BEGIN:VCALENDAR
VERSION:2.0
PRODID:icalendar-ruby
CALSCALE:GREGORIAN
METHOD:PUBLISH
BEGIN:VTIMEZONE
TZID:Europe/Vienna
BEGIN:DAYLIGHT
DTSTART:20200329T030000
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
RRULE:FREQ=YEARLY;BYDAY=-1SU;BYMONTH=3
TZNAME:CEST
END:DAYLIGHT
BEGIN:STANDARD
DTSTART:20191027T020000
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
RRULE:FREQ=YEARLY;BYDAY=-1SU;BYMONTH=10
TZNAME:CET
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTAMP:20260404T110322Z
UID:1574785800@ist.ac.at
DTSTART:20191126T173000
DTEND:20191126T183000
DESCRIPTION:Speaker: Federico Sau\nhosted by M. Beiglboeck\, N. Berestycki\
 , L. Erdoes\, J. Maas\nAbstract: In this talk we present a class of intera
 cting particle systems (IPS) - so-called exclusion and independent particl
 e systems are examples among them - with a certain degree of exact solvabi
 lity. We refer to this property as stochastic self-duality. From a probabi
 listic point of view\, stochastic self-duality refers to the possibility o
 f studying a class of observables of the original system in terms of quant
 ities of a - possibly simpler - dual system. In this particular context of
  particle systems\, this typically consists in reducing the study of an ob
 servable of many particles to one of just one or two particles. From a sto
 chastic calculus perspective\, stochastic self-duality simply refers to li
 nearity in the drift for the associated system of SDEs. After extending th
 is property to the inhomogeneous context\, as an application\, we show how
  to derive the hydrodynamic limit in random environment for such IPS by me
 ans of a homogenization problem - or\, in other words\, an invariance prin
 ciple - for a suitable random walk in random environment. Joint work with 
 Simone Floreani (TU Delft) and Frank Redig (TU Delft).
LOCATION:IST Austria\, Heinzel SR / Ground floor\, Office Bldg West (I21.EG
 .101)\, ISTA
ORGANIZER:birgit.oosthuizen-noczil@ist.ac.at
SUMMARY:Federico Sau: Interacting particle systems\, stochastic self-dualit
 y and homogenization: hydrodynamics in random environment​ 
URL:https://talks-calendar.ista.ac.at/events/2417
END:VEVENT
END:VCALENDAR