Introduction to Stochastic Partial Differential Equations
Introductory Workshop: Randomness and long time dynamics in nonlinear evolution differential equations August 24, 2015 - August 28, 2015
Location: MSRI: Simons Auditorium
SPDEs involving white noise
global existence and uniqueness results
SPDEs with white noise. I will focus on the stochastic Burgers and reaction-diffusion equations which will be first solved with spatially smooth noise and then with space time white noise. The case of the reaction-diffusion equation in dimension 2 is already not so obvious since the solutions are not expected to be function valued processes. The case of dimension 3 is much more difficult and has been solved only recently by Martin Hairer. I will not explain in details his theory on regularity structure, this would take too much time. However, I will explain why the problem is so difficult and give few hints on this difficult theory. No prerequisite on stochastic calculus is expected from the audience.
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