Probability Seminar: Louis Fan

  • Date: 02/05/2014
  • Time: 16:00
Louis Fan (UWashington)

University of British Columbia


Systems of reflected diffusions with annihilations through membranes


We study interacting particle systems which can model the transport of positive and negative charges in a solar cell or the population dynamics of two segregated species under competition. The hydrodynamic limit and the fluctuation limit for the particle densities can be described, respectively, by a coupled Partial Differential Equation (PDE) and a Gaussian process solving a Stochastic Partial Differential Equation (SPDE). New tools of discrete approximations to reflected diffusions will be discussed. (Joint work with Zhen-Qing Chen)

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Location ESB 2012
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