Junior PDE and Probability Seminar Homepage

Description

This seminar is designed to be a 'junior' seminar aimed to expose people to a broad variety of topics related to PDE and Probability (preferably both). The topics should usually be something fundamental, not necessarily related to the speakers research area, and understandable to graduate students. The seminar will probably consist of many one/two month long independent segments, so people can attend each independently.

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Schedule

Fall quarter (Mondays, 3:00--4:00 in 380-D).
  1. Oct 20--Oct 27, Jim Nolen: Viscosity solutions. (References)
  2. Nov 03--Nov 17, Jim Nolen: Homogenisation of HJB (from Evans).
Winter quarter (Wednesdays, 12:00--1:00 in 380-F)
Jan 21 Leo Tzou Introduction to mass transport problems
Jan 28 Aaron Smith Some examples from Villani's other book (continuation of Mass transport problems).
Feb 4--Feb 18 Jason Miller Introduction to Schramm-Loewner equation
Feb 25--Mar 4 TBA TBA

Future topics for consideration (in no particular order)

  1. Homogenisation. (Deterministic version (e.g. Evans), possibly followed by a stochastic version (e.g. from Souganidis)
  2. A martingale approach to minimal surfaces by Rob Neel.
  3. Random media (Lenya will suggest an introductory paper).
  4. Fefferman's probabilistic proof of the duality of H1 and BMO
  5. Some introductory SPDE's
  6. Free boundary problems (Antonie)
  7. Mass transport problems (Leo)
This web page is maintained by Gautam Iyer .

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Last Modified: Wed 18 Feb 2009 02:10:00 PM PST