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Probability Seminar: Brendan Brown, UNC-CH

February 13, 2020 @ 4:15 pm - 5:15 pm

Probability Seminar
Thursday, February 13th, 2020
Hanes 125
4:15 PM

Brendan Brown
UNC Chapel Hill

Exponentially fast convergence of an Inert drift system

The talk will explore an inert drift system, describing the joint motion of a massive particle in fluid as it collides with a Brownian particle. I will describe the different long-time behavior seen in the viscous and inviscid regimes. Such systems give an example of degenerate SDEs that nonetheless converge exponentially fast to stationarity. I will discuss briefly why degeneracy makes applying the standard technique more difficult, touch on some recent efforts to improve on the method, and show how in this case a regenerative structure saves the day. This is joint work with Sayan Banerjee.

 

Refreshments will be served at 3:45 in the 3rd floor lounge of Hanes Hall

 

 

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Details

Date:
February 13, 2020
Time:
4:15 pm - 5:15 pm
Event Category:

Venue