Computational Analysis Seminar

Behrang Forgani

(Jacobs University)

"An introduction to stochastic partial differential equations."

Date: Tue, May 11, 2010
Time: 15:45
Place: Research I Seminar Room

Abstract: Stochastic partial differential equations (SPDEs) are those partial differential equation with additional random terms. SPDEs are crucial tools to describe models for complex phenomena which originally come from physics and engineering. Most of the time is hard to find solution for them. The goal of this report to introduce a small part of tools which are basic in SPDEs. In fact, we introduce Konderatiev spaces and their relation with Wick product. Then by using the Hermite transform we find solution for stochastic Poisson equation which is an example of SPDE.