Randomness is natural - an introduction to regularisation by noise

Instantáneas de la actualidad matemática desde Oberwolfach

Randomness is natural - an introduction to regularisation by noise

Differential equations make predictions on the future state of a system given the present. In order to get a sensible prediction, sometimes it is necessary to include randomness in differential equations, taking microscopic effects into account. Surprisingly, despite the presence of randomness, our probabilistic prediction of future states is stable with respect to changes in the surrounding environment, even if the original prediction was unstable. This snapshot will unveil the core mathematical mechanism underlying this “regularisation by noise” phenomenon.

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Área matemática

Teoría de la probabilidad y Estadística

Relaciones con otros campos

Química y Ciencias de la Tierra
Física

Autor(es)

Ana Djurdjevac, Henri Elad Altman, Tommaso Rosati

Licencia

DOI (Identificador de objetos digitales)

10.14760/SNAP-2024-002-EN

Descargar PDF

snapshot-2024-002.pdf

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snapshots: overview

Ana Djurdjevac, Henri Elad Altman, Tommaso Rosati
Randomness is natural - an introduction to regularisation by noise
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The Mathematics of Fluids and Solids
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Algebra, matrices, and computers
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Positive Scalar Curvature and Applications
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Diophantine equations and why they are hard
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On radial basis functions
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Computational Optimal Transport
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Molecular quantum dynamics
Marco Radeschi
Closed geodesics on surfaces and Riemannian manifolds
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Michael Baake, David Damanik, Uwe Grimm
Aperiodic Order and Spectral Properties
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News on quadratic polynomials
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Laurent Bartholdi
Profinite groups
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The adaptive finite element method
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Footballs and donuts in four dimensions
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The Willmore Conjecture
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Prime Tuples in Function Fields
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Tom Solomon
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Alain Valette
The Kadison-Singer problem
Ragnar-Olaf Buchweitz, Eleonore Faber
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Statistics and dynamical phenomena
Brian Harbourne, Thomas Szemberg
Arrangements of lines
Bruce Reznick
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Harald Helfgott
The ternary Goldbach Problem
Wolfgang Lerche
Matrixfaktorisierungen
John E. McCarthy
Dirichlet Series

Área matemática

Álgebra y Teoría de números
Análisis
Didáctica y Educación
Matemática discreta y Fundamentos
Geometría y Topología
Cálculo numérico y científico
Teoría de la probabilidad y Estadística

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Informática
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