Tommaso Cornelis Rosati (HU Berlin)

2019/02/01, 13:00

TU Berlin, at the BMS seminar Room (MA212)

We will consider one, a few or an infinite number of particles which move, interact or reproduce randomly. We explain in what sense a law of large numbers and a central limit theorem can hold for such systems. We exploit these structures to (re-)discover deep interactions between probability theory and the analysis of PDEs. We will discuss several prototypical examples and take a look at some rather ugly simulations.