The ARC Centre of Excellence for Mathematical and Statistical Frontiers proudly presents this lecture as part of its public lecture series.
Speaker: Ivan Corwin (Columbia Univ., USA)
Topic: ACEMS Virtual Public Lecture – Extreme Diffusion
Date: Nov 4th, 11:00am (AEDT)
Abstract: Diffusion is pervasive in the natural world. Over one hundred years ago Einstein created a remarkably simple and powerful theory describing the behavior of a single diffusing particle. That theory has since been applied countless times to successfully model widely disparate systems. In this talk, I will explain a failure of this theory when applied to systems with many particles diffusing in the same environment. In particular, in such systems, the particles that move the furthest (the extremes of the diffusion) are governed by behaviors much different than would follow from Einstein’s theory. I will demonstrate this through analysis of a mathematical model for random walks in a random environment, and discuss ongoing numerical and experimental works to confirm the conclusion that we draw from this model. I will also discuss why studying extreme diffusion is important in some physical, biological, epidemiological, and social applications.
Bio: Ivan Corwin is a professor of mathematics at Columbia University. He studies aspects of probability and mathematical physics including random interface growth, interacting particle systems, random matrix theory and stochastic partial differential equations. He received his PhD from the Courant Institute in 2011 and has since held positions at Microsoft Research, MIT, Institut Henri Poincare (at the Poincare Chair), U.C. Berkeley (currently as a Visiting Miller Professor), and Columbia. He has held a Clay Research Fellowship, a Packard Fellowship, and Simons Fellowship, a Schramm Fellowship and is a Fellow of the American Mathematical Society and of the Institute of Mathematical Statistics. He was the recipient of the 2021 Loeve prize in probability, 2018 Alexanderson Award, 2014 Rollo Davidson Prize, 2012 Young Scientist Prize of the IUPAP, and gave an invited lecture at the 2014 International Congress of Mathematicians.
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