Li-Cheng Tsai : When particle systems meet PDEs
Interacting particle systems are models that involve many randomly evolving agents (i.e., particles). These systems are widely used in describing real-world phenomena. In this talk we will walk through three facets of interacting particle systems, namely the law of large numbers, random fluctuations, and large deviations. Within each facet, I will explain how Partial Differential Equations (PDEs) play a role in understanding the systems.
- Category: Colloquium
- Duration: 01:34:39
- Date: January 10, 2019 at 3:10 PM
- Tags: seminar, Mathematics Colloquium Seminar