From Interacting particle systems to SPDEs
Frequency
Only this year
Summary
The aim is to introduce all the necessary tools to understand recent results on the convergence of the fluctuation field of nonequilibrium particle systems to solutions of stochastic partial differential equations.
Content
Basic notions of particle systems, Hydrodynamic limit
Replacement lemma, two block estimates, Convergence of the fluctuation field in equilibrium
the Boltzmann-Gibbs principle, Entropy productio, Convergence of the fluctuation field to a
critical reaction-diffusion model.
Keywords
Interacting particle systems, hydrodynamic limits, entropy methods,
Boltzmann-Gibbs principle, SPDEs
Learning Prerequisites
Recommended courses
Probability theory and PDEs
Learning Outcomes
By the end of the course, the student must be able to:
- Use tools to derive SPDEs from local microscopic dynamics
In the programs
- Exam form: Project report (session free)
- Subject examined: From Interacting particle systems to SPDEs
- Courses: 12 Hour(s)
- Exercises: 6 Hour(s)
- TP: 24 Hour(s)
- Type: optional