Scaling limit - PowerPoint PPT Presentation

Scaling Limits of Continuous Time Random Walks

Scaling Limits of Continuous Time Random Walks. Boris Baeumer University of Otago New Zealand bbaeumer@maths.otago.ac.nz http://www.maths.otago.ac.nz/?baeumer. Today’s Goal. Show how scaling limits can provide robust, parsimonious PDE’s that scale. Show numerical implementation.

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620 views • 52 slides

SLE and conformal invariance for critical Ising model

3rd LA PIETRA WEEK IN PROBABILITY Stochastic Models in Physics Firenze, June 23-27, 2008. SLE and conformal invariance for critical Ising model. Stanislav Smirnov. jointly with Dmitry Chelkak. 1D Ising model. 0 1 .…………………………………....... N N+1 ….…. + – + + + – – + – – + – + + ∙∙.

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521 views • 20 slides

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