Mathematical Colloquium


Tuesday, Jan 15, 2013 06:00 pm

Order and disorder: The competition between energy and entropy in randomly perturbed systems

Prof. Maria Westdickenberg, RWTH Aachen

Although at ?rst glance a stochastic perturbation destroys
the stability of energy minimizers, the probabilistic theory of large
deviation reveals that the most likelypathways actually solve their
own minimization problem. This theory—established in the mathe-
matical literature decades ago with the classic book of Freidlin and
Wentzell—treats stochastic ordinary differential equations. Subse-
quently, it was con?rmed that the theory generalizes naturally to
stochastic partial differential equations. Recently, there has been
progress in pushing large deviation theory to the limit and probing
new regimes. In this talk, we will be particularly interested in the
competition between energy and entropy that emerges in the case
of small noise and large system size. We will present some recent
results and, if time permits, give a feeling for the underlying tools.
The talk is intended for a broad audience and no prior knowledge of
probability theory will be assumed.

Time: 6:00 pm

Location: Hörsaal III, Hauptgebäude, RWTH Aachen, Templergraben 55, 52062 Aachen