[FRIAM] Random Evolutions

[Jon Zingale]

Some on this forum were friends with Reuben. I spent a chunk of the
afternoon reading some of his papers on random evolutions, a probabilistic
technique for solving partial differential equations. There appear to be a
number of interesting possibilities for connecting this work to the
diffusion-like weighted ensembles I have found recent interest in. In
particular, he proves some theorems suggesting how "a Newtonian particle
goes over to diffusion" in a manner that is suggestive of Langevin dynamics
passing from Hamiltonian regimes to Brownian. Did anyone here happen to
learn the technique from Reuben?
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