Effusion of stochastic processes in one dimension

报告题目:Effusion of stochastic processes in one dimension

报告人:David Dean教授, 波尔多大学(University of Bordeaux),法国

报告时间:2024125日,周四,下午 1500



报告摘要:We consider the problem of how an ensemble of stochastic processes initially uniformly distributed on the negative of half the real line spreads to the positive part of the real line - notably the statistics of the number of particles on the positive real axis as a function of time. This problem for interacting and non-interacting Brownian motion has been studied in the literature using macroscopic fluctuation theory for an initial density profile with a step form. Here we study the problem for non-interacting but non-Markov Gaussian processes as well as Brownian motion. In an annealed treatment of the initial conditions, the joint probability distribution of the number of particles on the positive real axis obeys a multivariate Poisson distribution. 

报告人简介:Prof. David Dean is professor of theoretical physics at the Laboratoire d’ondes et matière d’Aquitaine, University of Bordeaux. He works on problems of out of equilibrium statistical physics, disordered systems, random matrix theory, stochastic processes and the Casimir effect. He obtained his PhD in theoretical physics at the University of Cambridge in 1993 and held postdoctoral positions at the CEA Saclay, University of Rome, ENS Paris and INP Orsay France before being recruited as Professor at the University of Toulouse in 1998 and then moving to Bordeaux in 2012.