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Diffusion Processes and Invariant Gibbs Measures

Connections for Women: Dispersive and Stochastic PDE August 19, 2015 - August 21, 2015

August 19, 2015 (11:00 AM PDT - 12:00 PM PDT)

Speaker(s): Samantha Xu (University of Illinois at Urbana-Champaign)
Location: MSRI: Simons Auditorium

Tags/Keywords

Diffusivity results
reaction-diffusion
invariant Gibbs measure

Primary Mathematics Subject Classification

58J65 - Diffusion processes and stochastic analysis on manifolds [See also 35R60, 60H10, 60J60]
60J60 - Diffusion processes [See also 58J65]
37J40 - Perturbations, normal forms, small divisors, KAM theory, Arnolʹd diffusion
37Jxx - Finite-dimensional Hamiltonian, Lagrangian, contact, and nonholonomic systems [See also 53Dxx, 70Fxx, 70Hxx]
37-XX - Dynamical systems and ergodic theory [See also 26A18, 28Dxx, 34Cxx, 34Dxx, 35Bxx, 46Lxx, 58Jxx, 70-XX]

Secondary Mathematics Subject Classification No Secondary AMS MSC

Video

14325

Abstract

In this talk, we discuss the connection between various diffusion processes and Gibbs measures for Hamiltonian PDEs. We analyze various examples of this connection, and discuss some recent results.

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Video/Audio Files

14325

H.264 Video	14325.mp4 258 MB video/mp4 rtsp://videos.msri.org/data/000/024/015/original/14325.mp4	Download

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