You are cordially invited to the seminars organized by the Department of Mathematics.<\/p>\n
Speaker: Yuanyuan Pan (Syracuse University)<\/p>\n
\u201cThe stochastic damped wave equation and Anderson models\u201d<\/p>\n
Abstract: Stochastic Partial Differential Equations (SPDEs) represent a powerful and versatile mathematical framework that unifies two fundamental branches of mathematics: stochastic processes and partial differential equations. My works focus on the damped wave equation and Anderson models. Past works are:<\/p>\n
1-) Considering the damped wave equation with a Gaussian noise F where F is white in time and has a covariance function depending on spatial variables, we define a weakly self-avoiding polymer with intrinsic length J associated to this SPDE. The main result is that the polymer has an effective radius of approximately J^{5\/3}.\r\n\r\n 2-) Considering the Anderson Hamiltonian (AH) and the parabolic Anderson model (PAM) with white noise and Dirichlet boundary condition on a bounded planar domain D. We compute the small time asymptotics of the AH's exponential trace up to order O(logt), and of the PAM's mass up to order O(tlogt).\r\n<\/code><\/pre>\nDate: December 15, Monday
\nTime: 18:00 PM (Ankara)
\nPlace: Zoom<\/p>\n
To request the event link, please send a message to gokhan.yildirim@bilkent.edu.tr<\/p>\n","protected":false},"excerpt":{"rendered":"
You are cordially invited to the seminars organized by the Department of Mathematics. Speaker: Yuanyuan Pan (Syracuse University) \u201cThe stochastic damped wave equation and Anderson models\u201d Abstract: Stochastic Partial Differential Equations (SPDEs) represent a powerful and versatile mathematical framework that unifies two fundamental branches of mathematics: stochastic processes and partial [\u2026] <\/p>\n