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Randomness is natural - an introduction to regularisation by noise

Schnappschüsse moderner Mathematik aus 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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Mathematisches Fachgebiet

Wahrscheinlichkeitstheorie und Statistik

Verbindung zu anderen Gebieten

Chemie und Geowissenschaft
Physik

Autor(en)

Ana Djurdjevac, Henri Elad Altman, Tommaso Rosati

Lizenz

DOI (Digital Object Identifier)

10.14760/SNAP-2024-002-EN

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snapshot-2024-002.pdf

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