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Random walks, martingales, and homogenization

  • Jean-Christophe Mourrat (École Polytechnique Fédèrale de Lausanne)
G2 01 (Seminar room IMPRS)

Abstract

I will present probabilistic ideas that arise in relation to homogenization, without assuming familiarity of the audience with probability. We will first see how to define a random walk on a graph, how to relate it to a PDE, and what the homogenization of this PDE means for the random walk. I will then define the concept of a martingale, and give a sketch of proof of homogenization based on this tool.

Katja Heid

MPI for Mathematics in the Sciences Contact via Mail

Upcoming Events of This Seminar

  • Mar 11, 2024 tba with Carlos Román Parra
  • Mar 15, 2024 tba with Esther Bou Dagher
  • Mar 27, 2024 tba with Christian Wagner
  • May 21, 2024 tba with Immanuel Zachhuber