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)
- Geometric and topological methods of data analysis
- Jürgen Jost
- Friday, 13:30 - 15:00, MPI MiS A3 01
- Regularity theory for nonlinear, degenerate partial differential equations
- Benjamin Gess
- Monday, 16:15 - 17:45, MPI MiS A3 01
- The signature of iterated integrals: algebra, analysis and machine learning
- Joscha Diehl
- Thursday, 09.00-10.30, A3 02
- Geometric Variational Problems
- Ulrich Menne
- Monday & Friday, 9:15 - 10:45, Augusteum, Room 314
- The Calderón Problem
- Angkana Rüland
- Thursday, 13:15-14:45, Augusteum, Room 314
- Introduction to the KPZ Equation
- Scott Smith
- Monday, 10:30 - 12:30, MPI MiS A3 01
- Low-rank tensor approximation
- André Uschmajew
- Thursday, 11:00 - 12:30, MPI MiS G3 10
- Data: crush course
- Ivan P. Yamshchikov
- Friday, 12.00-13.30, A3 02
- Stochastic homogenization
- Felix Otto
- Wednesday, 09:15 - 11:00, MPI MiS A3 01
- Reading seminar on “J-holomorphic curves”
- Enno Keßler and Ruijun Wu
- Wednesday, 13:00 - 14:30, MPI MiS A3 01
- IMPRS-Ringvorlesung: Introduction to Nonlinear Algebra
- Bernd Sturmfels and Mateusz Michałek
- Tuesday, 10:00 - 12:00, MPI MiS G3 10