Introduction to the KPZ Equation

In this course, we will compare and contrast traditional techniques in stochastic PDE with more recent pathwise methodologies. Namely, the first part of the course will focus on the Bertini/Giacomin derivation of the KPZ equation from the fluctuations of an interacting particle system, where the solution is viewed as a Cole/Hopf transform of a linear, multiplicative stochastic heat equation.

The second part of the course will be devoted to a more direct, pathwise interpretation of the solution, working within the philosophy of rough paths and regularity structures.

Date and time info
Monday 10:30 - 12:30

Prerequisites
Analysis, Probability and PDE

Audience
MSc students, PhD students, Postdocs

Language
English