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Probability and Combinatorics

Tuesday, December 6, 2016 - 3:00pm

Hao Shen

Columbia

Location

University of Pennsylvania

DRL 4C6

We discuss two scaling limit results for discrete models converging to stochastic PDEs. The first is the asymmetric simple exclusion process in contact with sources and sinks at boundaries, called Open ASEP.  We prove that under weakly asymmetric scaling the height function converges to the KPZ equation with Neumann boundary conditions. The second is the Glauber dynamics of the Blume-Capel model (a generalization of Ising model), in two dimensions with Kac potential. We prove that the averaged spin field converges to the stochastic quantization equations. A common challenge in the proofs is how to identify the limiting process as the solution to the SPDE, and we will discuss how to overcome the difficulties in the two cases.(Based on joint works with Ivan Corwin and Hendrik Weber)