101.708 Quasi-stationary distribution and semi-classical analysis
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2018S, VO, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VO Lecture

Aim of course

The aim of the course is to explain how tools developed in spectral theory and semi-classical analysis are used to study the long time behaviour  of  processes conditioned to remain a  region of the phase space as well as the concentration of  quasi-stationary distributions in the small temperature regime.

Subject of course

This course is composed of two parts. The first part is dedicated to the study of the long time behaviour of elliptic diffusion processes conditioned to remain in a bounded region of the phase space. For that purpose, the semi group of the absorbed process is investigated using techniques developed for PDE and it will be proved that such conditioned processes converge in time to a quasi-stationary distribution.  The second part of the course is concerned with the study of the concentration of this quasi-stationary distribution in the small temperature regime. To this end, tools from semi-classical analysis will be introduced.

Lecturers

  • Nectoux, Boris

Institute

Course dates

DayTimeDateLocationDescription
Thu14:00 - 15:3008.03.2018 - 28.06.2018Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Quasi-stationary distribution and semi-classical analysis - Single appointments
DayDateTimeLocationDescription
Thu08.03.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu15.03.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu22.03.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu12.04.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu19.04.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu26.04.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu03.05.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu17.05.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu24.05.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu07.06.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu14.06.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu21.06.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung
Thu28.06.201814:00 - 15:30Sem.R. DA grün 03 C Quasi-stationäre Verteilung

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Language

English