Stochastic partial differential equations

Head:
Benjamin Gess (Email, Homepage)

Phone:
+49 (0) 341 - 9959 - 954

Fax:
+49 (0) 341 - 9959 - 658

Address:
Inselstr. 22
04103 Leipzig

Winterterm 2019/2020

Introduction to stochastic thin film equations

Abstract

In this course, we consider equilibrium large deviations around invariant measures and the two-scale problem of fluctuations of stochastic systems for large times and small noise. The lecture will cover selected topics from large deviations theory for SDE and SPDE. We will start with a brief introduction to large deviations theory, recalling basic notions and results, so that no advanced previous knowledge is required.

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28.09.2021, 13:34