Veranstaltungsarchiv

Seminar in Numerical Analysis: Robert C. Dalang

Robert C. Dalang, École Polythechnique Fédéral de Lausanne

Stochastic partial differential equations: examples and recent results

Abstract:

I will present an introduction to stochastic partial 
differential equations, with an emphasis on the stochastic heat and 
wave equations. These equations describe the motion of a medium 
subject to random excitation, which is usually taken to be Gaussian 
space-time white noise. This probabilistic object will be presented 
through several examples as well as defined mathematically. Some 
important questions and results obtained will also be discussed.

 

for further information about the seminar, please visit this webpage

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