From Interacting particle systems to SPDEs
Caution, these contents corresponds to the coursebooks of last year
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
Reference week
| Date | Time | Room | Course |
|---|---|---|---|
| Tuesday 17.11.2026 | 14:15-16:00 | PHH331 | MATH-677 From Interacting particle systems to SPDEs |
| Thursday 19.11.2026 | 14:15-16:00 | CHB331 | MATH-677 From Interacting particle systems to SPDEs |
| Tuesday 24.11.2026 | 14:15-16:00 | PHH331 | MATH-677 From Interacting particle systems to SPDEs |
| Thursday 26.11.2026 | 14:15-16:00 | CHB331 | MATH-677 From Interacting particle systems to SPDEs |
| Tuesday 01.12.2026 | 14:15-16:00 | PHH331 | MATH-677 From Interacting particle systems to SPDEs |
| Thursday 03.12.2026 | 14:15-16:00 | CHB331 | MATH-677 From Interacting particle systems to SPDEs |
| Tuesday 08.12.2026 | 14:15-16:00 | PHH331 | MATH-677 From Interacting particle systems to SPDEs |
| Thursday 10.12.2026 | 14:15-16:00 | CHB331 | MATH-677 From Interacting particle systems to SPDEs |
| Tuesday 15.12.2026 | 14:15-16:00 | PHH331 | MATH-677 From Interacting particle systems to SPDEs |
| Thursday 17.12.2026 | 14:15-16:00 | CHB331 | MATH-677 From Interacting particle systems to SPDEs |