event
Monday 14 Dec 2015: Dynamics seminar: Entropic flows and their stochastic corrections for particle models
Johannes Zimmer - University of Bath
Harrison 103 14:30-15:30
Large deviations provide a way to describe many particle dynamics by partial differential equations (PDEs); the PDE is a minimiser of the so-called rate function. However, the underlying microscopic process contains more information, notably fluctuations around the minimum state described by the deterministic PDE. Can stochastic terms be derived which model this additional information, in a way that is compatible to the limit passage via large deviations (and the geometric structure, such as the Wasserstein setting)? This question will be investigated for the simplest possible case of linear diffusion and some other cases.
