Motivated by the task of sampling measures in high dimensions we will discuss a number of gradient flows in the spaces of measures, including the Wasserstein gradient flows of Maximum Mean Discrepancy and Hellinger gradient flows of relative entropy, the Stein Variational Gradient Descent and a new projected dynamic gradient flows. For all the flows we will consider their deterministic interacting-particle approximations. The talk is highlight some of the properties of the flows and indicate their differences. In particular we will discuss how well can the interacting particles approximate the target measures.The talk is based on joint works wit Anna Korba, Lantian Xu, Sangmin Park, Yulong Lu, and Lihan Wang.[-]

(Work in collaboration with C. Bardos and I. Moyano). Consider the linear Boltzmann equation of radiative transfer in a half-space, with constant scattering coefficient $\sigma$. Assume that, on the boundary of the half-space, the radiation intensity satisfies the Lambert (i.e. diffuse) reflection law with albedo coefficient $\alpha$. Moreover, assume that there is a temperature gradient on the boundary of the half-space, which radiates energy in the half-space according to the Stefan-Boltzmann law. In the asymptotic regime where $\sigma \to +\infty$ and $1 − \alpha ∼ C/\sigma$, we prove that the radiation pressure exerted on the boundary of the half-space is governed by a fractional diffusion equation. This result provides an example of fractional diffusion asymptotic limit of
a kinetic model which is based on the harmonic extension definition of $\sqrt{−\Delta}$. This fractional diffusion limit therefore differs from most of other such limits for kinetic models reported in the literature, which are based on specific properties of the equilibrium distributions (“heavy tails”) or of the scattering coefficient as in [U. Frisch-H. Frisch: Mon. Not. R. Astr. Not. 181 (1977), 273–280].[-]

The real Ginibre ensemble consists of square real matrices whose entries are i.i.d. standard normal random variables. In sharp contrast to the complex and quaternion Ginibre ensemble, real eigenvalues in the real Ginibre ensemble attain positive likelihood. In turn, the spectral radius of a real Ginibe matrix follows a different limiting law for purely real eigenvalues than for non-real ones. Building on previous work by Rider, Sinclair and Poplavskyi, Tribe, Zaboronski, we will show that the limiting distribution of the largest real eigenvalue admits a closed form expression in terms of a distinguished solution to an inverse scattering problem for the Zakharov-Shabat system. This system is directly related to several of the most interesting nonlinear evolution equations in 1+1 dimensions which are solvable by the inverse scattering method, for instance the nonlinear Schr¨odinger equation. The results of this talk are based on the recent preprint arXiv:1808.02419, joint with Jinho Baik.[-]