Chaos expansion and SPDEs.

Start: 11/27/2017 - 5:30pm
End  : 11/27/2017 - 6:30pm

Applied Math Seminar

Sergey Vladimir Lototsky (USC)


Chaos expansion is separation of random and deterministic components of the model and can be considered an analog of the classical Fourier method. For stochastic partial differential equations, chaos expansion leads to new analytical tools to study the equations and new algorithms to solve the equations numerical. Specific examples include construction of a solution for equations that do not satisfy classical parabolicity condition and mean-preserving renormalization of nonlinear equations.

Emmy Noether Rm, Millikan 1021, Pomona

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