Asymptotic problems for stochastic processes and differential equations
- đ¤ Speaker: Professor Mark Freidlin (Maryland)
- đ Date & Time: Tuesday 29 April 2008, 17:00 - 18:00
- đ Venue: Wolfson Room (MR 2) Centre for Mathematical Sciences, Wilberforce Road, Cambridge
Abstract
I will consider a number of asymptotic problems for differential equations, ordinary and partial, which can be solved by the direct probabilistic analysis of stochastic processes related to these equations. In particular, I will speak on old and new results for PDEs with a small parameter in higher derivatives and corresponding processes, on classical averaging principle for ordinary differential equations when the first integral (Hamiltonian) has many wells, on reaction-advection in incompressible 3D-flow which is close to a planar motion.
Series This talk is part of the Kuwait Foundation Lectures series.
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Professor Mark Freidlin (Maryland)
Tuesday 29 April 2008, 17:00-18:00