Student Probability Seminar

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Fluctuation theory for hydrodynamic limits

Speaker: Kevin Yang, Stanford University

Location: Online

Videoconference link: https://nyu.zoom.us/j/95383337109

Date: Tuesday, April 12, 2022, 9:50 a.m.

Synopsis:

The theory of hydrodynamic limits for stochastic large-scale microscopic space-time systems is quite well-developed (largely driven by work done at Courant). Fluctuations of hydrodynamic limits, however, have proved to be far more elusive, with most of the general theory developed for stationary systems. In this talk, I will discuss this stationary theory and the so-called Boltzmann-Gibbs principle for the Ginsburg-Landau model. Time permitting, I will then discuss what has been done in the non-stationary case as well as open problems of very high interest (but that are certainly accessible). Relevant "buzzwords" are SPDEs, interacting particle systems, and KPZ equation.