Seminar in Numerical Analysis: Robert C. Dalang (EPFL)

Stochastic partial differential equations: examples and recent results

I will present an introduction to stochastic partial differential equations, with an emphasis on the stochastic heat and wave equations. These equations describe the motion of a medium subject to random excitation, which is usually taken to be Gaussian space-time white noise. This probabilistic object will be presented through several examples as well as defined mathematically. Some important questions and results obtained will also be discussed.

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