Introduction to the KPZ Equation

  • Lecturer: Scott Smith
  • Date: Monday 10:30 - 12:30
  • Room: MPI MiS, A3 01
  • Language: English
  • Target audience: MSc students, PhD students, Postdocs
  • Prerequisites: Analysis, Probability and PDE

Abstract:

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.

Regular Lectures (Summer 2018)

06.04.2018, 14:21