Presentation Name: Scaling limits of particle systems
Presenter: S.R.S. Varadhan
Date: 2010-06-18
Location: 光华东主楼1801室
Abstract:

When we look at a large system of interacting particles and rescale space and time,we see only a cloud, represented mathematically by a function describing the density of particles,evolving in time. The differential equation that describes the evolutioncan be nonlinear due to interactions. The precise form of the equation depends on the detailsof the model and the problem is to derive in a mathematically rigorous fashion the large scaledifferential equation from the small scale model. We will illustrate this with a few examples.

 

Annual Speech Directory: No.38

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