Large Scale Stochastic Dynamics

Abstract

In focus are interacting stochastic systems with many components, ranging from stochastic partial differential equations to discrete systems as interacting particles on a lattice moving through random jumps. More specifically one wants to understand the large scale behavior, large in spatial extent but also over long time spans, as entailed by the characterization of stationary measures, effective macroscopic evolution laws, transport of conserved fields, homogenization, self-similar structure and scaling, critical dynamics, dynamical phase transitions, metastability, large deviations, to mention only a few key items.