Videos

Stochastic Partial Differential Equations Graduate Summer School, 1

Presenter
July 7, 2014
Keywords:
  • stochastic PDE
  • fluctuations
  • KPZ equation
  • random matrices
  • physical system applications
MSC:
  • 15B51
  • 15B52
  • 60H15
  • 60-XX
  • 60Hxx
  • 60H30
  • 60H25
Abstract
Stochastic Partial Differential Equations (SPDEs) serve as fundamental models of physical systems subject to random inputs, interactions or environments. It is a particular challenge to develop tools to construct solutions, prove robustness of approximation schemes, and study properties like ergodicity and fluctuation statistics for a wide variety of SPDEs. The purpose of this two week workshop is to educate graduate students on the state-of-the-art methods and results in SPDEs. The three courses which will be run simultaneously will highlight different (though related) aspects of this area including (1) Fluctuation theory of PDEs with random coefficients (2) Ergodic theory of SPDEs and (3) Exact solvability of SPDEs.