Wed, 28 May 2025
11:00
L5

A central limit theorem and large deviations principle for the generalised Dean--Kawasaki equation with truncated noise on a bounded domain

Shyam Popat
(Mathematical Institute)
Abstract

We begin with motivation on how the study of SPDEs are relevant when interested in fluctuations of particle systems. 

We then present a law of large numbers, central limit theorem and large deviations principle for the generalised Dean--Kawasaki SPDE with truncated noise. 

Our main contribution is the ability to consider the equation on a general $C^2$-regular, bounded domain with Dirichlet boundary conditions. On the particle level the boundary condition corresponds to absorption and injection of particles at the boundary.

The work is based on discussions with Benjamin Fehrman and can be found at https://arxiv.org/pdf/2504.17094 

 

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15 May, 6pm to 8pm, Lecture Theatre 1, Blavatnik School of Government and via Zoom

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In this Oxford Mathematics Public Lecture Marcus du Sautoy unpacks how we make art, why a creative mindset is vital for discovering mathematics, and how a fundamental connection to the natural world intrinsically links the two subjects. 

21 May, 5.30pm. Please email Dyrol (@email) to register to attend in person.

Another mathematical parable from the Book of Josh.

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