Professor Srinivasa Varadhan
COURANT INSTITUTE OF MATHEMATICAL SCIENCES; NEW YORK UNIVERSITY
Scaling Limits of Large Systems
We will discuss the longtime behavior of large systems of interacting particles that evolve in time. The number of particles is conserved. When we rescale space, the local density as a function of space will evolve slowly to its equilibrium value, which is a constant indicating uniform density. With suitable recaling of time, it will evolve, in the limit, according to some nonlinear PDE. We will examine several examples of this behavior.