Entropy Techniques for Nonlinear Partial Differential Equations - A Few Examples
Offered By: Hausdorff Center for Mathematics via YouTube
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
Related Courses
Path Integral Methods in Physics & FinanceIndian Institute of Technology Roorkee via Swayam Physics - Nonequilibrium Statistical Mechanics
NPTEL via YouTube Advanced statistical physics
École Polytechnique Fédérale de Lausanne via edX Introduction to Stochastic Modeling in Evolution - Lecture 1
International Centre for Theoretical Sciences via YouTube Entropy Method for Hypocoercive BGK and Fokker-Planck Equations
ICTP Mathematics via YouTube