Large field problem for SPDEs by scaling

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Event details

Date 18.12.2024
Hour 16:0017:30
Speaker Ilya Chevyrev (TU Berlin and University of Edinburgh)
Location
Category Conferences - Seminars
Event Language English
In this talk, I will show a simple approach to deriving a priori bounds for coercive SPDEs based on scaling. The basic idea is that one first shows bounds for the equation with a small noise and then "rescales" the bounds back to a global scale. Although many equations that the approach can handle have been treated recently with other methods, the advantages of the approach by scaling is that it is quite simple and allows one to state a single result that simultaneously covers different equations, such as ODEs and parabolic PDEs. Based on work in progress with Massimiliano Gubinelli.

Practical information

  • Expert
  • Free

Contact

  • Martin Hairer

Tags

Probability and Stochastic Analysis Seminar

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