Working Group: Stochastic PDEs

Logistical Information

Organizers Yu Gu, Gautam Iyer, Noel Walkington
Location Usually Tuesdays 2:30PM in WEH 7218.
Current Schedule www.math/CNA/cnawgroups.php
Mailing List lists.andrew/mailman/listinfo/spde-wg
Semester Spring, 2018

Topics

  • Gautam, Yu, Dima, Xi: The basics about the stochastic heat equation (Chapters 1–5 of Khoshnevisan). (See also Dalang, Khoshnevisan, et. al.)

  • Noel: Discretization schemes.

  • Catalin, Ming: (Tentatively) Stochastically forced PDEs and invariant measures

  • Open to suggestions (Regularity structures, etc.?)

Schedule

  • Gautam Iyer (1/30–2/6): Weiner Integrals. (Chapters 1 & 2 of Khoshnevisan).
  • Yu Gu (2/13–2/27): Linear heat equation (Chapter 3 of Khoshnevisan)
  • Dimitry Kramkov (3/6–3/27): Walsh–Dalang integrals (Chapter 4 of Khoshnevisan). No meeting on 3/13 (CMU spring break)
  • Ryan Xu 4/3–4/10: A nonlinear heat equation (Chapter 5 of Khoshnevisan).