Yu Gu, Department of Applied Mathematics and Physics, Columbia University

  • Starts: 4:00 pm on Thursday, October 17, 2013
  • Ends: 5:00 pm on Thursday, October 17, 2013
Title: Weak Convergence Approach to a Parabolic Equation with Large Random Potential. Abstract: Solutions to partial differential equations with highly oscillatory, large random potential have been shown to converge either to homogenized, deterministic limits or to stochastic limits depending on the statistical properties of the potential. We obtain the convergence rate in the homogenization setting. The derivations are based on a Feynman-Kac representation, an invariance principle for Brownian motion in random scenery, and a quantitative version of martingale CLT. Joint work with Guillaume Bal.
Location:
MCS 148

Back to Calendar