Parabolic SPDEs and Intermittency

D. Khoshnevisan

2014, v.20, №1, 45-80

ABSTRACT

This material is based on a 5-lecture course that was delivered in the 16th Brazilian Summer School of Probability during August of 2012 at Recife, Brazil. The topics covered include an introduction to the stochastic heat equation, Lyapunov exponents for the solution to the stochastic heat equation, the large-time displacement of very tall spikes/peaks of the solution, and remarks on the onset of chaos.

Keywords: stochastic partial differential equations,space-time whitenoise,stochastic heat equation,intermittency

COMMENTS

Please log in or register to leave a comment


There are no comments yet