University of Cambridge > Talks.cam > Probability > Quasilinear SPDEs via rough paths

  Browse A-Z

Log in

University Account External (via Google)

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹ️ Information

Quasilinear SPDEs via rough paths

Download to your calendar using vCal

If you have a question about this talk, please contact Perla Sousi .

In this talk I will present a new approach to solve singular stochastic PDE which extends directly Gubinelli’s notion of controlled rough paths and is also closely related to Hairer’s theory of regularity structures. The approach is implemented for the variable-coefficient uniformly parabolic PDE

where is an irregular random distribution. The assumptions allow, for example, for an which is white in time and only mildly coloured in space.

The key result is a deterministic stability result (in the spirit of the Lyons-Itô map) for solutions of this equation with respect to but also the products and , with solving the constant-coefficient equation . On the stochastic side it is shown how these (renormalised) products can be constructed for a random .

This talk is based on joint work with F. Otto.

This talk is part of the Probability series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

Johnson Matthey Lecture Theatre, Department of Chemical Engineering & Biotechnology, Philippa Fawcett Drive, Cambridge CB3 0AS Practitioner Series 2023 Cripps Auditorium, Magdalene College

Other talks

Differences between Robin and Neumann eigenvalues A Unified Framework for Change of Measure Inequalities: Applications to Generalization, Memorization and Privacy Title to be confirmed Tea and Coffee Break The elephant in the room: Machine Learning directly into physical models Title to be confirmed
 

© 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity