Interacting systems and their collective behavior

Professor S.R. Srinivasa Varadhan

Courant Institute for Mathematical Sciences, New York University
Barton Lectures in Computational Mathematics


Date: Wednesday, October 14, 2020
Time: 4:00 pm - 5:00 pm
Location: Zoom
Professor Varadhan is well known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations. Varadhan's awards and honours include the National Medal of Science (2010) from President Barack Obama, "the highest honour bestowed by the United State government on scientists, engineers and inventors.” He also received the Birkhoff Prize (1994), the Steele Prize (1996), and the Abel Prize (2007). He is a member of the US National Academy of Sciences and the Norwegian Academy of Sciences and Letters. He is also a Fellow of the American Mathematical Society, the Society for Industrial and Applied Mathematics, and the American Academy of Arts and Sciences.

Abstract: The collective  behavior of  a large   system of components can sometimes be derived from the description of the interaction between individual components. Although there is randomness present in the interaction, because of the size of the system, some averaging takes place resulting in a deterministic description for large systems. We will look at some examples.