Upanshu Sharma: Quantitative coarse-graining of Markov chains

11 april 2022 16:00 t/m 17:00 | Zet in mijn agenda

Coarse-graining is the procedure of approximating large and complex systems by simpler and lower-dimensional ones. It is typically characterised by a mapping which projects the full state of the system onto a smaller set; this mapping captures the relevant (often slow) features of the system. Starting from a continuous-time Markov chain and such a mapping, I will discuss an effective dynamics which approximates the true projected Markov chain and present error estimates on the approximation error. This talk is based on joint work with Bastian Hilder.

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