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


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)

15.10.2018, 13:51