Oliver Club

Hao ShenWisconsin
Singular Stochastic PDEs: How do they arise and what do they mean?

Tuesday, November 29, 2022 - 4:00pm
Malott 532 (Lounge)

Systems with random fluctuations are ubiquitous in the real world. Stochastic PDEs are default models for these random systems, just as PDEs are default models for deterministic systems. However, a large class of such stochastic PDEs were poorly understood until recently: the presence of very singular random forcing as well as nonlinearities render it challenging to interpret what one even means by a ``solution". The recent breakthroughs by M. Hairer, M. Gubinelli and other researchers including the speaker not only established solution theories for these singular SPDEs, but also led to an explosion of new questions. These include scaling limits of random microscopic models, development of numerical schemes, ergodicity of random dynamical systems, stochastic homogenization, and new approaches to quantum field theory. In this talk we will discuss the main ideas of the recent solution theories of singular SPDEs, and how these SPDEs arise as limits of various important physical models.

Refreshments will be served at 3:30 PM.