Randomness is natural - an introduction to regularisation by noise

Oberwolfach'tan

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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Matematiksel konular

Olasılık Kuramı ve İstatistik

Diğer alanlarla ilişkiler

Kimya ve Yer Bilimler
Fizik

Yazar(lar)

Ana Djurdjevac, Henri Elad Altman, Tommaso Rosati

Lisans

DOI (Dijital nesne belirteci)

10.14760/SNAP-2024-002-EN

PDF indir

snapshot-2024-002.pdf

PDF

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Matematiksel konular

Cebir ve Sayılar Kuramı
Analiz
Eğitim ve Eğitim Bilimi
Ayrık Matematik ve Matematiğin Temelleri
Geometri ve Topoloji
Nümerik ve Hesap Analizi
Olasılık Kuramı ve İstatistik

Diğer alanlarla ilişkiler

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Bilgisayar Bilimeri
Mühendislik ve Teknoloji
Finans
Beşeri ve Sosyal Bilimler
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Fizik
Matematik Üzerine Düşünceler

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