Mar 2 – 4, 2026
Karlsruhe Institute of Technology
Europe/Berlin timezone

On gradient stability in nonlinear PDE models and inference in interacting particle systems

Mar 4, 2026, 8:30 AM
45m
Karlsruhe Institute of Technology

Karlsruhe Institute of Technology

Invited talk Invited talks 7

Speaker

Aurélien Castre (University of Cambridge, DPMMS)

Description

We consider general parameter to solution maps $\theta \mapsto \mathcal G(\theta)$ of non-linear partial differential equations and describe an approach based on a Banach space version of the implicit function theorem to verify the gradient stability condition of Nickl & Wang (JEMS 2024) for the underlying non-linear inverse problem, providing also injectivity estimates and corresponding statistical identifiability results. We illustrate our methods in two examples involving a non-linear reaction diffusion system as well as a McKean--Vlasov interacting particle model, both with periodic boundary conditions. We apply our results to prove the polynomial time convergence of a Langevin-type algorithm sampling the posterior measure of the interaction potential arising from a discrete aggregate measurement of the interacting particle system.

Authors

Aurélien Castre (University of Cambridge, DPMMS) Richard Nickl

Presentation materials

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