Introduction to invariant measure and Unique ergodicity for SPDEs
Introductory Workshop: Randomness and long time dynamics in nonlinear evolution differential equations August 24, 2015 - August 28, 2015
Location: SLMath: Eisenbud Auditorium
Tags/Keywords
Markov transition kernel
Markov process
invariant ergodic measure
basic existence and uniqueness theorems
14336
I will begin by discussing invariant measures for finite dimensional Markov Processes. I will consider some classical conditions for existence and uniqueness in the finite dimensional setting. Then I will show how the situation becomes more complicated in the infinite dimensional setting of and SPDE. I will mainly concentrate on dissipative SDPEs. Time permitting I will discuss Malliavin calculus and some ideas of Hypo-ellipticity in infinite dimensions
Mattingly Notes
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14336
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