thursday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems Lecture 11
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:00 PM
  Asymptotics of Interacting Stochastic Processes on Sparse Graphs: Lecture 3
Kavita Ramanan (Brown University)
12:00 PM - 12:30 PM
  Break
12:30 PM - 02:00 PM
  Minimum Spanning Trees 1
Louigi Addario-Berry (McGill University)
02:00 PM - 04:00 PM
  Exercise Session
Jun 11, 2021
Friday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems Lecture 12
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:00 PM
  Minimum Spanning Trees 2
Louigi Addario-Berry (McGill University)
12:00 PM - 12:30 PM
  Break
12:30 PM - 02:00 PM
  Lecture
02:00 PM - 04:00 PM
  Exercise Session
Jun 14, 2021
Monday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems Lecture 13
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:30 PM
  Minimum Spanning Trees 3
Louigi Addario-Berry (McGill University)
12:30 PM - 01:00 PM
  Break
01:00 PM - 03:00 PM
  Exercise Session
Jun 15, 2021
Tuesday
08:00 AM - 09:30 AM
  Minimum Spanning Trees 4
Louigi Addario-Berry (McGill University)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:30 PM
  Lecture
12:30 PM - 01:00 PM
  Break
01:00 PM - 03:00 PM
  Exercise Session
Jun 17, 2021
Thursday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems Lecture 14
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:30 PM
  Minimum Spanning Trees 5
Louigi Addario-Berry (McGill University)
12:30 PM - 01:00 PM
  Break
01:00 PM - 03:00 PM
  Exercise Session
Jun 18, 2021
Friday
08:00 AM - 09:30 AM
  A PDE Approach to Mean-Field Disordered Systems Lecture 15
Jean-Christophe Mourrat (New York University, Courant Institute)
09:30 AM - 11:00 AM
  Lunch Break
11:00 AM - 12:30 PM
  Minimum Spanning Trees 6
Louigi Addario-Berry (McGill University)
12:30 PM - 01:00 PM
  Break
01:00 PM - 03:00 PM
  Exercise Session