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SUMMARY:A particle model for Wasserstein type diffusion - Vitalii Konarovs
 kyi
DTSTART:20180522T130000Z
DTEND:20180522T140000Z
UID:TALK104263@talks.cam.ac.uk
CONTACT:Perla Sousi
DESCRIPTION:The discussion will be devoted to a family of interacting part
 icles on\nthe real line which have a connection with the geometry of Wasse
 rstein\nspace of probability measures. We will consider a physical improve
 ment\nof a classical Arratia flow\,  but now particles can split up and th
 ey\ntransfer a mass that influences their motion. The particle system can\
 nbe also interpreted as an infinite dimensional version of sticky\nreflect
 ing dynamics on a simplicial complex. The model appears as a\nmartingale s
 olution to an infinite dimensional SDE with discontinuous\ncoefficients. I
 n the talk\, we are going to consider a reversible case\,\nwhere the const
 ruction is based on a new family of measures on the set\nof real non-decre
 asing functions as reference measures for naturally\nassociated Dirichlet 
 forms. In this case\, the intrinsic metric leads\nto a Varadhan formula fo
 r the short time asymptotics with the\nWasserstein metric for the associat
 ed measure valued diffusion. The\ntalk is based on joint work with Max von
  Renesse.
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0WB
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