Probabilistic methods in dynamics

L\'evy flights as an emergent phenomenon in a spatially extended system

speaker: Georg Gottwald (University of Sydney)

abstract: Anomalous diffusion and Levy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate signals. Mathematicians have recently unveiled mechanisms to generate anomalous diffusion, both stochastically and deterministically. However, there exists to the best of our knowledge no explicit example of a spatially extended system which exhibits anomalous diffusion without being explicitly driven by L\'evy noise. We provide the first explicit example of a stochastic partial differential equation which albeit only driven by normal Gaussian noise supports anomalously diffusive propagating front solutions. This is an entirely emergent phenomenon without explicitly built-in mechanisms for anomalous diffusion. This is joint work with Chunxi Jiao.

timetable:
Tue 30 May, 9:00 - 9:50, Aula Dini
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