Parabolic partial differential equations | Stochastic differential equations
The Kolmogorov backward equation (KBE) (diffusion) and its adjoint sometimes known as the Kolmogorov forward equation (diffusion) are partial differential equations (PDE) that arise in the theory of continuous-time continuous-state Markov processes. Both were published by Andrey Kolmogorov in 1931. Later it was realized that the forward equation was already known to physicists under the name Fokker–Planck equation; the KBE on the other hand was new. Informally, the Kolmogorov forward equation addresses the following problem. We have information about the state x of the system at time t (namely a probability distribution ); we want to know the probability distribution of the state at a later time . The adjective 'forward' refers to the fact that serves as the initial condition and the PDE is integrated forward in time (in the common case where the initial state is known exactly, is a Dirac delta function centered on the known initial state). The Kolmogorov backward equation on the other hand is useful when we are interested at time t in whether at a future time s the system will be in a given subset of states B, sometimes called the target set. The target is described by a given function which is equal to 1 if state x is in the target set at time s, and zero otherwise. In other words, , the indicator function for the set B. We want to know for every state x at time what is the probability of ending up in the target set at time s (sometimes called the hit probability). In this case serves as the final condition of the PDE, which is integrated backward in time, from s to t. (Wikipedia).
François Golse: Linear Boltzmann equation and fractional diffusion
Abstract: (Work in collaboration with C. Bardos and I. Moyano). Consider the linear Boltzmann equation of radiative transfer in a half-space, with constant scattering coefficient σ. Assume that, on the boundary of the half-space, the radiation intensity satisfies the Lambert (i.e. diffuse)
From playlist Partial Differential Equations
Diffusion equation (separation of variables) | Lecture 53 | Differential Equations for Engineers
Solution of the diffusion equation (heat equation) by the method of separation of variables. Here, the first step is to separate the variables. Join me on Coursera: https://www.coursera.org/learn/differential-equations-engineers Lecture notes at http://www.math.ust.hk/~machas/different
From playlist Differential Equations for Engineers
A reaction-diffusion equation based on the Rock-Paper-Scissors automaton (longer version)
Like the short simulation https://youtu.be/Xeomrnw3JaI , this video shows a solution of a reaction-diffusion equation behaving in a similar way as the Belousov-Zhabotinsky chemical reactions, but is easier to simulate. At each point in space and time, there are three concentrations u, v, a
From playlist Reaction-diffusion equations
Diffusion equation (eigenvalues) | Lecture 54 | Differential Equations for Engineers
Solution of the diffusion equation (heat equation). Here, we compute the eigenvalues of the separated differential equations. Join me on Coursera: https://www.coursera.org/learn/differential-equations-engineers Lecture notes at http://www.math.ust.hk/~machas/differential-equations-for-
From playlist Differential Equations for Engineers
Diffusion equation (Fourier series) | Lecture 55 | Differential Equations for Engineers
Solution of the diffusion equation (heat equation). Here, we satisfy the initial conditions using a Fourier series. Join me on Coursera: https://www.coursera.org/learn/differential-equations-engineers Lecture notes at http://www.math.ust.hk/~machas/differential-equations-for-engineers.p
From playlist Differential Equations for Engineers
Stochastic Model Reduction in Climate Science by Georg Gottwald (Part 5)
ORGANIZERS: Amit Apte, Soumitro Banerjee, Pranay Goel, Partha Guha, Neelima Gupte, Govindan Rangarajan and Somdatta Sinha DATES: Monday 23 May, 2016 - Saturday 23 Jul, 2016 VENUE: Madhava Lecture Hall, ICTS, Bangalore This program is first-of-its-kind in India with a specific focus to p
From playlist Summer Research Program on Dynamics of Complex Systems
Vorticity of colliding spirals in 3D in the Rock-Paper-Scissors reaction-diffusion equation
This is a 3D remake of the video https://youtu.be/QcxpZKWbLd4 showing the vorticity of a solution to the Rock-Paper-Scissors reaction-diffusion equation, in which the "viscosity" parameter, which is the constant multiplying the Laplace operator, increases over time. This has the effect of
From playlist Reaction-diffusion equations
Stochastic Mode Reduction in Climate by Rupali Sonone
DATES Monday 23 May, 2016 - Saturday 23 Jul, 2016 VENUE Madhava Lecture Hall, ICTS, Bangalore APPLY This program is first-of-its-kind in India with a specific focus to provide research experience and training to highly motivated students and young researchers in the interdisciplinary field
From playlist Summer Research Program on Dynamics of Complex Systems
Introduction to Turbulence by Jayanta K. Bhattacharjee (Part 3)
ORGANIZERS: Amit Apte, Soumitro Banerjee, Pranay Goel, Partha Guha, Neelima Gupte, Govindan Rangarajan and Somdatta Sinha DATES: Monday 23 May, 2016 - Saturday 23 Jul, 2016 VENUE: Madhava Lecture Hall, ICTS, Bangalore This program is first-of-its-kind in India with a specific focus to p
From playlist Summer Research Program on Dynamics of Complex Systems
Small noise limits in the stationary regimes by Vivek S Borkar
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst
From playlist Large deviation theory in statistical physics: Recent advances and future challenges
De Giorgi–Nash–Moser and Hörmander theories: New interplays – Clément Mouhot – ICM2018
Mathematical Physics | Partial Differential Equations Invited Lecture 11.8 | 10.9 De Giorgi–Nash–Moser and Hörmander theories: New interplays Clément Mouhot Abstract: We report on recent results and a new line of research at the crossroad of two major theories in the analysis of partial
From playlist Partial Differential Equations
Bao Quoc Tang: Indirect diffusion effect and convergence to equilibrium
The lecture was held within the framework of the Hausdorff Trimester Program: Kinetic Theory. Abstract: We present in this talk a phenomenon called indirect diffusion effect in studying convergence to equilibrium by entropy method for reaction-diffusion systems, typically arising from c
From playlist Workshop: Probabilistic and variational methods in kinetic theory
The complicated relationship between droplets and vortices by Rama Govindarajan
Turbulence from Angstroms to light years DATE:20 January 2018 to 25 January 2018 VENUE:Ramanujan Lecture Hall, ICTS, Bangalore The study of turbulent fluid flow has always been of immense scientific appeal to engineers, physicists and mathematicians because it plays an important role acr
From playlist Turbulence from Angstroms to light years
A reaction-diffusion equation based on the Rock-Paper-Scissors automaton
This #short video resulted from an attempt of simulating the Belousov–Zhabotinsky reaction, a chemical reaction which is well-known for producing interesting patterns, including periodic oscillations and spiral waves, see https://en.wikipedia.org/wiki/Belousov%E2%80%93Zhabotinsky_reaction
From playlist Reaction-diffusion equations
Clément Mouhot: Quantitative De Giorgi methods in kinetic theory
CIRM VIRTUAL EVENT Recorded during the meeting "Kinetic Equations: from Modeling, Computation to Analysis" the March 23, 2021 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide m
From playlist Virtual Conference
Bunchwise Balance and Irreducible Sequences in the Light-Heavy... by Kabir Ramola (TIFR,Hyderabad)
DISCUSSION MEETING STATISTICAL PHYSICS: RECENT ADVANCES AND FUTURE DIRECTIONS (ONLINE) ORGANIZERS: Sakuntala Chatterjee (SNBNCBS, Kolkata), Kavita Jain (JNCASR, Bangalore) and Tridib Sadhu (TIFR, Mumbai) DATE: 14 February 2022 to 15 February 2022 VENUE: Online In the past few dec
From playlist Statistical Physics: Recent advances and Future directions (ONLINE) 2022
Francisco José Silva Álvarez: On the discretization of some nonlinear Fokker-Planck-Kolmogorov ...
Abstract: In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the mass and, as the discretization parameters tend to zero, has limit measure-valued trajectories whic
From playlist Probability and Statistics
Stochastic Model Reduction in Climate Science by Georg Gottwald (Part 6)
ORGANIZERS: Amit Apte, Soumitro Banerjee, Pranay Goel, Partha Guha, Neelima Gupte, Govindan Rangarajan and Somdatta Sinha DATES: Monday 23 May, 2016 - Saturday 23 Jul, 2016 VENUE: Madhava Lecture Hall, ICTS, Bangalore This program is first-of-its-kind in India with a specific focus to p
From playlist Summer Research Program on Dynamics of Complex Systems
Steve Brunton: "Introduction to Fluid Mechanics"
Machine Learning for Physics and the Physics of Learning Tutorials 2019 "Introduction to Fluid Mechanics" Steve Brunton, University of Washington Institute for Pure and Applied Mathematics, UCLA September 10, 2019 For more information: http://www.ipam.ucla.edu/mlptut
From playlist Machine Learning for Physics and the Physics of Learning 2019
How to solve heat equation on half line
Free ebook https://bookboon.com/en/partial-differential-equations-ebook How to solve the heat equation on the half line. Such partial differential equations find important applications in the modelling of heat diffusion through a semi-infinite bar. We derive the solution by applying odd
From playlist Partial differential equations