Parabolic SPDEs and Intermittency

D. Khoshnevisan

2014, v.20, №1, 45-80


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


Please log in or register to leave a comment

There are no comments yet