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Random Explorations
Langevin dynamics for non-intersecting curves
Xuan Wu, University of Illinois at Urbana-Champaign (UIUC)
Friday, July 10, 2026
Abstract: In this talk I will introduce the Langevin dynamics associated with Dyson Brownian motion and Dyson Brownian bridges. The main object is a singular system of SPDEs, the multilayer reflected stochastic heat equation (RSHE). It is the canonical infinite-dimensional Langevin dynamics whose invariant measures are laws of Dyson Brownian motion and Dyson Brownian bridges. The construction is motivated by Glauber dynamics for lozenge tilings. We show that, under a suitable scaling, the stationary Glauber dynamics converge to the multilayer RSHE. This is joint work with Pei-Ken Hung and Li-Cheng Tsai.