Seminar
| Parent Program: | |
|---|---|
| Location: | SLMath: Eisenbud Auditorium, Online/Virtual |
Keywords and Mathematics Subject Classification (MSC)
Primary Mathematics Subject Classification
No Primary AMS MSC
Secondary Mathematics Subject Classification
No Secondary AMS MSC
Weak and strong well-posedness for SPDEs with singular drifts
We consider the stochastic heat equation with distributional drift
$$
d_t u _t = \Delta u + b(u) + \xi,
$$
where $\xi$ is space-time white noise and $b$ is a Schwartz distribution. We show how the stochastic sewing of Lê and the generalized couplings of Hairer and Mattingly can be used to establish well-posedness of this equation. If time permits, we discuss how similar ideas can be applied to prove well-posedness of stochastic wave equations with irregular drift and to obtain small-mass limits (Kramers–Smoluchowski approximation).