14/02/2019, 16:00 — 17:00 — Abreu Faro Amphitheatre, IST
Patrícia Gonçalves, Instituto Superior Técnico, CAMGSD - Universidade de Lisboa
From randomness to determinism
In this seminar I will describe how to derive rigorously the laws that rule the space-time evolution of the conserved quantities of a certain stochastic process. The goal is to describe the connection between the macroscopic equations and the microscopic system of random particles. The former can be either PDEs or stochastic PDEs depending on whether one is looking at the law of large numbers or the central limit theorem scaling; while the latter is a collection of particles that move randomly. Depending on the choice of the transition probability that particles obey, we will see that the macroscopic laws can be of different nature.
The Mathematics Colloquium is a series of monthly talks organized by the Department of Mathematics of IST, aiming to be a forum for the presentation of mathematical ideas or ideas about Mathematics. The Colloquium welcomes the participation of faculty, researchers and undergraduate or graduate students, of IST or other institutions, and is seen as an opportunity of bringing together and fostering the building up of ideas in an informal atmosphere.