Stochastic Dynamics out of Equilibrium
April 3 – 7, 2017

The trimester at IHP is scheduled from April 3 to July 7, 2017. The pre-school at CIRM, scheduled from April 3 to April 7, 2017, aims at introducing the main themes of the trimester to its young participants, namely PhD students and post-doctoral fellows.

Themes of the IHP trimester
In statistical mechanics, it is common practice to use models of large interacting assemblies governed by stochastic dynamics. In this context « equilibrium » is understood as stochastically (time) reversible dynamics with respect to a prescribed Gibbs measure.

The IHP trimester « Stochastic Dynamics Out of Equilibrium » will focus on the « out of equilibrium » aspect. Non-reversible dynamics have features which cannot occur at equilibrium and for which novel methods have to be developed.
In the recent years there have been important advances in the three domains relevant to this trimester:

(i) Transport in non-equilibrium statistical mechanics
(ii) Towards more efficient simulation methods
(iii) Life sciences
and this has led to challenging open questions.

The trimester at IHP aims at bringing together an audience coming from all the involved domains, to explore these new directions: physicists, mathematicians from various domains, computer scientists, as well as researchers working at the interface between biology, physics and mathematics.

Pre-school at CIRM
Since our goal during the trimester is to gather a mixed audience, it is important to offer various training opportunities for students and young researchers. The pre-school at CIRM will perfectly fit this goal, at the beginning of the trimester.

We propose the following introductory courses on the general themes of the trimester:
(i) An introduction to stochastic dynamics and interacting particle systems
(ii) An introduction to statistical mechanics
(iii) Numerical integration of stochastic dynamics of Langevin type
(iv) An introduction to kinetic and stochastic models in life sciences.

Each course will last 6 hours.


Stochastic mean-field dynamics and applications to life sciences  (pdf)  

Collective dynamics in life sciences, Mini-cours 4, Part. 2   
(lecture 1)  (lecture 2)  (lecture 3)

  • Claudio Landim (Université de Rouen Normandie & IMPA Rio de Janeiro)

Hydrodynamic limit of Interacting particle systems, Cours 1   (pdf)

Molecular and Particle Dynamics Simulation  (pdf)

Steady states and long range correlations in driven systems, Cours 2, Part. 2   (pdf)

Fluctuations in Stochastic Interacting Particle Systems  (pdf)

Scientific Committee

Bernard Derrida (Université Pierre et Marie Curie)
Jonathan Mattingly (
Duke University)
Benoît Perthame (Université Pierre et Marie Curie)
Errico Presutti (Gran Sasso Science Institute)
S.R. Srinivasa Varadhan (Courant Institute, NYU)

Organizing Committee

Giambattista Giacomin (Université Paris Diderot)
Stefano Olla (Université Paris Dauphine)
Ellen Saada (Université Paris Descartes)
Herbert Spohn (Technische Universität München)

Gabriel Stoltz (Ecole des Ponts & Inria Rocquencourt)


Ergodicity of a system of interacting random walks with asymmetric interaction

Spectral theory for random Poincaré maps

Minimal cost for the macroscopic motion of an interface

(University of Padova) and Daniele Tovazzi (University of Padova)
Rhythmic behavior in a two-population mean field Ising model

Synchronisation and Chaos in Stochastic Hopf Bifurcation

Interacting stochastic processes with competing local/global reinforcement schemes

Analysis of entropy production rates for linear SDEs

Stable and accurate schemes for Langevin dynamics with general kinetic energies

Modelling of Driven Stochastic Transport Problems using out of equilibrium systems