Stochastic Partial Differential Equations II
This course is a continuation of my course in the last semester. We continue our discussion on the semilinear stochastic partial differential equations (SPDEs) of parabolic type. Then we discuss the quasilinear SPDEs, singular SPDEs and some applications of SPDEs.

讲师
日期
2024年02月27日 至 05月23日
位置
Weekday | Time | Venue | Online | ID | Password |
---|---|---|---|---|---|
周二,周四 | 09:50 - 11:25 | A3-3-301 | ZOOM 05 | 293 812 9202 | BIMSA |
修课要求
It is desirable that the audience has attended my course in the last semester. But I will try to briefly recall some fundamental concepts, terms, facts and tools in modern probability theory and stochastic analysis, and also some results in SPDEs explained in the last semester.
课程大纲
(1) Foundations of Probability Theory and Stochastic Analysis
We briefly recall some fundamental concepts, terms, facts and tools explained in the last semester.
(2) Stochastic Partial Differential Equations
We discuss semilinear and quasilinear SPDEs of parabolic type, singular SPDEs, KPZ (Kardar-Parisi-Zhang) equation, coupled KPZ equation, stochastic Allen-Cahn equation, time-dependent Ginzburg-Landau equation and others.
We briefly recall some fundamental concepts, terms, facts and tools explained in the last semester.
(2) Stochastic Partial Differential Equations
We discuss semilinear and quasilinear SPDEs of parabolic type, singular SPDEs, KPZ (Kardar-Parisi-Zhang) equation, coupled KPZ equation, stochastic Allen-Cahn equation, time-dependent Ginzburg-Landau equation and others.
参考资料
[1] J-F. Le Gall, Brownian Motion, Martingales, and Stochastic Calculus, Springer, 2013.
[2] I. Karatzas and S.E. Shreve: Brownian Motion and Stochastic Calculus, Springer, 1991.
[3] T. Funaki, Lectures on Random Interfaces (Chapters 3, 4, 5), SpringerBriefs, 2016.
[2] I. Karatzas and S.E. Shreve: Brownian Motion and Stochastic Calculus, Springer, 1991.
[3] T. Funaki, Lectures on Random Interfaces (Chapters 3, 4, 5), SpringerBriefs, 2016.
听众
Undergraduate
, Graduate
视频公开
不公开
笔记公开
不公开
语言
英文
讲师介绍
Funaki Tadahisa曾任东京大学教授,后任早稻田大学教授,2022年加入北京雁栖湖应用数学研究院任研究员。2007年获得日本数学会秋季奖,2022年国际数学家大会受邀报告人,曾担任日本数学会理事长。他的主要研究与统计物理学有关概率论,特别是相互作用系统和随机偏微分方程,而随着几个菲尔兹奖被授予这些领域,其重要性也在逐步增加。