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Noether Lecture/诺特讲座

01

Probability, Randomness, and Stochastic Dynamics in Science

Organizer：

Qiuzhen College

Speaker：

Xuemei Li 李雪梅

Imperial College London

Time：

Tues., 13:30-15:00, Mar. 26, 2025

Venue：

West Lecture Hall, Tsinghua University (西阶)

Abstract：

Many natural and social phenomena exhibit randomness due to the complexity of interactions, incomplete information, or intrinsic stochastic behavior. From molecular fluctuations to financial markets, probability theory provides a fundamental framework for modeling and understanding uncertainty. These diverse applications highlight its versatility as a lens for studying complexity.

In this lecture, we explore stochastic dynamical systems, where randomness, noise, and ergodicity play a fundamental role in shaping characteristic behavior. We will see how probability theory not only explains uncertainty but also uncovers deep structural properties of dynamical systems.

About the speaker：

Xue-Mei Li is a professor of mathematics at Imperial College London and at Swiss Federal Institute of Technology Lausanne. Her research spans a wide range of topics, including stochastic differential equations, stochastic partial differential equations, stochastic processes on manifolds, and contemporary challenges in fluctuation problems, coarse curvatures, multi-scale equations, and non-Markovian dynamics with long-range correlations.