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Entropy Techniques for Nonlinear Partial Differential Equations - A Few Examples

Offered By: Hausdorff Center for Mathematics via YouTube

Tags

Differential Equations Courses Molecular Dynamics Courses Stochastic Differential Equation Courses Fokker Planck Equation Courses

Course Description

Overview

Explore entropy techniques for analyzing nonlinear partial differential equations in this comprehensive lecture by Tony Lelievre. Delve into the power of these methods in studying the long-term behavior of solutions to nonlinear PDEs, with a focus on their application to Fokker-Planck equations associated with nonlinear stochastic differential equations in the McKean sense. Examine the fundamental role of logarithmic Sobolev inequalities in these techniques. Discover practical applications through three key examples: micro-macro models for polymeric fluids, adaptive biasing force techniques for molecular dynamics, and optimal scaling for high-dimensional Metropolis-Hastings algorithms. Gain valuable insights from this presentation, which was part of the Hausdorff Trimester Program on Optimal Transportation and its Applications.

Syllabus

Tony Lelievre: Entropy techniques for nonlinear partial differential equations a few examples


Taught by

Hausdorff Center for Mathematics

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