Research Seminar in Probability

主講者: | 須上苑博士(中研院數學所) |

講題: | On the stochastic heat equations |

時間: | 2012-02-06 (Mon.) 14:10 - |

地點: | 數學所 722 研討室 (台大院區) |

Abstract: | There are two common approaches in stochastic partial differential equations (SPDE). One is to think of SPDE as a stochastic differential equation with values in a Hilbert space, the other one introduced by J. Walsh in 1986 is more probabilistic. Nowadays SPDE is the most important topic in probability. We consider the following stochastic heat equation: u_t=ku_xx+sigma(u)F, where sigma is globally Lipschitz continuous and F is a Gaussian noise. In this talk, we will discuss the moment estimations, mathematical intermittency and how do initial data, k and F effect the fluctuations. This is joint work with Daniel Conus, Matthew Joseph and Davar Khoshnevisan. |

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