Room 505, Cosmology Building, National Taiwan University + Cisco WebEx, Physical+Online Seminar
(實體+線上演講 台灣大學次震宇宙館505研討室+ Cisco WebEx)
Rough Path and Rough Stochastic PDEs
Ming-Wei Kuo (Michigan State University)
Abstract
One of the main difficulties in solving stochastic partial differential equations (SPDEs) is the poor regularity of their solutions, which prevents the direct application of classical PDE techniques. However, rough path theory offers a way to solve this issue under suitable conditions. In this talk, I will introduce what rough path integration is and explain how it solves SPDEs in Martin Hairer's work. I will then introduce how this technique can be combined with the Littlewood-Paley theory to tackle our specific problem.
Meeting number (access code): 2512 315 3522
Meeting password: 7jyM9aAiyn3
Organizers: Jhih-Huang Li (NTU), Wai Kit Lam (NTU)