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Brian Ewald


MATHEMATICS COLLOQUIUM

Speaker: Brian Ewald
Title: Forcing Partial Differential Equations with a Space-Time White Noise
Affiliation: Florida State University
Date: Friday, August 31, 2012
Place and Time: Room 101, Love Building, 3:35-4:30 pm
Refreshments: Room 204, Love Building, 3:00 pm

Abstract. Applying probabilistic methods to stochastically perturbed ordinary differential equations has become a well-developed area within the past half a century or so. However, stochastically perturbing partial differential equations has proven a tougher nut to crack. We will discuss some of the issues that arise in this context. Further, we will consider in more detail one possible approach to this problem. We will see how this approach can be applied to a heat equation perturbed by a space-time white noise to allow us to explicitly construct the solution in series form, and we will even be able to sum the series to find the stationary long-time distribution.