Is there an applied side to rough PDEs?
Introductory Workshop: Kinetic Theory & Stochastic Partial Differential Equations August 25, 2025 - August 29, 2025
Location: SLMath: Eisenbud Auditorium, Online/Virtual
Primary Mathematics Subject Classification
No Primary AMS MSC
Secondary Mathematics Subject Classification
No Secondary AMS MSC
Is there an applied side to rough PDEs?
In recent years rough paths theory has taken a very applied turn, primarily focusing on data analysis and machine learning. To the best of my knowledge, one cannot see (yet) this strong trend in rough PDEs or regularity structures. In this talk I will thus explore some avenues for the application of rough PDEs in various contexts. (Time permitting) I will cover control, finance, identification, and numerics for PDEs, reinforcement learning, and image processing. I will try to provide a broad picture, without entering in technical details.
Is there an applied side to rough PDEs?
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