School of Mathematical Sciences, Shenzhen University  

Li Yuan Scholars Colloquium One Hundred Thirty-Fifth Session  

Lecture Title: From Micro to Macro: Probability Theory and Partial Differential Equations  

Speaker: Prof. Zhen-Qing Chen (University of Washington, USA)  

Date & Time: 4:00 PM – 5:00 PM, June 24, 2025  

Venue: Classroom No. 1, Convergence Stars Building, Yuehai Campus, Shenzhen University  

Abstract: A host of diverse phenomena, such as ecological systems, population dynamics, chemical reactions, super-conductivity, quantum dynamics and fluid dynamics, can be modelled by interacting particle systems. A principal theme in investigating these phenomena is to connect the microscopic mechanisms of the systems with the collective behaviors that emerge in the macroscopic scale under suitable space-time scaling. The mathematical theory for the connections is through the hydrodynamic limits (described by PDEs) and the fluctuation limits (described by stochastic PDEs). In this talk, I will present a brief survey and illustrate these fascinating connections through two concrete models: heat propagations in Euclidean space as well as in rooms, and the transports of positive and negative charges in solar cells.  

Biography:  

Zhen-Qing Chen, tenured Professor at the University of Washington (Seattle), earned his Ph.D. from Washington University in St. Louis. He is a Chang Jiang Scholar Lectureship Professor (Ministry of Education), Fellow of the Institute of Mathematical Statistics (2007), and Fellow of the American Mathematical Society (2014). In 2019, he received the Bernoulli Society’s Itô Prize. An internationally renowned probabilist, Prof. Chen has published over 200 papers in top-tier journals including Journal of the European Mathematical Society, Annals of Probability, and Probability Theory and Related Fields, and authored two monographs. Recognized as a Top 2% Global Scientist, he has served as Editor-in-Chief of Potential Analysis since 2016 and sits on editorial boards of multiple international mathematics journals.  

All faculty and students are welcome!  

School of Mathematical Sciences  

June 23, 2025