Probability Seminar: Stefan Adams

  • Date: 03/12/2014
  • Time: 15:00
Stefan Adams, University of Warwick

University of British Columbia


Large deviations and gradient flow


We outline recent work uncovering intriguing connections between Otto's characterisation of diffusion as entropic gradientĀ  flow on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other. Specifically, we connect macroscopic gradient flows with large deviation principles, and point out the potential of a bigger picture emerging: we indicate that in some non-equilibrium situations, entropies and thermodynamic free energies can be derived via large deviation principles. The approach advocated in the talkĀ  is different from the established hydrodynamic limit passage but extends a link that is well known in the equilibrium situation.

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Location: ESB 2012