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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

August 25, 2015 (02:00 PM PDT - 03:00 PM PDT)
Speaker(s): Jonathan Mattingly (Duke University)
Location: SLMath: Eisenbud Auditorium
Video

14340
Abstract

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
Supplements
24215?type=thumb Mattingly Notes 361 KB application/pdf Download
Video/Audio Files

14340

H.264 Video 14340.mp4 362 MB video/mp4 rtsp://videos.msri.org/data/000/024/094/original/14340.mp4 Download
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