Event Detail

Event Type: 
Department Colloquium
Date/Time: 
Monday, May 6, 2019 - 16:00 to 16:50
Location: 
TBA

Speaker Info

Institution: 
College of Staten Island, City University of New York
Abstract: 

Instantons (minimizers of the Freidlin-Wentzell action functional) play an important role in nonlinear stochastic systems. In this talk, I will first give some background about how instantons naturally appear in the path integral formulation of stochastic equations and how they relate to large deviation theory. Simple stochastic dynamical systems will serve as examples to illustrate this approach. Then I will show results from two recent applications that involve stochastic partial differential equations: (1) The stochastically driven Burgers equation and (2) the stochastic nonlinear Schrodinger equation.

If time permits, I will comment on recently developed methods to take into account fluctuations around the instanton based on the solution of the associated matrix-Riccati equation.