A pathwise approach to relativistic diffusions

Add to your list(s) Download to your calendar using vCal

• Ismael Bailleul (Statslab)
• Monday 16 February 2009, 16:00-17:00
• CMS, MR4.

If you have a question about this talk, please contact Prof. Mihalis Dafermos.

A new class of relativistic diffusions encompassing all the previously studied examples has recently been introduced by C. Chevalier and F. Debbasch, both in a heuristic and analytic way. Roughly speaking, they are characterised by the existence at each (proper) time (of the moving particle) of a (local) rest frame where the random part of the acceleration of the particle (computed using the time of the rest frame) is Brownian in any spacelike direction of the frame.

I will explain how the tools of stochastic calculus enable us to give a concise and elegant description of these random paths on any Lorentzian manifold. A mathematically clear definition of the one-particle distribution function of the dynamics will emerge from this definition, and whose main property will be explained. This will enable me to obtain a general H-theorem and to shed some light on links between probabilistic notions and the large scale structure of the manifold.

All necessary tools from stochastic calculus will be explained.

This talk is part of the Partial Differential Equations seminar series.

This talk is included in these lists:

• All CMS events
• All Talks (aka the CURE list)
• CMS Events
• CMS, MR4
• DPMMS Lists
• DPMMS Pure Maths Seminar
• DPMMS info aggregator
• DPMMS lists
• Hanchen DaDaDash
• Interested Talks
• My seminars
• Partial Differential Equations seminar
• School of Physical Sciences
• bld31

Note that ex-directory lists are not shown.