SM

Event

Hao Shen, Columbia University

Tuesday, January 10, 2017 15:00to16:00
Burnside Hall BURN 719A, 805 rue Sherbrooke Ouest, Montreal, QC, H3A 0B9, CA

TITLE:Singular Stochastic Partial Differential Equations - How do they arise and what do they mean?

Abstract: Systems with random fluctuations are ubiquitous in the real world. Stochastic PDEs are default models for these random systems, just as PDEs are default models for deterministic systems. However, a large class of such stochastic PDEs were poorly understood until very recently: the presence of very singular random forcing as well as nonlinearities render it challenging to interpret what one even means by a “solution”. The recent breakthroughs by M. Hairer, M. Gubinelli and other researchers including the speaker not only established solution theories for these singular SPDEs, but also led to an explosion of new questions. These include scaling limits of random microscopic models, development of numerical schemes, ergodicity of random dynamical systems and a new approach to quantum field theory. In this talk we will discuss the main ideas of the recent solution theories of singular SPDEs, and how these SPDEs arise as limits of various important physical models.

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