When particle systems meet PDEs

Li-Cheng Tsai
Columbia University
Friday, December 7, 2018 - 2:30pm to 3:30pm
Vincent Hall 209

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.