Curriculum Vitae of Sandra Cerrai - University Of Marylandcerrai/curriculum_cerrai_updated_e.pdf ·...

Curriculum Vitae of Sandra Cerrai

Education

December 1998 PhD in MathematicsScuola Normale Superiore of Pisa (cum laude)

November 1992 MSc in MathematicsUniversity of Pisa (cum laude)

Employment history

2019-present APT Associate ChairUniversity of Maryland

2015, Fall Eisenbud Research ProfessorMSRI, Berkeley

2012-present ProfessorUniversity of Maryland

2008-2012 Associate ProfessorUniversity of Maryland

2001-2008 Professore Associato(Associate Professor) University of Florence

1995-2001 Ricercatore(Assistant Professor) University of Florence.

Awards, grants and other recognitions

1. Plenary speaker at the 21th Congress of the Italian Mathematical Union (UMI), Pavia,September 2-7, 2019.

2. Plenary speaker at SPA 2017, 39th International Conference on Stochastic Processes andtheir Applications, Moscow, July 24-28 2017.

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3. NSF Research Grant DMS-1712934 (2017-2020), Analysis of Stochastic Partial DifferentialEquations with Multiple Scales (Principal Investigator).

4. Eisenbud Research Professor, MSRI, Fall 2015.

5. NSF Grant DMS-024619 (2015-2018), Seminar on Stochastic Processes, 2016 (Principal In-vestigator).

6. Plenary speaker at the Seminar on Stochastic Processes 2014, San Diego.

7. NSF Research Grant DMS-1407615 (2014-2018), Asymptotic Problems for Stochastic PartialDifferential Equations (Principal Investigator).

8. UMD Advance Program Interdisciplinary and Engaged Research Seed Grant (2013), Dynamicmodels for transportation systems: Properties and theoretical foundations (Co-Principal In-vestigator).

9. Winner of the National Abilitation to Full Professor in Probability organized by the Politecnicoof Turin, Italy, 2010.

10. NSF Research Grant DMS-0907295 (2009-2013), Asymptotic Problems for Stochastic PartialDifferential Equations (Principal Investigator).

11. Grant from the European TMR network Viscosity solutions and applications, local coordina-tor in Paris Prof. P.L. Lions, Spring 1999.

12. 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, 2016-2017,Hiring Committee 2009-2010, 2012-2013, 2013-2014 and 2017-2018, Post-Doc Hiring Com-mittee 2012, Chair Search Committee 2012, Departmental Colloquium organizer 2012-2017.

2. Campus, Member of the AMSC Graduate Committee (July 2018-present), Graduate SchoolFlagship Fellowship Committee and Summer Research Fellowship Committee, (2012, 2013).

3. Mathematical community,

- Member of the Scientific Advisory Committee of MSRI, July 2018-present.

- Member of the Committee for Conferences on Stochastic Processes of the Bernoulli So-ciety, January 2018-present.

- Member of the scientific committee of the Seminar on Stochastic Processes, April 2014-present.

- Area Editor (for SPDEs) of Stochastic Processes and their Applications, April 2018-present.

- Associate Editor of Journal of Evolution Equations, September 2018-present.

- Associate Editor of Annals of Probability, January 2015-present.

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- Associate Editor of Stochastics, February 2015-present.

- Associate Editor of Discrete and Continuous Dynamical Systems - Series A, December2014-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,

4. Reviewer work

- Panelist for the National Science Foundation (2009, 2010, 2014, 2015, 2016, 2018).

- Panelist for the Mathematical Sciences Program of the National Security Agency (2015,2016).

- Panelist for the Pacific Institute for the Mathematical Sciences (2015-present).

- Reviewer for the Swiss National Science Foundation (2014, 2016).

- Reviewer for the Polish National Science Centre (2017).

Organization of workshops and seminars

1. Co-organizer of the Workshop Stochastic Partial Differential Equations, Erwin SchrdingerInternational Institute for Mathematics and Physics, Vienna, February 2021.

2. Member of the scientific committee of the Conference on Statistical Mechanics (ANR grantNonStops), CIRM 2021.

3. Co-organizer of the Conference Stochastic Partial Differential Equations and Applications -XI edition, Levico Terme, June 2020.

4. Member of the scientific committee of the Conference on Stochastic Partial Differential Equa-tions, CIRM, Luminy, May 14-18, 2018.

5. Co-organizer of the summer school Recent Developments in Stochastic Partial DifferentialEquations, in honor of Giuseppe Da Prato, Riemann International School of Mathematics(RISM), Villa Toepliz, Varese, July 23-28 2018.

6. Co-organizer of the Seminar on Stochastic Processes 2016, University of Maryland, CollegePark, March 15-18 2016.

7. Co-organizer of the Special Session Stochastic Analysis and SPDEs at the Spring NortheasternSection AMS Meeting, March 7-8, 2015.

8. Co-organizer of the Special Session Asymptotic Problems for Stochastic Processes and PDEsat the Spring Northeastern Section AMS Meeting, March 7-8, 2015.

9. Co-organizer of the Special Session Many Facets of Probability at the 2015 AWM ResearchSymposium, University of Maryland April 11-12, 2015.

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10. Organizer of the Invited Session on SPDEs: Analysis and Computations at the XXXVIIInternational Conference on Stochastic Processes and their Applications (Buenos Aires, June28th-August 1st 2013), sponsored by the Bernoulli Society for Mathematical Statistics andProbability and the Institute of Mathematical Statistics.

11. Co-organizer of the Departmental Colloquium at UMD, 2012-present.

12. Co-organizer of the Conference on Asymptotic Problems in Stochastic Processes and PDEs,College Park, MD, May 20-24, 2013.

13. 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 Applicationsprogram at IMA(September 1, 2012 June 30, 2013.)

14. Organizer of the Invited Session on Large deviations for SPDE at the XXXV InternationalConference on Stochastic Processes and their Applications (Mexico, June 2011), sponsoredby the Bernoulli Society for Mathematical Statistics and Probability and the Institute ofMathematical Statistics.

15. Workshop on Stochastic Partial Differential Equations, Centro de Giorgi, Pisa 3-7 aprile 2006,co-organizer.

16. 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 probabilisticapproach, x+330 pp. Lecture Notes in Mathematics 1762 (2001), Springer Verlag.

Articles

2. Sandra Cerrai, Nathan Glatt-Holtz: On the convergence of stationary solutions in theSmoluchowski-Kramers approximation of infinite dimensional systems, arXiv: 1806.05319, toappear in Journal of Functional Analysis.

3. Sandra Cerrai, Alessandra Lunardi: Schauder theorems for Ornstein-Uhlenbeck equa-tions in infinite dimension, Journal of Differential Equations 267 (2019), pp. 7462–7482.

4. Sandra Cerrai, Nicholas Paskal: Large deviations for fast transport stochastic RDEswith applications to the exit problem, Annals of Applied Probability 29 (2019), pp. 1993–2032.

5. Sandra Cerrai, Arnaud Debussche: Large deviations for the dynamic Φ2nd model, Ap-

plied Mathematics and Optimization 80 (2019), pp. 81–102.

6. Sandra Cerrai, Mark Freidlin: Fast flow asymptotics for stochastic incompressible vis-cous fluids in R2 and SPDEs on graphs, Probability Theory and Related Fields 173 (2019),pp. 491–535.

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7. Sandra Cerrai, Arnaud Debussche: Large deviations for the two-dimensional stochasticNavier-Stokes equation with vanishing noise correlation, Annales de l’Institut Henri Poincare55 (2019), pp. 211–236.

8. Sandra Cerrai, Alessandra Lunardi: Averaging principle for non autonomous slow-fast systems of stochastic RDEs: the almost periodic case, Siam Journal on MathematicalAnalysis 49 (2017), pp. 2843–2884.

9. Zdzislaw Brzezniak, Sandra Cerrai: Large deviation principle for the invariant mea-sures of the 2D stochastic Navier-Stokes equations on a torus, Journal of Functional Analysis273 (2017) pp. 1891–1930.

10. Sandra Cerrai, Mark Freidlin: SPDEs on narrow domains and on graphs: an asymp-totic approach, Annales de l’Institut Henri Poincare 53 (2017) pp. 865–899.

11. Sandra Cerrai, Michael Salins: On the Smoluchowski-Kramers approximation for asystem with an infinite number of degrees of freedom subject to a magnetic field, StochasticProcesses and Their Applications 127 (2017) pp. 273–303.

12. Sandra Cerrai, Mark Freidlin, Michael Salins: On the Smoluchowski-Kramers ap-proximation for SPDEs and its interplay with large deviations and long time behavior, Discreteand Continuous Dynamical Systems, Series A, 37 (2017), pp. 33–76.

13. Sandra Cerrai, Michael Salins: Smoluchowski-Kramers approximation and large devia-tions for infinite dimensional non-gradient systems with applications to the exit problem, TheAnnals of Probability 44 (2016), pp. 2591–2642.

14. Sandra Cerrai, Mark Freidlin: Large deviations for the Langevin equation with strongdamping, Journal of Statistical Physics 161 (2015), pp. 859–875.

15. Zdizlaw Brzezniak, Sandra Cerrai, Mark Freidlin: Quasipotential and exit times for2D Stochastic Navier-Stokes equations driven by space-time white noise, Probability Theoryand Related Fields 162 (2015), pp. 739–793.

16. Sandra Cerrai, Michael Salins: Smoluchowski-Kramers approximation and large devia-tions for infinite dimensional gradient systems, Asymptotics Analysis 88 (2014), pp. 201-215.

17. Sandra Cerrai, Giuseppe Da Prato: A basic identity for Kolmogorov operators in thespace of continuous functions related to RDEs with multiplicative noise, The Annals of Prob-ability 42 (2014), pp. 1297-1336.

18. Sandra Cerrai, Giuseppe Da Prato, Franco Flandoli: Pathwise uniqueness forstochastic reaction-diffusion equations in Banach spaces with an Holder drift component,Stochastic Partial Differential Equations: Analysis and Computations 1 (2013), pp. 507-551.

19. Sandra Cerrai, Giuseppe Da Prato: Schauder estimates for elliptic equations in Banachspaces associated with stochastic reaction-diffusion equations, Journal of Evolution Equations12 (2012), pp. 83-98.

20. Sandra Cerrai: Averaging principle for systems of RDEs with polynomial nonlinearitiesperturbed by multiplicative noise, Siam Journal of Mathematical Analysis 43 (2011), pp. 2482-2518.

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21. Sandra Cerrai, Mark Freidlin: Small mass asymptotics for a charged particle in mag-netic field and long-time influence of small perturbations, Journal of Statistical Physics 144(2011), pp. 101-123.

22. Sandra Cerrai, Mark Freidlin: Approximation of quasi-potentials and exit problems formultidimensional RDE’s with noise, Transactions of the AMS 363 (2011), pp. 3853-3892.

23. Sandra Cerrai, Mark Freidlin: Fast transport asymptotics for stochastic RDE’s withboundary noise, Annals of Probability 39 (2011), pp. 369-405.

24. Sandra Cerrai: Normal deviations from the averaged motion for some reaction-diffusionequation with fast oscillating perturbation, Journal de Matematiques Pures et Appliques 91(2009), pp. 614-647.

25. Sandra Cerrai: A Khasminskii type averaging principle for stochastic reaction-diffusionequations, Annals of Applied Probability 19 (2009), pp. 899-948.

26. Sandra Cerrai, Mark Freidlin: Averaging principle for a class of SPDE’s, ProbabilityTheory and Related Fields 144 (2009), pp. 137-177.

27. Sandra Cerrai, Philippe Clement: Schauder estimates for a degenerate second orderelliptic operator on a cube, Journal of Differential Equations 242 (2007), pp. 287-321.

28. Sandra Cerrai, Mark Freidlin: Smoluchowski-Kramers approximation for a generalclass of SPDE’s, Journal of Evolution Equations 6 (2006), pp. 657-689.

29. Sandra Cerrai, Mark Freidlin: On the Smoluchowski-Kramers approximation for asystem with an infinite number of degrees of freedom, Probability Theory and Related Fields135 (2006), pp. 363-394.

30. Sandra Cerrai: Ergodic properties of reaction-diffusion equations perturbed by a degen-erate multiplicative noise, Operator Theory: Advances and Applications vol. 168 (2006),Birkhauser Verlag Basel, pp. 45-59.

31. Sandra Cerrai: Asymptotic behavior of systems of SPDE’s with multiplicative noise, Stochas-tic Partial Differential Equations and Applications VII, Lecture Notes in Pure and AppliedMathematics vol. 245 (2006), Chapman and Hall/CRC Press, pp. 61-75.

32. Sandra Cerrai: Stabilization by noise for a class of stochastic reaction-diffusion equations,Probability Theory and Related Fields 133 (2005), pp. 190-214.

33. Sandra Cerrai, Philippe Clement: Erratum to ”Schauder estimates for a class of secondorder elliptic operators on a cube”, Bulletin des Sciences Mathematiques 129 (2005), p. 368.

34. Sandra Cerrai, Michael Rockner: Large deviations for invariant measures of stochasticreaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term, Annalesde l’Institut Henri Poincare (Probabilites et Statistiques) 41 (2005), pp. 69-105.

35. Sandra Cerrai, Philippe Clement: Well-posedness of the martingale problem for somedegenerate diffusion processes occurring in dynamics of populations, Bulletin des SciencesMathematiques 128 (2004), pp. 355-389.

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36. Sandra Cerrai, Michael Rockner: Large deviations for stochastic reaction-diffusionsystems with multiplicative noise and non-Lipschitz reaction term, Annals of Probability 32(2004), pp. 1-40.

37. Sandra Cerrai, Michael Rockner: Large deviations for invariant measures of generalstochastic reaction-diffusion systems, Comptes Rendus Acad. Sci. Paris S. I Math. 337(2003), pp. 597-602.

38. Sandra Cerrai: Stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term, Probability Theory and Related Fields 125 (2003), pp. 271-304.

39. Sandra Cerrai, Philippe Clement: Schauder estimates for a class of second order ellipticoperators on a cube, Bulletin des Sciences Mathematiques 217 (2003), pp. 669-688.

40. Sandra Cerrai, Classical solutions for Kolmogorov equations in Hilbert spaces, Third Semi-nar on Stochastic Analysis, Random Fields and Applications, Ascona, Progress in Probability52, Birkhauser Verlag, (2002), pp. 55-72.

41. Sandra Cerrai, Philippe Clement: On a class of degenerate elliptic operators arisingfrom the Fleming-Viot processes, Journal of Evolution Equations 1 (2001), pp. 243-276.

42. Sandra Cerrai: Stationary Hamilton-Jacobi equations in Hilbert spaces and applications toa stochastic optimal control problem, SIAM Journal on Control and Optimization 40 (2001),pp. 824-852.

43. Sandra Cerrai: Optimal control problems for stochastic reaction-diffusion systems with nonLipschitz coefficients, SIAM Journal on Control and Optimization 39 (2001), pp. 1779-1816.

44. Sandra Cerrai: Analytic semigroups and degenerate elliptic operators with unbounded co-efficients: a probabilistic approach, Journal of Differential Equations 166 (2000), pp. 151-174.

45. Sandra Cerrai, A generalization of the Bismut-Elworthy formula, Evolution Equationsand their Applications in Physical and Life Sciences, Lecture Notes in Pure and AppliedMathematics Vol. 215, Marcel Dekker (2000).

46. Sandra Cerrai: Ergodicity for stochastic reaction-diffusion systems with polynomial coeffi-cients, Stochastics and Stochastics Reports 67 (1999), pp. 17-51.

47. Sandra Cerrai: Differentiability of Markov semigroup for stochastic reaction-diffusionequations and applications to control, Stochastic Processes and their Applications 83 (1999)pp.15-37.

48. Sandra Cerrai: Smoothing properties of transition semigroups relative to SDEs with valuein Banach spaces, Probability Theory and Related Fields 113 (1999) pp. 85-114.

49. Sandra Cerrai: Kolmogorov equations in Hilbert spaces with non smooth coefficients, Com-munications in Applied Analysis 2 (1998) pp. 271-298.

50. Sandra Cerrai: Differentiability with respect to initial datum for solutions of SPDE’s withno Frechet differentiable drift term, Communications in Applied Analysis 2 (1998) pp. 249-270.

51. Sandra Cerrai: Some results for second order elliptic operators having unbounded coeffi-cients, Differential and Integral Equations 11 (1998) pp. 561-588.

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52. Sandra Cerrai: Invariant measures for a class of SDEs with drift term having polynomialgrowth, Dynamic Systems and Applications 5 (1996), 353-370.

53. Sandra Cerrai: Elliptic and parabolic equations in Rn with coefficients having polynomialgrowth, Communications in Partial Differential Equations 21 (1996) 281-317.

54. Sandra Cerrai, Fausto Gozzi: Strong solutions of Cauchy problems associated to weaklycontinuous semigroups, Differential and Integral Equations 8 (1995) 465-486.

55. Sandra Cerrai: Weakly continuous semigroups in the space of functions with polynomialgrowth, Dynamic Systems and Applications 4 (1995) 351-372.

56. Sandra Cerrai: A Hille Yosida theorem for weakly continuous semigroups, SemigroupForum 49 (1994) 349-367.

Submitted articles

57. Sandra Cerrai, Guangyu Xi: Incompressible viscous fluids in R2 and SPDEs on graphs,in presence of fast advection and non smooth noise, arXiv: 2001.02769.

58. Sandra Cerrai, Jan Wehr, Yichun Zhu: On the Smoluchowski-Kramers approximationin the presence of a varying magnetic field,

Visiting Positions

Center for Applied Mathematical Sciences, University of Southern California(Los Angeles), September 1997. Invited by Prof. B.Rozovsky.

Laboratoire Analyse, Geometrie et Applications, University of Paris 13, March1999. Invited by Prof. F. Russo.

Centre de Recherche de Mathematiques de la Decision (Ceremade), Uni-versity of Paris 9, April-May 1999. Supported by a European grant by P. L. Lions.

Department of Applied Mathematics, Delft University of Technology, May 1999,April 2000, May 2001, November 2001, September 2004. Invited by Prof. Ph. Clement.

Fakultat fur Mathematik, Universita di Bielefeld, March 2000. Invited by Prof.M. Roeckner.

Mathematics Research Centre, University of Warwick, July-August 2001. Invitedby Prof. D.K. Elworthy during the Warwick Sumposium on Stochastic DifferentialEquations and Related Topics, October 2000- August 2001.

Institut Mittag-Leffler, Djursholm Sweden, September 2007. Invited by Profes-sors Oksendal, Sanz-Sole and Roeckner in the semester on Stochastic Partial DifferentialEquations.

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Isaac Newton Institute for Mathematical Sciences, Cambridge, United King-dom, June-July 2010. Invited by Professors Brzezniak, Hairer and Roeckner in thesemester on Stochastic Partial Differential Equations.

Centre Interfacultaire Bernoulli, Ecole Polytechnique Federale de Lausanne,June 2012. Invited by Professors Dalang, Dozzi, Flandoli and Russo in the semester onStochastic Analysis and Applications.

Mathematical Sciences Research Institute, Berkeley, Fall 2015. Eisenbud Pro-fessor during the special program New Challenges in PDE: Deterministic Dynamics andRandomness in High and Infinite Dimensional Systems.

Isaac Newton Institute for Mathematical Sciences, Cambridge, United King-dom, November 2018. Invited by Professors Bridges, Gubinelli, Weber and Zambotti,in the semester on Scaling Limits, Rough Paths, Quantum Field Theory.

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.

Regolarita per le soluzioni dell’equazione di Kolmogorov (Regularity of thesolutions of Kolmogorov equations),

Convegno su equazioni di evoluzione e applicazioni alla teoria del trasporto e alla biolo-gia, 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 ScuolaNormale Superiore June 29-30, 1995.

Equazioni ellittiche e paraboliche in R n con coefficienti aventi crescitapolinomiale (Elliptic and parabolic equations in R n with coefficients having polyno-mial growth),

XV Congresso dell’Unione Matematica Italiana, Padova September 11-16, 1995.

Schauder estimates for Kolmogorov equations with unbounded coeffi-cients,

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 NormaleSuperiore July 16-17, 1996.

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Smoothing properties for transition semigroups relative to stochasticPDEs with unbounded coefficients,

Workshop on deterministic and stochastic evolutionary systems, Pisa Scuola NormaleSuperiore, July 16-18, 1997.

Smoothing properties for transition semigroups relative to stochasticPDEs 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.

Proprieta di regolarizzazione per il semigruppo di transizione relativoad alcune equazioni di reazione-diffusione stocastiche (Regularizing prop-erties for the transition semigroup corresponding to some stochastic reaction-diffusionequations) ,

Convegno su equazioni di evoluzione e applicazioni alla teoria del trasporto e alla biolo-gia, 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 dimen-sions, Cetraro, August 24-September 1, 1998.

Ergodicity for stochastic reaction-diffusion systems with unbounded co-efficients,

Sixth international conference on evolution equations and their applications in physicaland life sciences, Bad Herrenalb, September 14-19, 1998.

Probabilistic methods in the study of analytic semigroups generated bysecond order degenerate elliptic operators,

Optimal regularity in elliptic, hypoelliptic and parabolic problems, Levico Terme October6-10, 1998.

Sistemi di reazione diffusione stocastici: proprieta di regolarizzazione(Stochastic reaction-diffusion systems: regularizing properties),

XVI Congresso Unione Matematica Italiana, Napoli September 13-18, 1999.

Stationary Hamilton-Jacobi equations in Hilbert spaces and applicationsto a stochastic optimal control problem,

Third seminar on stochastic analysis, random fields and applications, Ascona, Septem-ber 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.

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On a class of degenerate elliptic operators arising from the Fleming-Viot processes

International Conference on Viscosity Solutions and Applications, Analysis and Controlof 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 systemswith 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 MatematicaItaliana, Pisa, June 12-16, 2002.

Large deviations for a general class of SPDE’s

Workshop on stochastic partial differential equations and related topics, Warwick, Au-gust 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 stochasticreaction-diffusion systems

International Conference on Stochastic Partial Differential Equations and Applications-VII, Levico Terme (Trento), January 4-10, 2004.

Ergodicity for some stochastic reaction-diffusion equations

IFIP 7.2 Boundary Control and Optimization, Scuola Normale Superiore-Centro DeGiorgi, Pisa, February 26-28, 2004.

Sull’approssimazione di Kramers-Smolukowski per un sistema con un nu-mero infinito di gradi di liberta (On the Kramers-Smolukowski approximationsfor a system with an infinite number of degrees of freedom),

Incontro su Equazioni di Kolmogorov, Parma November 26-27, 2004.

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On the martingale problem for a class of degenerate diffusion processesarising from the dynamics of populations,

Workshop on Partial Differential Equations and Functional Analysis, Delft, November29-December 1, 2004.

On the Kramers-Smolukowski approximation for a class of SPDE’s,

Conference on Stochastic Partial Differential Equations and Random Media: from The-ory to Applications I, Zif (Zentrum fur Interdisziplinare 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 April3-7, 2006.

The Smoluchowski-Kramers approximation for a general class of SPDE’s,

Workshop on Hydrodynamic limits and Particle Systems, Centro de Giorgi, Pisa June5-9, 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, LevicoTerme, January 7-11, 2008.

Fast diffusion asymptotics for stochastic reaction-diffusion equationswith 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-diffusionequation with fast oscillating perturbation,

Sixth Seminar on Stochastic Analysis, Random Fields and Applications, Ascona May19-23, 2008.

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Fast transport asymptotics for SPDE’s with noise acting on the bound-ary,

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 multidimensionalRDEs,

Workshop on SPDEs, Isaac Newton Institute for Mathematical Sciences, January 4-8,2010.

Asymptotic results for a class of stochastic RDEs with fast transportterm and noise acting on the boundary,

Workshop on Stochastic Partial Differential Equations: Approximation, Asymptoticsand 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 multidimensionalRDEs with noise

AWM Anniversary Conference at Brown University, September 17-18, 2011.

Approximation of exit times for multidimensional reaction-diffusion equa-tions

Evolution Equations: Randomness and Asymptotics, October 10-14, 2011, Bad Herre-nalb.

Small mass asymptotics for a charged particle in a magnetic field andlong-time influence of small perturbations

Workshop on Stochastic Analysis and Stochastic Partial Differential Equations, April2-6, 2012, Banff International Research Station.

On the averaging principle for systems of stochastic partial differentialequations

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 stochas-tic partial differential equations

Eleventh Northeast Probability Seminar, November 15-16, 2012, Columbia University.

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Pathwise uniqueness of stochastic partial differential equations in Ba-nach space

Workshop Topics in Probability, December 18-20, 2012, Chennai Mathematical Insti-tute.

Kolmogorov equations in the space of continuous functions and applica-tions 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 equationsdriven 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-Stokesequation driven by space time white noise

NSF-CBMS Conference on Analysis of Stochastic Partial Differential Equations, August19-23, 2013, Michigan State University.

On the large deviation principle in the Smoluchowskii-Kramers approxi-mation for SPDEs

The 9th International Meeting on Stochastic Partial Differential Equations and Appli-cations, January 6-11, 2014, Levico Terme, Trento.

On the quasi-potential for 2-D Navier-Stokes equations perturbed byspace-time white noise

Joint Mathematics Meetings, Special Session on Advances in Analysis and PDEs, Jan-uary 15-18, 2014, Baltimore.

Large deviations and exit problems for the 2D Navier-Stokes equationsdriven 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.

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 highand 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 PartialDifferential Equations, December 4-7, 2015, Montreal.

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Large deviations for the two-dimensional stochastic Navier-Stokes equa-tion with vanishing noise correlation

Conference on New Developments in Probability, May 6-8, 2016, Northwestern Univer-sity.

Large deviations for the 2D Navier-Stokes equation perturbed by roughnoise

Workshop on Stochastic Partial Differential Equations, May 16-20, 2016, Simons Centerfor Geometry and Physics, Stony Brook University.

SPDEs on narrow channels and on graphs

Workshop in Stochastic Analysis, June 28-30, 2016, Institute of Mathematics, Statisticsand Scientific Computation (IMECC), University of Campinas, Brazil.

Some large deviation results for the 2-D stochastic Navier-Stokes equa-tion

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, October10-14, 2016, University of Bielefeld.

Large deviations for nonlinear SDEs with vanishing noise correlation

Selected Topics in Transport Phenomena: Deterministic and Probabilistic Aspects, April18-21, 2017, CSCAMM, University of Maryland.

Large deviations for the 2-D stochastic Navier-Stokes equation with van-ishing noise correlation

Workshop on Essence of u∇u: Reflections on Mathematical Fluid Dynamics, Universityof Virginia, Charlottesville, May 11-13, 2017.

SPDEs on graphs: an asymptotic approach

Pims Summer School in Probability, UBC Vancouver, June 5-30, 2017. Mini-coursespeaker.

On the small noise limit for nonlinear SPDEs with vanishing noise cor-relation

39th Conference on Stochastic Processes and their Applications, July 24-28, 2017, Moscow.Plenary speaker.

Fast Flow Asymptotics for Stochastic Incompressible Viscous Fluids inthe Plane and SPDEs on Graphs

Conference in honor of Alexander Wentcell, Tulane University, New Orleans, October5-7, 2017.

Fast Flow Asymptotics for Stochastic Incompressible Viscous Fluids inthe Plane and SPDEs on Graphs

SIAM Conference on Analysis of Differential Equations, Baltimore, Dec. 9-12, 2017.

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Averaging results for non-autonomous slow-fast systems of SPDEs

Frontier Probability Days, University of Oregon, March 29-31, 2018.

Large deviations for fast transport stochastic RDEs with applicationsto the exit problem

Workshop on Stochastic Analysis and Applications, Linnaeus University, Sweden, June6-8, 2018.

Large-time asymptotics in the Smoluchowski-Kramers approximation ofinfinite dimensional systems

Workshop on Interacting Particle Systems and Parabolic PDEs, Birs at Banff, Canada,August 26-31, 2018.

On the small noise limit for fast transport stochastic RDEs with bound-ary noise

9th International Conference on Stochastic Analysis and Its Applications Bielefeld Uni-versity, September 3-7 2018.

On the convergence of stationary solutions in the Smoluchowski-Kramersapproximation of infinite dimensional systems

Charles River Lectures on Probability and Related Topics 2018, Microsoft Research NewEngland, Cambridge, October 12, 2018.

- On the large time influence of the Smoluchowski-Kramers approxima-tion of infinite dimensional systems

- Averaging and large deviations for fast transport reaction-diffusionequations with boundary noise

Finger Lakes Probability Seminar, Cornell University, April 19-20, 2019.

On the large time influence of the Smoluchowski-Kramers approximationof infinite dimensional systems

Theory and Applications of SPDEs, Fields Institute, Toronto, June 10-14, 2019.

Averaging and large deviations for SPDEs

Equadiff 2019, Minisymposium on Stochastic dynamics, Leiden, July 8-12 2019.

Asymptotic problems for stochastic partial differential equations: thecase of the Smoluchowski-Kramers approximation

XXI Congresso UMI, Pavia, September 2-7, 2019.

Invited talks

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Semigruppi debolmente continui e loro applicazioni alle equazioni dif-ferenziali stocastiche (Weakly continuous semigroups and their applications tostochastic differential equations),

Politecnico of Torino, May 1994.

Asymptotic behavior for a class of SDE’s with drift term having polyno-mial growth,

University of Trento, October 1995.

Schauder Estimates and asymptotic behaviour for elliptic operator withunbounded coefficients,

University of Parma, June 1996.

Elliptic equations with unbounded coefficients,

University of Southern California (Los Angeles), Center for Applied Mathematical Sci-ences, September 1997.

Generation of analytic semigroups by degenerate elliptic operators,

University of Paris 13, March 1999.

Infinite dimensional Hamilton-Jacobi equations with non Lipschitz coef-ficients,

University of Paris 9, May 1999.

Hamilton-Jacobi equations with polynomial nonlinearities and applica-tions 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 Fleming-Viot processes,

University of Delft, April 2000.

Equazioni paraboliche con coefficienti non limitati (Parabolic equations withunbounded coefficients),

University of Trento, June 2000.

Problemi di controllo ottimo a frontiera infinita per sistemi di reazione-diffusione stocastici (Infinite horizon optimal control problems for stochastic reaction-diffusion systems),

University of Trento, March 2001.

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Finite horizon control problems for a class of stochastic Ginzburg-Landausystems,

University of Geneva, April 2001.

Infinite horizon control problems for stochastic Ginzburg-Landau sys-tems,

University of Delft, May 2001.

Large deviations estimates for stochastic Ginzburg-Landau systems withmultiplicative noise,

University of Delft, November 2001.

On the Smolukowski-Kramers approximation for a class of SPDE’s,

Ecole Polytechnique Federale 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 Univer-sity, 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 equa-tions

Department of Mathematics, University of Chicago, January 2012.

Asymptotic results for stochastic RDEs with boundary noise and fasttransport 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 Navier-Stokes Equations and Applications to the Exit Problem

Department of Mathematics, Rutgers University, April 2013.

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The large deviation principle for SPDEs in the Smoluchowskii-Kramersapproximation,

Department of Mathematics and Statistics, University of Maryland Baltimore County,April 2014.

The Smoluchowskii-Kramers approximation and the large deviation prin-ciple for SPDEs,

Department of Mathematics, Penn State University, April 2014.

Small noise asymptotics for the 2D-Navier Stokes equation perturbed byrough noise,

Division of Applied Mathematics, Brown University, October 2014.

On the small noise asymptotic for the 2-d Navier Stokes equation per-turbed 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.

SPDEs on narrow channels and on graphs,

School of Mathematics, University of Minnesota, April 2017.

On the validity of a large deviation principle for some nonlinear SPDEswith rough noise,

Colloquium Talk, Purdue University, November 2017.

Small noise asymptotics for some non-linear SPDEs with vanishing noisecorrelation,

New Frontier Lecture in Probability at University of Tennessee Knoxville, January 2018.

On the small noise limit for some non-linear SPDEs with vanishing noisecorrelation

Department of Mathematics, University of Bielefeld, Germany, February 2018.

On the small noise limit for some non-linear SPDEs with vanishing noisecorrelation,

Colloquium Talk, University of Arizona Tucson, March 2018.

Averaging for slow-fast systems of stochastic reaction-diffusion equa-tions with almost periodic coefficients,

University of York, UK, July 2018.

Large time behavior of infinite dimensional systems under the Smoluchowski-Kramers approximation,

Isaac Newton Institute for Mathematical Sciences, Cambridge, UK, November 2018.

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Large-time asymptotics in the Smoluchowski-Kramers approximation ofinfinite dimensional systems,

Colloquium Talk, Drexel University, Philadelphia, February 2019.

On the long time influence of the Smoluchowski-Kramers approximationfor systems with an infinite number of degrees of freedom

University of Indiana, Bloomington, December 2019.

Referee activity

I am Area Editor for:

Stochastic Processes and their Applications

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, mathematicalanalysis, mathematical physics, applied mathematics.

Teaching activity (last ten years)

Academic Year 2019-2020

1. Stat 600, Probability Theory I, UMD, Fall 2019.

2. RIT on Probability Theory and Stochastic Dynamics, Team Director,UMD Fall 2019.

3. Stat 601, Probability Theory II, UMD Spring 2020.


1. Stat 410, Introduction to Probability Theory, UMD, Spring 2019.

2. RIT on Probability Theory and Stochastic Dynamics, Team Director,UMD Spring 2019.


1. Stat 818B, Selected Topics in SPDEs, UMD, Fall 2017.

2. RIT on Applied PDEs, Team Director, UMD Fall 2017.

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3. Stat 410, Introduction to Probability Theory, UMD Spring 2018.

4. Math 463, Complex Variables, UMD Spring 2018.


1. Stat 600, Probability Theory I, UMD, Fall 2016.

2. Stat 410, Introduction to Probability Theory, UMD Fall 2016.


4. Stat 601, Probability Theory II, UMD, Spring 2017.

5. Math 410, Advanced Calculus, UMD Spring 2017.


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.


1. Stat 410, Introduction to Probability Theory, UMD, Fall 2014.

2. Math 410, Advanded Calculus, UMD Fall 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.


1. Stat 400, Applied Probability and Statistics, UMD,

2. Stat 410, Introduction to Probability Theory, UMD (Fall and Spring).

3. RIT on Applied PDEs, Team Director, Fall 2012 and Spring 2013.



2. Stat 600, Probability Theory I, UMD.

3. Stat 601, Probability Theory II, UMD.




2. Stat 410, Introduction to Probability Theory, UMD,

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3. Stat 601, Probability Theory, UMD.


5. RIT on Stochastic Dynamics: Models, Analysis and Numerics, TeamDirector, Spring 2011.

Mentoring

Current students

1. Nicholas Paskal, PhD Student of the AMSC Program, Department of Mathematics, Universityof Maryland.

2. Yichun Zhu, PdD Student of the Mathematics Program, Department of Mathematics, Uni-versity of Maryland.

Past students at UMD

1. Scott Smith, The Stochastic Navier Stokes Equations for Heat Conducting,Compressible Fluids, PhD Thesis 2016, University of Maryland. Scott is presently holdinga postdoc position at the Max Plank Institut in Leipzig, Germany.

2. Michael Salins, Asymptotic Problems for SPDEs, PhD Thesis 2015, University of Mary-land. Michael is presently holding a tenure track position at Boston University.

3. Jong Jun Lee, Small Mass Asymptotics for Problems in Stochastic DifferentialEquations, PhD Thesis 2014, University of Maryland. Jong Jun is presently holding apostdoc position at the University of Texas Southwestern Medical Center.

4. Katharine Hamilton, Clark School of Engineering and College of Computer, Mathematical andPhysical Sciences Louis Stokes Alliance for Minority Participation (LSAMP) UndergraduateResearch Program, 2009.

Past Students at the University of Florence

1. Matteo Del Vigna, Perturbazioni singolari di sistemi dinamici stocastici (On singu-lar perturbations for stochastic dynamical systems), MSc Thesis 2008, University of Florence.

2. Marco Camagni, Proprieta ergodiche di sistemi dinamici stocastici (Ergodic prop-erties of stochastic dynamical systems), MSc Thesis 2005, University of Florence.

3. Laura Donnini, Principio delle grandi deviazioni per misure gaussiane in spazi diHilbert e per il moto Browniano (Large deviation principle for Gaussian measures inHilbert spaces and for Brownian motion), MSc Thesis 2004, University of Florence.

4. Giulia Carreras, Equazioni differenziali stocastiche con coefficienti non lips-chitziani. Esistenza e unicita di soluzioni e loro comportamento asintotico(Stochastic differential equations with non-Lipschitz coefficients. Existence, uniqueness andasymptotic behavior), MSc Thesis 2003, University of Florence.

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