Metastable dynamics of Markov processes. Part 1/3.
Channel: Nils Berglund
Date: 20/12/2021

This is part 1 of a series of three lectures on metastable dynamics of Markov processes, given at the 2021 Winter School on Stochastic Dynamics of the International Research Training Group (IRTG) Bielefeld-Seoul: https://irtg.math.uni-bielefeld.de/winterschool2021

This lecture is mainly about a method to determine eigenvalues of Markov chains that are close to identity.

What is metastability? 0:00
Outline 6:55
Metastable Markov chains 7:54
Killed process and trace process 16:04
Good domains 32:51
Main idea 34:42
The Feynman-Kac formula 44:16
Main result 56:37

Video on supercooled water: https://youtu.be/fSPzMva9_CE
Video on Glauber dynamics: https://youtu.be/_vrtfDcjfxU
Video on molecular dynamics: https://youtu.be/z6duw2xm53c

Part 2/3: https://youtu.be/-dyKkwwdV70
Part 3/3: https://youtu.be/jZ8_QyYQFVg