Stochastic partial differential equations

Friday, January 11, 2013 - 2:00pm - 5:00pm
In these two lectures, I will give a introduction to a few dissipative
stochastic partial differential equations including existence and
uniqueness of solutions. I try to emphasis what is different
phenomenologically between SODEs (Stochastic Ordinary Differential
Equations) and SPDEs (Stochastic Partial Differential Equations) when
viewed as stochastic processes. These talks will build on the lectures
given by Thomas Wanner in the morning.
Tuesday, January 15, 2013 - 10:15am - 11:05am
Raul Tempone (King Abdullah University of Science & Technology)
Partial Differential Equations with stochastic coefficients are a suitable tool to describe systems whose parameters are not completely determined, either because of measurement errors or intrinsic lack of knowledge on the system.
Thursday, March 14, 2013 - 11:30am - 12:00pm
Roger Temam (Indiana University)
We briefly discuss the relevance of some stochastic models in climate, and present a survey of the current mathematical theory of the stochastic primitive equations in the context of stochastic partial differential equations. Based on joint work with Arnaud Debussche, Nathan Glatt-Holtz,and Mohamed Ziane.
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