Event № 531
Abstract: I will consider deterministic and random perturbations of dynamical systems and stochastic processes. Under certain assumptions, the long-time evolution of the perturbed system can be described by a motion on the simplex of invariant measures of the non-perturbed system. If we have a de- scription of the simplex, the motion on it is de ned by either an averaging principle, or by large deviations, or by a di usion approximation. Various classes of problems will be considered from this point of view: nite Markov chains, random perturbations of dynamical systems with multiple stable attractors, perturbations of incompressible 3D- ows with a conservation law, wave fronts in reaction di usion equations, elliptic PDEs with a small parameter, homogenization.