Large Scale Stochastic Dynamics

  • Claudio Landim

    Instituto de Matemática Pura e Aplicada, Rio de Janeiro, Brazil
  • Stefano Olla

    Université de Paris Dauphine, France
  • Herbert Spohn

    TU München, Garching bei München, Germany
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“Large Scale Stochastic Dynamics” is at the crossroad of probability theory and statistical physics. One central theme of statistical physics is the emergent behavior resulting from the interaction of many identical components, the paradigm being a fluid or a gas. On the atomistic scale they consist of a huge number of identical molecules. Their motion is governed by Newton's equations of classical mechanics (ignoring quantum effects). The emergent description, valid only for particular initial states and on a sufficiently coarse space-time scale, are the compressible Navier-Stokes equations of fluid dynamics. Roland Dobrushin (1929–1995) and Frank Spitzer (1926–1992) had the vision that in the context of stochastic dynamics with many identical components the issue of emergent behavior is both mathematically challenging and important in modelling applications. The latter judgement turned out to be more than true. Stochastic algorithms, such as kinetic Monte Carlo, importance sampling, Monte Carlo Markov chains, Glauber dynamics, and others, are daily practice. Their mathematical vision has evolved over the past twenty years into a rich, multifaceted research program. Our workshop is like a snap-shot of the current activities. A partial list of topics reads

  • hydrodynamic limit for multi-component stochastic lattice gases
  • steady state large deviations for driven systems
  • random walks in random environments
  • directed polymer in a random potential, spin glasses
  • statics and dynamics of interfaces
  • glassy dynamics

We had 49 participants from 11 countries, mostly probabilists, but also experts from partial differential equations and statistical physics. They all enjoyed tremendously the unique and stimulating atmosphere at the Mathematische Forschungsinstitut Oberwolfach and hope to return some day.

Cite this article

Claudio Landim, Stefano Olla, Herbert Spohn, Large Scale Stochastic Dynamics. Oberwolfach Rep. 1 (2004), no. 4, pp. 2229–2310

DOI 10.4171/OWR/2004/43