Videos

Introduction to Stochastic Partial Differential Equations, III

Presenter
August 25, 2015
Keywords:
  • SPDEs involving white noise
  • Burger's equation
  • reaction-diffusion equation
  • Wick product
  • Fokker-Planck
  • global existence and uniqueness results
MSC:
  • 35Q84
  • 37L40
  • 37Lxx
  • 35K57
  • 60H40
  • 60Hxx
  • 60-XX
Abstract
SPDEs with white noise. I will focus on the stochastic Burgers and reaction-diffusion equations which will be first solved with spatially smooth noise and then with space time white noise. The case of the reaction-diffusion equation in dimension 2 is already not so obvious since the solutions are not expected to be function valued processes. The case of dimension 3 is much more difficult and has been solved only recently by Martin Hairer. I will not explain in details his theory on regularity structure, this would take too much time. However, I will explain why the problem is so difficult and give few hints on this difficult theory. No prerequisite on stochastic calculus is expected from the audience.
Supplementary Materials