Seminars & Colloquia Calendar
When particle systems meet PDEs
Li-Cheng Tsai - Columbia University
Location: Hill 705
Date & time: Monday, 10 December 2018 at 3:30PM - 4:30PM
Abstract: 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 paradigmatic 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.