Some topics in stochastic partial differential equations
主 题: Some topics in stochastic partial differential equations
报告人: Prof. FUNAKI Tadahisa （日本东京大学）
时 间: 2012-09-24 15:00-17:00
地 点: 理科一号楼1114
The study of stochastic partial differential equations (SPDEs) covers an extensive area. My lecture will be restricted to some topics with which I myself was concerned. In the first lecture, after mentioning some examples of SPDEs, a brief introduction to the Brownian motions, martingales and stochastic integrals will be given in an infinite dimensional setting. Regularity property of solutions of the SPDEs of parabolic type with additive noises will be discussed. The second lecture will concentrate on a specific problem of the sharp interface limit for the reaction-diffusion equations with noises. The references for this part are papers appeared in PTRF, 102 (1995) and Acta Math. Sinica, 15 (1999). If time permits, I will touch some other topics like the hydrodynamic limit for time-dependent conservative Ginzburg-Landau equation or KPZ equation for the growing interfaces with fluctuations.
