Skip to main content
Browse by:
GROUP

When particle systems meet PDEs

Li-Cheng Tsai
Icon calendar
Thursday, January 10, 2019
Icon time
3:15 am - 4:15 am
Icon speaker
Li-Cheng Tsai (Columbia University)
Icon series
Mathematics Colloquium Seminar

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 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.