CRM: Centro De Giorgi
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Mathematical Principles for and Advances in Continuum Mechanics

Stochastic origins of energies and gradient flows: a modeling guide

speaker: Marc Peletier (Technische Universiteit Eindhoven)

abstract: In equilibrium systems there is a long tradition of modelling systems by postulating an energy and identifying stable states with local or global minimizers of this energy. In recent years, with the discovery of Wasserstein and related gradient flows, there is the potential to do the same for time-evolving systems with overdamped (non-inertial, viscosity-dominated) dynamics. Such a modelling route, however, requires an understanding of which energies (or entropies) drive a given system, which dissipation mechanisms are present, and how these two interact. Especially for the Wasserstein-based dissipations this was unclear until rather recently.

In this series of talks I will build an understanding of the modelling arguments that underlie the use of energies, entropies, and the Wasserstein gradient flows. This understanding springs from the common connection between large deviations for stochastic particle processes on one hand, and energies, entropies, and gradient flows on the other. I will explain all these concepts in detail in the lectures.

I will assume that the participants have a basic understanding of measure theory, Sobolev spaces, and some of the more common types of partial differential equations. No prior knowledge of optimal transport, Wasserstein gradient flows, or probability is required.

Wed 9 Nov, 11:45 - 12:45, Aula Dini
Thu 10 Nov, 10:30 - 11:30, Aula Dini
Thu 10 Nov, 17:00 - 18:00, Aula Dini
Fri 11 Nov, 17:00 - 18:00, Aula Dini


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