Date and time: Tuesday April 14, 1-2 pm.

Speaker: Olga Turanova (Michigan State University)

Title: Particle approximation of diffusion with applications to sampling

Abstract: I will present recent work on deterministic particle approximation of a wide range of diffusion equations, including the heat equation, the porous medium equation, fast diffusion equations, and height constrained transport. The main idea is to introduce a nonlocal version of the relevant equation, and to prove that solutions of the nonlocal equation converge to those of the original PDE. In this talk, I will present the nonlocal approximation, highlight some ideas from the convergence proof, and describe applications to sampling. Based on joint work with Katy Craig and Matt Jacobs.