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  • Areas
    • Stochastic Deformation
    • Feynman integrals
    • Stochastic Geometric Mechanics
    • Classical and quantum integrable systems
    • Quantum geometry and quantum gravity
    • Spectral theory
    • Stochastic analysis
    • Numerical methods for shape optimization
    • Spectral geometry of differential operators
    • Analysis of fractional differential equations
    • Random matrix theory and physical applications
  • Postdoctoral research
  • Projects
    • Probabilistic approach to finite and infinite dimensional dynamical systems
    • Mathematical Physics
    • Eigenvalues of the Laplacian: analytic, geometric and computational aspects
    • PDE and probability in mathematical physics
    • From stochastic geometric mechanics to mass transportation problems
    • Irregular connections on algebraic curves and quantum field theory (QuantumG)
    • Schroedinger's problem and Optimal Transport :a multidisciplinary perspective.
• Events
  • Stochastic Analysis in Mathematical Physics
    • Talks
    • Program
    • SAMP 2006 poster
    • Submission of posters
    • SAMP 2006 photos
  • Conferences
    • ICMP 2003
    • Mathematics in Chemistry
    • Stochastic Analysis in Mathematical Physics
    • International Conference on Mathematical Analysis of Random Phenomena
    • Geometric Aspects of Integrable Systems
    • Infinite Dimensional Algebras and Quantum Integrable Systems II
    • XVI International Fall Workshop on Geometry and Physics
    • Colloquium António Aniceto Monteiro
    • EMS Mathematical Weekend
    • Young Researchers Symposium on Mathematical Physics
    • mathchem2006.jpg
    • Second Workshop on Quantum Gravity and Noncommutative Geometry
    • The 69th European Study Group with Industry 2009
    • 1st Porto Meeting on Mathematics for Industry
    • Chern-Simons Gauge Theory: 20 years after
    • 2nd Porto Meeting on Mathematics for Industry
    • 74th European Study Group with Industry
    • Geometry, Dynamics, Integrable Systems – GDIS 2011
    • Quantum Integrable Systems and Geometry
    • Contemporary Ways Of Integrability
    • Contemporary Ways Of Integrability [poster]
    • contemporary-integrability-2012.jpg
    • Recent Advances in Topological Quantum Field Theory
    • Advances in Mathematical Fluid Mechanics, Stochastic & Deterministic Methods
    • AMFM 2014 [banner]
    • Symmetries in Quantum Physics 2017
    • (Ir)regular Singularities and Quantum Field Theory
    • Schrödinger's problem and Optimal Transport - Lisbon, 14-17 September 2021
    • Imperial College - ULisboa PhD Meeting
  • GFM seminars
    • Smooth functional derivatives in Feynman path integrals by time slicing approximation
    • On principal eigenvalue of Stokes operator in large random domain
    • Equações elípticas com expoentes variáveis de degeneração: existência, unicidade e localização de soluções
    • Representations of the Virasoro algebra and Kirillov's construction
    • Geometry and quantization of the space of flat connections on a Riemann surface
    • Deviation inequalities and law of iterated logarithm on the path space over loop groups
    • Some trace inequalities
    • Route to sychronisation in chaotic coupled map lattices
    • Spin foam models for deformed BF theories
    • Quantum integrable systems
    • The role of CH/π interaction in molecular recognition
    • Teoria de Aubry-Mather generalizada
    • Quantum Lévy Laplacian and solutions of the associated heat equation
    • Formulação da mecânica quântica não comutativa no espaço de fases e as transições comutativa e clássica
    • Quantização por deformação de sistemas confinados
    • Upper bounds for invariant eigenvalues of the Laplacian
    • Nodal sets of the Laplacian
    • A molecular jump mechanism of water reorientation
    • Homogenization of Schrödinger equation with a large periodic potential
    • Recent result on Lieb-Thirring inequalities
    • WKB analysis for nonlinear Schrödinger equations with potential
    • Hardy inequalities in tubular domains
    • Equações diferenciais estocásticas relativamente ao movimento Browniano fraccionário e ao movimento Browniano standard
    • Asymptotic behavior of the distribution of the stock price in the Hull-White model
    • Modelação simples de redes de regulação genética
    • Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature
    • Quelques résultats récents sur la réalisation de variables aléatoires positives et l'équation de Monge-Ampère
    • Evolution equation associated with the power of the Gross Laplacian
    • Green, Brown, Chung e Probabilidade
    • Funções harmónicas do ponto de vista de V. Arnold
    • Algebraic Bethe ansatz for the elliptic quantum group E_{\tau,\eta}(so_3)
    • Problems of optimal aerodynamic resistance, billiards and optimal mass transportation
    • Invariantes de "spin-networks" mergulhadas em variedades de dimensão três
    • Position dependent non-linear Schrödinger hierarchies: involutivity, commutation relations, renormalisation and classical invariants
    • Non-Hermitian operators in quantum theory and PT-symmetry
    • Energy decreasing rearrangements of level sets preserving the domain and volume constrains
    • Hitting probabilities for systems of non-linear stochastic heat equations
    • The Libor market model
    • Uses of Brownian motion in brain imaging and neuroscience
    • Movimento Browniano em IR e equações diferenciais de 2ª ordem
    • Exit time for stable processes on unbounded domains
    • Chernoff's theorem for evolution families
    • Euler equations with non-homogeneous Navier slip boundary condition
    • 20070928-shamarova.pdf
    • 20071017-chemetov.pdf
    • Escoamentos incompressíveis no exterior de pequenos obstáculos
    • The unreasonable effectiveness of heuristic path integral expressions
    • Generalized fractional evolution equation
    • 20071219-ouerdiane.pdf
    • Hydrodynamics and the geometry of the diffeomorphisms group on the torus
    • A stochastic variational principle for the Navier-Stokes equation on the torus
    • Classical and first principles molecular dynamics simulations: applications to ionic systems
    • Bethe ansatz and Schubert calculus
    • Phase space Feynman path integrals via piecewise bicharacteristic paths and their semiclassical approximations
    • Two is company, three is a crowd ­­- truncated many-body approaches for the treatment of molecular clusters
    • Hyperfinite knots: limits of sequences of knots
    • Time-inconsistent Stochastic Control
    • Bernstein processes and optimal transport
    • 20080617-leonard.pdf
    • Natural OU-processes on Lie groups with applications to simulated annealing
    • What is the optimal shape of a pipe?
    • Isovectors for the Black-Scholes equation
    • Spin foam models and their semiclassical limits
    • Complex networks: In search for the lost space
    • Heat conduction and Fourier's law by two-stage local thermalization
    • Elementary atmospheric processes: Quantum studies of intermolecular dimer formation and intramolecular dynamics
    • Water and not-quite-water: Insights from globally optimized cluster structures
    • Hydrodynamic Limit of Particle Systems
    • Evolution equation related to the Gross Laplacian
    • 20081217-ouerdiane.pdf
    • Renormalization of quasiperiodic dynamics
    • Relativistic diffusions
    • Horizontal diffusion in C^1 path space
    • The Heat Equation on Graphs
    • Two-dimensional Markovian holonomy fields
    • 20090513-acebron.pdf
    • New algorithms in computational mathematics suited for high performance supercomputers
    • Energy drift in a non-autonomous Hamiltonian System
    • 20090529-kulish.pdf
    • Symmetries of integrable spin chains and structure of their spectra
    • 20090605-vojinovic.pdf
    • Alternative viewpoint on p-brane dynamics
    • 20090617-vuillermot.pdf
    • New Trotter-Kato Product Formulae for a Class of Time-Dependent Operators
    • Hardy's uncertainty principle and the Wigner transform
    • Hardy's uncertainty principle and the Wigner transform from the point of view of symplectic capacities
    • Spin foam perturbation theory
    • 20090914-micovic.pdf
    • 20090921-dragovic.pdf
    • Geometrization and generalization of the Kowalevski top
    • Shape analysis of eigenvalues
    • Recent Results for the Vortex-wave System
    • 20091106-antonio.pdf
    • Bethe Ansatz for deformed Gaudin model
    • Solutions of equations of viscous hydrodynamics via stochastic perturbations of inviscid flows
    • Cheeger constants, exponential growth and spectrum of planar graphs
    • Quasi-stationary distributions and diffusion models in population dynamics
    • Generalized "control" curvatures in Hamiltonian Dynamics
    • Isoperimetric estimates for nonlinear Dirichlet eigenvalues
    • Equivariant cohomology and noncommutative symmetries (quantum groups)
    • Li-Yau type gradient estimates and Harnack inequalities by stochastic analysis
    • Hermite Expansions and Itô formula
    • Mourre theory and unitary operators, application to beams and plates
    • On the mean curvature of the periodic surfaces of revolution
    • Generalized Schur-Weyl duality and symmetries of integrable spin chains
    • 20100528-manojlovic.pdf
    • Product Approximations for Solutions to Time-Dependent Schrödinger Evolution Equations in Hilbert Space
    • Chern-Simons theory, spectral flow and the SU(3) Casson invariant
    • Harmonic Representatives of Cuspidal Cohomology Classes
    • Ergodicity and rate of convergence for a non-sectorial fiber lay-down process
    • On helical flows: vanishing viscosity limit and global existence for ideal fluids
    • Matrix Jacobi-Mumford systems, discrete Neumann systems on Stiefel varieties, and the addition law on Prym varieties
    • Khinchin Theorem and Anomalous Diffusion
    • Computers and PDEs
    • Quantização de sistemas dinâmicos com constrangimentos e problema do tempo
    • Topics on General Relativity
    • O Princípio da Menor Acção e a sua aplicação à Mecânica Quântica
    • Some fully nonlinear elliptic boundary value problems with ellipsoidal free boundaries
    • Isoperimetric inequalities for the Robin Laplacian
    • The Painleve first equation and the cubic oscillator
    • Introduction to Feichtinger's Theory of Modulation Spaces (II)
    • Introduction to Feichtinger's Theory of Modulation Spaces (I)
    • Isoresonant surfaces of finite topological type
    • Verifying positivity in stochastic models that include diffusion, transport and interaction terms
    • Submanifolds with parallel mean curvature in calibrated manifolds: A variational approach
    • The asymptotic expansion of the Witten-Reshetikhin-Turaev invariants
    • A metric approach to the spectrum of hypersurfaces of the Euclidean space
    • Eigenmodes of drums and Physical Nobel Prizes
    • Spectra of large unitary matrices
    • Perelman's W-entropie for the Witten Laplacian and for the Fokker-Planck equation on Riemannian manifolds
    • Eigenvalue-Torsion Duality via Heat Kernel Methods
    • Extreme events for chaotic dynamical systems
    • Geometrical views on the Nehari manifold
    • Symmetry, heat kernels, and spectrum of infinite weighted graphs
    • Bernstein Diffusions for a Class of Linear Parabolic Partial Differential Equations
    • Stochastic algorithms for computing means of probability measures
    • Interest Rate Models, Large Deviations and the Doob Transform
    • AdS_3 correlators and Selberg integrals
    • Dispersive shock waves in 1+1 dimension, conjectures and preliminary results
    • The effective Hamiltonian in curved quantum waveguides and when it does not work
    • On random matrices and Chern-Simons theory
    • Boundary layer problem: Navier-Stokes equations and Euler equations
    • Deterministic Sets Visited by Random Paths
    • The signature of Brownian paths
    • The n\to\infty limit of NLS_n and KdV_n along homogeneous solutions
    • Lattice schemes for an elliptic SPDE with fractional noise
    • Abelian Ue(1)xUg(1) Extensions of Maxwell's Field Theory
    • Some recent results in Loop Quantum Gravity
    • On the similarity of Sturm-Liouville operators with non-Hermitian boundary conditions to self-adjoint and normal operators
    • Resonance asymptotics in quantum graphs and hedgehog manifolds
    • A stochastic integral for adapted and instantly independent stochastic processes
    • A link of SDEs to Burgers-KPZ type equations via Girsanov transformation
    • Stochastic analysis on loop space over Riemannian manifolds
    • Parabolic Equations and Bernstein Diffusions : Some new results
    • Bethe ansaetzen for open spin chains with non diagonal boundaries
    • Relations between geometry and the principal eigenvalue in some point-interaction models
    • Slowing down conditioned random walks to recover optimal transport on a graph
    • Variation of the optimal transport map on Gaussian space
    • Stochastic invertibility on Wiener space: some general results, and applications
    • Painleve Equations, Coverings of the Sphere and Belyi Functions
    • The improved decay rate for the heat semigroup with local magnetic field in the plane
    • A deformation of the method of characteristics and the Cauchy problem for Hamiltonian PDEs in the small dispersion limit
    • Spectra of graphene nanoribbons with armchair and zigzag boundary conditions
    • Introduction to pseudo-integrable billiards and arithmetic dynamics
    • Invariant measure for linear stochastic heat equation related to the KPZ equation
    • On the inviscid limit for stochastic Navier-Stokes equations
    • Spectral Problems for Coupled Systems of PDEs and Applications
    • Trigonometric sl(2) Gaudin model with boundary terms
    • PDEs of Mathematical Physics, A Modern Introduction. I - What is a Hamiltonian equation?
    • PDEs of Mathematical Physics, A Modern Introduction. II - What is a stochastic differential equation?
    • Decoherence in Infinite Quantum Systems
    • Spectral geometry: isoperimetry and euclidean embeddings
    • The AdS/CFT Correspondence for Euclidean Quantum Fields
    • Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
    • PDEs of Mathematical Physics, A Modern Introduction III - Deterministic/stochastic integrability
    • Behaviour of optimal shapes in spectral problems
    • PDEs of Mathematical Physics, A Modern Introduction IV - KdV as a completely integrable Hamiltonian system
    • Cumulant operators and moments of the Itô integral
    • PDEs of Mathematical Physics, A Modern Introduction IV - "Stochastic processes and PDEs in Mathematical Biology"
    • Product Approximations for a Class of Quantum Anharmonic Oscillators: Analytical and Numerical Results
    • Self-repelling fractional Brownian motion
    • Hamiltonian Path Integrals in White Noise Analysis
    • Cosine problem and antigravity in EPRL/FK spinfoam model
    • Generating function for the Gaudin model with boundary
    • Describing local matter in an expanding Universe and covariant parameterization of Dark Matter
    • Hardy inequalities for Robin Laplacians
    • Geometric Deviation From Lévy’s Occupation Time Arcsine Law
    • Cech cocycles for noncommutative principal bundles
    • Wave scattering by many small particles and creating materials with desired refraction coefficients
    • FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS GENERATED BY BERNSTEIN DIFFUSIONS
    • Stability and accuracy of simulations of complex Ito stochastic differential equations
    • Twisted products in mathematical physics
    • k-invariants and Tricategories
    • Post-Selected Measurements and The Arrow of Time in Classical and Quantum Physics
    • Gaussian Phase Transitions for Conic Intrinsic Volumes
    • The cosmological constant problem in spincube quantum gravity
    • Numerical calculation of localized eigenfunctions of the Laplacian
    • The Octonions
    • Bethe Ansatz and the Spectral Theory of affine Lie algebra-valued connections
    • The Canonical Group of Transformations of a Gaussian or Hermitean Frame
    • Holomorphic representation of Lie group and the associated unitarizing probability measures
    • Introduction to the ODE/IM correspondence
    • When do random walks share the same bridges?
    • Dynamic programming for modulated jump-diffusions
    • Bethe Ansatz and the spectral theory of affine Lie algebra-valued connections
    • Fractional Calculus: an introduction
    • A stochastic variational approach to the viscous Camassa-Holm and Leray-alpha equations
    • Invariant measures for the 2D averaged-Euler equations
    • Approximating damped parallel translations along a Reflected Brownian Motion
    • Modeling and Scale dynamics
    • Introduction to random matrix theory
    • Introduction to random matrix theory
    • Conditional moment matching approximations by stochastic bridges for exponential Brownian functionals
    • Quasi-invariant gaussian measures for the nonlinear wave equation
    • A weak approach to Einstein-Langevin diffusions
    • On the Moyal plane and anti-Wick operators
    • Asymptotic behaviour of minimising Dirichlet cuboids
    • Recent advances in positivity questions for trace class operators
    • Global solutions to random 3D vorticity equations for small initial data
    • Generalizations of Pleijel's nodal domain
    • Bohr-Sommerfeld quantization conditions for non-selfadjoint perturbations of selfadjoint operators in dimension one
    • On the long-time behaviour of a semilinear stochastic partial differential equation
    • Stability, solitons and stiffness in suspension bridges
    • The ODE/IM correspondence. State of art and future directions
    • Toeplitz minors for Szegö and Fisher-Hartwig symbols
    • From entropic to deterministic optimal transport
    • Asymptotically optimal shapes: drums and oscillators with least n-th frequency
    • Applied optimal transport for PDEs - Part 1/3
    • Applied optimal transport for PDEs - Part 2/3
    • Applied optimal transport for PDEs - Part 3/3
    • The effect of edge swapping and edge switching on the spectrum of quantum graphs
    • Spreading speeds in some diffusive prey-predator systems
    • Nonlinear higher-order eigenvalue problems: positivity of first eigenfunctions and validity of the Faber-Krahn inequality
    • Optimal shape and location of actuators or sensors in PDE models
    • Matrix Quantum Mechanics and the \(S^1/Z_2\) orbifold
    • Toeplitz matrices and Schur polynomials
    • On a problem posed by P. Turán: Problem LXVI
    • Finite time blowup of the Fujita equation with fractional Laplacian perturbed by fractional Brownian motion
    • The pressure field in the Brödinger problem
    • On the long time convergence of non monotone Mean Field Games
    • Asymptotics of Robin Eigenvalues via Dirichlet-to-Neumann Analysis
    • Schödinger operator with non-zero accumulation points of complex eigenvalues
    • Spectral monotonicity for quantum graphs
    • Some algebraic aspects of multiple orthogonality
    • Optimal stopping of switching diffusions with a time-dependent switching regime
    • Pontryagin maximum principle for optimal nonpermanent control problems on time scales
    • Introduction to Wall-Crossing formulae and Riemann-Hilbert problems from Bridgeland stability conditions
    • A Gelfand-Levitan Trace Formula for Generic Quantum Graphs
    • Nonlinear Fokker-Planck equations and distribution dependent SDE
    • Turbulent solutions of the nonlinear Schrœdinger equation: A link between the scattering theory and the Arnold diffusion
    • Information geometry in the analysis of phase transitions
    • Limits of quantum graph operators with shrinking edges
    • Geometry, Topology and Arithmetic of Character Varieties
    • Some new perspectives on moments of random matrices
    • Darboux integrability of discrete 2D Toda lattices
    • From Steklov to Neumann via homogenisation
    • Around Maxwell's conjecture
    • Riemannian geometry on mapping spaces and relations to shape analysis and fluid dynamics
    • On the Asymptotic Distribution of Roots of the Generalised Hermite Polynomials
    • From Logic to Quantum Physics
    • Operational verification of the existence of time and space
    • Left-invariant geodesic flows over semi-simple Lie groups
    • On the deterministic and stochastic optimal distributed control of 3rd grade fluids
    • Exponentials rarely maximize Fourier extension inequalities for cones
    • Moment-Constrained Approximation of the Lieb functional
    • Recent trends in coercive inequalities
    • On the structure of optimal plans not concentrating on a single map, and the uniqueness of optimal transport plans.
    • Critical points of Laplacian eigenfunctions and the hot spots conjecture
    • Computing eigenvalues of the discrete p-Laplacian via graph surgery
    • A general formulation of Non-Local Dirichlet forms on infinite dimensional topological vector spaces and its applications, and corresponding subjects.
    • The Keller Segel model and its application to the stochastic analysis
  • Other events
    • Mini-Workshop em Sistemas Integráveis Quânticos: "Quantization of integrable structures of super-conformal algebras"
    • Mini-Workshop em Sistemas Integráveis Quânticos: "Time evolution of non-Hermitian Hamiltonian systems"
    • Mini-Workshop: "Integrable systems and algebraic curves" (part 1/2)
    • Mini-Workshop: "Integrable systems and algebraic curves" (part 2/2)
    • Minicourse on Heat Equation and polynomial dynamical systems - Part 1
    • Minicourse on Heat Equation and polynomial dynamical systems - Part 2
    • Hitchin Integrable Systems (part 1/4)
    • Hitchin Integrable Systems (part 2/4)
    • Hitchin Integrable Systems (part 3/4)
    • Hitchin Integrable Systems (part 4/4)
  • Mathematics Colloquia (1997)
    • Classification of projective curves
    • Théorème de Baire, séries de Fourier et séries de Taylor
    • Singularidades de Superfícies e Combinatória
    • The Axiom of Countable Choice and point-free topology
    • Ergodicité asymptotique en Analyse Stochastique
    • A hundred years of group representation
    • New integrable dynamical systems of relativistic invariance
  • Colloquia
    • Mass Problem in the Quantum Yang-Mills Theory
    • Mass Problem in the Quantum Yang-Mills Theory [poster]
    • Macroscopic Randomness
    • Macroscopic Randomness [poster]
    • Towards non-commutative integrability
    • Modeling the Systems Biology of Protein Folding (Proteostasis) in Human Health and Disease
  • Lecture series
    • Does time exist ?
    • Lecture series in mathematical physics / 2011
    • Lecture series on general relativity
  • Precise asymptotics for large deviations of integral forms
  • The Sokolov system as a system of the Kowalevski type
  • Well-posedness and optimal control for stochastic second grade fluids
  • Shape sensitivity analysis for vibrating plates
  • On the effective size of a non-Weyl graph
  • Estimation of matching surplus in equilibrium assignment games
• Reaching
• News
  • Post-doctoral positions 2007/2008
  • Two five-year research positions [C2007-UL-337-GFM]
  • Five-year research position [C2007-UL-339-GFM]
  • Post-doctoral positions 2008/2009
  • Five-year research position [C2008-UL-GFM]
  • Post-doctoral positions 2009/2010
  • UT Austin | Portugal program invites to apply for five year post-doctoral positions
  • Bolsas de Integração na Investigação (BII)
  • Fulbright Scholar in Mathematics
  • Post-doctoral positions 2010/2011 (1)
  • Post-doctoral positions 2010/2011 (2)
  • Post-doctoral positions 2010/2011 (3)
  • Pedro Antunes, of GFMUL, awarded a grant of the Research Stimulus Program of the Gulbenkian Foundation, in the area of Mathematics
  • WELCOME II Programme - Promoting the return of researchers to the European Research Area
  • Post-doctoral positions 2011/2012 (1)
  • NMSU associate professor Robert Smits receives Fulbright Fellowship to conduct research in Portugal
  • Post-doctoral position 2012 (1)
  • Post-doctoral position 2012: Project PTDC/MAT/120354/2010
  • Post-doctoral positions 2013: Project Pest-OE/MAT/UI0208/2011
  • Post-doctoral position 2014: Project PTDC/MAT/120354/2010 (start 2014-08-01)
  • 4-months Post-doctoral position 2015 (start 2015-09-01)
  • 3-months Post-doctoral position 2015 (start 2015-10-01)
  • Post-doctoral position in From Stochastic Geometric Mechanics to Mass Transportation Problems (deadline 28 February 2017)
  • Post-doctoral position in From Stochastic Geometric Mechanics to Mass Transportation Problems (deadline 31 August 2017)
  • Post-Doctoral position project "Schrödinger's problem and Optimal Transport: a multidisciplinary perspective" (deadline 30 November 2019)
  • Anúncio de 2 Bolsas de investigação para Doutoramento [UI/00208/2020]
  • Anúncio de Bolsa de Investigação pós-doutoral [UIDB/00208/2020]
  • PhD Scientific Researcher Recruitment (Initial Stage Researcher) - DEADLINE 2021-03-09
  • Concurso para Atribuição de Bolsas de Investigação para Doutoramento - DEADLINE 2021-07-09, 23:00
  • Anúncio de duas Bolsas de Investigação pós-doutoral - DEADLINE 2021-07-19
  • Prémios Científicos ULisboa/CGD
  • Call for the awarding of three research fellowships
  • Announcement: One PhD Research Fellowship
  • Announcement: One Post-Doctoral Research Fellowship
  • Announcement: Scientific Researcher Recruitment
  • Open Call for two PhD Research Fellowships - DEADLINE 2023-07-18
  • Open Call for two Post Doctoral Research Fellowships (BIPD) - DEADLINE 2023-07-28
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• FCT GFM Evaluation, 2008