Graduate Student / Postdoc Seminar
Small Noise, Big Impact: The Inexorable Effect of Random Perturbations on Dynamical Systems
Speaker: Eric Vanden-Eijnden
Location: Warren Weaver Hall 1302
Date: Friday, March 24, 2017, 1 p.m.
Small random perturbations may have a dramatic impact on the evolution of dynamical systems, and large deviation theory (LDT) is often the right theoretical framework to understand these effects. At the core of the theory lies the minimization of an action functional, which in many cases of interest has to be computed by numerical means. In this talk I will review some of the theoretical and computational aspects behind these calculations, with illustrations from applications in material sciences, fluid dynamics, atmosphere/ocean sciences, and reaction kinetics. In terms of models, these examples involve stochastic (ordinary or partial) differential equations with multiplicative or degenerate noise, Markov jump processes, and systems with fast and slow degrees of freedom, which all violate detailed balance, so that simpler computational methods are not applicable.