318 Hanes Hall, CB #3260 Chapel Hill, NC 27599-3260
Loading Events

Probability Seminar: James Nolan, Duke University

April 5, 2018 @ 4:15 pm - 5:15 pm

Probability Seminar
Thursday, April 5, 2018
Hanes 125
4:15 PM

James Nolan
Mathematics Department
Duke University

A system of Brownian particles interacting
through a moving reflector

I will describe a system of N particles diffusing on the real line and interacting through a moving boundary. The hydrodymamic limit (N going to infinity) of this system is a solution to a nonlinear free-boundary problem for the heat equation. For finite N, the stochastic system has a stationary distribution, a fact that can be proved using Lyapunov function techniques.  An important idea (in analyzing the hydrodynamic limit and the stationary distribution) is averaging at a microscopic scale to produce an effective drift. I will relate this system to some other interacting particle systems which have been studied recently.


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

Share This Event

  • This event has passed.


April 5, 2018
4:15 pm - 5:15 pm
Event Category: