Mathematics Colloquium

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Taming Diverging Stochastic PDEs

Speaker: Martin Hairer, The University of Warwick

Location: Warren Weaver Hall 1302

Date: Monday, April 7, 2014, 3:45 p.m.

Synopsis:

Several very natural classes of nonlinear stochastic partial differential equations are ill-posed when considered in a “naïve” way. Very recently, a general theory was developed, allowing to tame these divergencies by compensating them with suitable counterterms, in a way reminiscent of the renormalisation procedures known from quantum field theory. I will give an overview of some of the main results obtained so far, as well as a glimpse into the techniques of proof.