Applied Math Seminar | Nicolas Perkowski, Pathwise Analysis of Stochastic PDEs

Thursday, July 18, 2019 2:30 pm - 2:30 pm EDT (GMT -04:00)

M3 3103

Speaker

Nicolas Perkowski | Humboldt University of Berlin, Germany 

Title

Pathwise Analysis of Stochastic PDEs

Abstract

In some areas of mathematical physics such as infinite-dimensional Langevin dynamics or dynamics near criticality one encounters so called “singular stochastic PDEs”, a class of equations that are ill posed due to resonances which may arise from the interplay of irregular noise and nonlinearities. Recent years saw a number of mathematical developments at the interface of analysis and probability that allow us to solve and study such equations for the first time. In my talk I will motivate the appearance of some singular SPDEs, present the main ideas of our new solution theories, and discuss some recent developments in the field.