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Department of Mathematics and Computer Science  

 
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Dr. Srinivasa R. S. Varadhan
"Large Interacting Systems and their Scaling Limits"

Wednesday, May 5, 2004
7:00 p.m.
Century Room, Millennium Student Center

sponsored by The Department of Mathematics and Computer Science

Abstract:
A fluid consists of a large number of individual particles that evolve according to some dynamics that incorporate interaction between particles. The dynamics are naturally described by a large system of ordinary differential equations with or without noise.

On the other hand a fluid is characterized by macroscopic measurements like density, velocity, temperature etc that evolve according to some equations that describe their behavior as functions of space and time.

Large systems can thus be seen in two different ways. The problem is to understand how the transition takes place from one view to the other. We will look at some examples to illustrate this transition.

The Presenter:
Dr. Srinivasa R. S. Varadhan is the Frank J. Gould Professor of Science at the Courant Institute of Mathematical Sciences at New York University. Professor Varadhan obtained his PhD from the Indian Statistical Institute and has made fundamental contributions to the areas of probability and differential equations. He received the Birkhoff Prize in Applied Mathematics in 1994 for his work on Markov processes and random media and the Steele Prize of the American Mathematical Association in 1996 for his concept of a martingale solution to a stochastic differential equation, now widely used in the study of diffusion processes. He has received many other honors including elections to the American Academy of Arts and Sciences (1988), the Third World Academy of Sciences (1988), the National Academy of Sciences (1995), the Royal Society (1998), and the Indian Academy of Sciences (2004). He is a Fellow of the Institute of Mathematical Statistics (1991) and received an honorary doctoral degree from Université Pierre et Marie Curie in 2003.

A reception will follow the lecture
Admission is free, but reservations are requested.

Please call (314) 516-5789.
Parking is available in lot E.

Special thanks to Robert Spencer (B.A. Mathematics, '72) whose gift has made this lecture series possible.