Massimiliano Gubinelli
Professeur des Universités
CEREMADE - UMR CNRS 7534
Bureau B635
Université Paris Dauphine
Place du Maréchal De Lattre De Tassigny
75775 PARIS cedex 16
tel. : +33 1 44 05 45 78
email : prenom dot nom at ceremade dot dauphine dot fr

Enseignement

Année 2008/2009

Année 2009/2010

Année 2010/2011

Coresponsable avec Imen Ben Tahar du Master 1 de Mathematiques de la Modelisation et la Decision (MMD) du Département MIDO (page) (depuis 2009/2010)

Research interests

Stochastic analysis, Statistical mechanics.

Coorganiser of the workshop "Rough paths and SPDEs" April 6-7, 2010. Newton Institute. Cambdrige (www)

Coorganiser of the workshop "Rough paths in interaction" June 10-11, 2010. Institut Henri Poincaré. Paris (www)

Grants

ANR ECRU - Explorations on rough paths. Projet Blanc 2009-2012. Principal coordinator. (link)

ANR MAGIX - Mathematiques, Algebre, Geometrie Exactes. Projet JC 2009-2012. Member.

Recent and forthcoming talks

January 12nd, 2009. Minicourse on rough paths, CMLS, Ecole Polytechnique, Palaiseau.

February 22nd, 2010. Talk "Rough paths and PDEs", Stochastic Analysis Seminar, Mathematical Institute, Oxford.

June 22nd, 2010. Talk "Rough paths in Spain", COCO 2010 Final conference, Madrid.

Preprints

Global evolution of random vortex filament equation with Z. Brzezniak and M. Neklyudov (2010) (arXiv)

Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations with F. Flandoli and E. Priola (2010) (arXiv)

Non-linear rough heat equations with A. Deya and S. Tindel (2009) (arXiv)

Rough solutions of the periodic Korteweg-de Vries equation (2006) (arXiv)

All my preprints on arXiv (link)

Slides

Rough paths in Spain from a talk given at the COCO 2010 final conference, Madrid. 22nd June 2010. (pdf)

Some infinite dimensional rough paths from a talk given at the Stochastic Analysis Seminar, Oxford-Man Institute, Oxford. 22nd February 2010. (pdf)

Some infinite dimensional rough paths from a talk given at the Minisimposium on Rough Path Theory, 5th European Congress of Mathematics, Amsterdam, July 2008. (pdf)

Stochastic transport equation and non-lipshitz SDEs from a talk given at the seminar on Random Problems in PDEs and large systems, CMAP-CMLS, Ecole Polytechnique, Palaiseau. (pdf)

Trees, rough integrals and differential equations from a talk given at the Conference on Combinatorics and Physics, March 19-23, 2007. Max-Plack Institure for Mathematics, Bonn. (pdf)

Explorations on rough paths from a talk given at the Fifth Seminar on Stochastic Analysis, Random Fields and Applications, Ascona (Switzerland), May 30 - June 3, 2005. (pdf)

Rough evolution equations from a talk given at the Mathematical Departement of the University of Warwick (UK), Oct. 24th, 2005. (pdf)

Publications

Mathematics

M. Gubinelli, Abstract integration, Combinatorics of Trees and Differential Equations. Proceedings of the Workshop "Combinatorics and Physics", 2007. MPI Bonn. to appear (arXiv)

F. Caravenna, G. Giacomin and M. Gubinelli, Large scale behavior of semiflexible heteropolymers. Ann. Inst. H. Poincaré Probab. Statist. 46 (2010), pp. 97-118. (arXiv) (doi)

F. Flandoli, M. Gubinelli and E. Priola, Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift, Bull. Sci. Mat., to appear. (2010) (arXiv) (doi)

F. Flandoli, M. Gubinelli and E. Priola, Well-posedness of the transport equation by stochastic perturbation, Inv. Math.180 (2010), pp. 1-53. (arXiv) (doi)

M.Gubinelli and S. Tindel, Rough evolution equations, Ann. Prob. 38 (2010), pp. 1-75. (arXiv) (doi)

M. Gubinelli, Ramification of rough paths, J. Diff. Eq. 248 (2010), pp. 693-721. (arXiv) (doi)

M. Gubinelli and J. Lorinczi, Gibbs measures on Brownian currents, Comm. Pure Appl. Math. 62 (2009), pp. 1-56. (arXiv) (doi)

F. Flandoli, M. Gubinelli and F. Russo, On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model, Ann. Inst. H. P 45 (2009), pp. 545-576. (arXiv) (doi)

F. Flandoli, M. Gubinelli, M. Hairer and M. Romito, Remarks on the K41 scaling law in turbulent fluids, Comm. Math. Phys. 278 (2008), pp. 1-29. (arXiv) (doi)

L. C. Berselli, M. Gubinelli, On the global evolution of vortex filaments, blobs and small loops in 3D ideal flows, Comm. Math. Phys. 269 (2007), pp. 693-713. (arXiv) (doi)

M. Gubinelli, Gibbs measures for self-interacting Wiener paths, Mark. Proc. Rel. Fields 12 (2006), pp. 747-766. (arXiv)

M. Gubinelli, Rooted trees for 3d Navier-Stokes equation, Dyn. Partial Differ. Equ. 3 (2006), pp. 161-172. (arXiv)

M. Gubinelli, A. Lejay, S. Tindel, Young integrals and SPDEs, Pot. Anal. 25 (2006) pp.307-326. (pdf) (doi)

F. Caravenna, G. Giacomin, M. Gubinelli, A numerical approach to copolymers at selective interfaces, J. Stat. Phys 122 (2006), pp. 799-832. (pdf) (doi)

F. Flandoli, M. Gubinelli, Statistics of a vortex filament model, Electr. Jour. Prob. 10(2005), pp. 865-900 (arXiv)

F. Flandoli, M. Giaquinta, M. Gubinelli and V. M. Tortorelli, Stochastic currents, Stoch. Proc. Appl. 155 (2005), pp. 1583-1601 (doi)

H. Bessaih, M. Gubinelli and F. Russo, The evolution of a random vortex filament, Ann. Prob. 33(2005) (arXiv) (doi)

M. Gubinelli, Controlling Rough Paths, J. Func. Anal., 216, pp. 86-140, (2004) (arXiv) (doi)

F. Flandoli, M. Gubinelli, Random currents and probabilistic models of vortex filaments, Proceedings of the 4th Ascona Conference on Stochastic Analysis and Applications, (2004)

F. Flandoli, M. Gubinelli, The Gibbs ensemble of a vortex filament, Prob. Th. Rel. Fields, 112 (2002) (arXiv) (doi)

Physics & others

S. Caracciolo, A. Gambassi, M. Gubinelli, A. Pelissetto, Critical Behavior of the Two-Dimensional Randomly Driven Lattice Gas. Phys. Rev. E, 72, pp. 056111.1-056111.4, (2005) (arXiv)

S. Giordano, M. Gubinelli, M. Pagano, Bridge Monte-Carlo: a novel approach to rare events of Gaussian processes, Proc. of the Fifth Workshop on Simulation, St. Petersburg (2005) (PDF)

S. Caracciolo, A. Gambassi, M. Gubinelli, A. Pelissetto, Reply to Comment to the letter "Transverse fluctuactions in the driven lattice gas", J. Phys. A, 37, pp. 8193-8195, (2004)

F. Gini, M. Greco, A. Farina, M. Gubinelli, Asymptotic Maximum Likelihood Estimation of Multiple Radar Targets, IEEE Radar Conference 2003, Huntsville, Alabama, USA (2003)

S. Caracciolo, A. Gambassi, M. Gubinelli, A. Pelissetto, Finite-Size Scaling in the Driven Lattice Gas, J. Stat. Phys., 115, pp. 281-322, (2004)

S. Caracciolo, A. Gambassi, M. Gubinelli, A. Pelissetto, Comment on "Dynamic Behavior of Anisotropic Nonequilibrium Driving Lattice Gases", Phys. Rev. Lett. (2004)

S. Caracciolo, A. Gambassi, M. Gubinelli, A. Pelissetto, Transverse fluctuactions in the driven lattice gas, J. Phys. A, 36, pp. L1-L6, (2003)

S. Caracciolo, A. Gambassi, M. Gubinelli e A. Pelissetto, Shape dependence of the finite-size scaling limit in a strongly anisotropic $O(infty)$ model, Eur. Phys. J. B, 34, pp. 205-217 (2003)

S. Caracciolo, A. Gambassi, M. Gubinelli, and A. Pelissetto, Finite-Size Correlation Length and Violations of Finite-Size Scaling, Eur. Phys. J. B 20 (2001)

M. Gubinelli, M. Sorel, O. Tonet, M. Atac, M. Mishina and J. Valles, Measurement of the rate capabilities of SSPMs, Nucl. Instr. and Meth. A, 412 (1998)

Unpublished papers

F. Flandoli, M. Giaquinta, M. Gubinelli and V. M. Tortorelli, On a relation between stochastic integration and geometric measure theory (2002) (arXiv)

Vita

Laurea in Physics, Pisa 1998

Ph.D. in Theoretical Physics, Pisa 2003

Assistant Professor of Probability and Statistics
(Ricercatore - MAT/06). Dep. of Applied Mathematics, Università di Pisa, Italia. 2001-2006.

Assistant Professor of Probability and Statistics
(Maître de Conférences - Sect. 26) - Dep. Mathématiques, Université Paris Sud, France. 2006-2008.

More

Some old computer stuff (here)

TeXmacs (url)