时间：2014年6月17号下午15:00

　　地点：数学院一楼报告厅

　　题目: Scaling limits of interacting diffusions in domains

　　摘要:Interacting particle models can be used to gain understanding of the emergence of macroscopic phenomena from microscopic laws of nature. In this talk, I will introduce and discuss a class of interacting particle systems that can model the transport of positive and negative charges in solar cells. To connect the microscopic mechanisms with the macroscopic behaviors at two different scales of observations, we prove the hydrodynamic limits and the fluctuation limits for the systems. In other words, we establish the law of large numbers and the central limit theorem, respectively, for the time-trajectory of the particle densities. The hydrodynamic limit is a pair of deterministic measures whose densities solve a coupled nonlinear heat equations, while the fluctuation limit can be described by a Gaussian Markov process that solves a stochastic partial differential equation.

　　This is joint work with Louis Fan.

　　报告人：陈振庆教授

　　陈振庆教授简介：美国华盛顿大学数学系教授，美国统计学会Fellow, 教育部***，北京理工大学数学与统计学院院长。 1992年在美国华盛顿大学获博士学位，曾在美国的加利福尼亚大学和康奈尔大学任教;1998年起在位于华盛顿州西雅图市的华盛顿大学数学系工作至今;2007年受聘为教育部"***奖励计划"讲座教授，设岗学科为概率论与数理统计。陈振庆教授在马氏过程与狄氏空间，随机微分方程以及偏微分方程中的概率论方法等方面做了大量的处于国际领先水平的开创性的研究工作，在国际顶尖学术期刊发表论文100多篇。