【开课说明】

   课程日期：2022年11月01/03/08/10日

   授课时间：18:30 - 21:30

   课时数：4 课时/天，共16课时

   ZOOMID：885 517 8417   密码：whu2022

   点击此处进入线上课程

   授课老师：张土生 教授   中国科学技术大学

   主办单位：国家天元数学中部中心、武汉大学数学与统计学院

   欢迎参加课程交流学习！联系人：杨老师 电话：027-68788932   Email:  tmcc@whu.edu.cn

【Abstract】

　Stochastic partial differential equations (SPDEs) is an area in the field of stochastic analysis and at the crossing of stochastic processes and partial differential equations (PDEs). Stochastic partial differential equations have a great variety of applications-giving rise to many different models and approaches, leading to numerous special questions. The source of the noise modeled by the random terms in SPDEs includes physical noise (such as thermal noise); modeling uncertainty in coefficients of a deterministic system; random environment etc. The motivations for study of these objects also come from their wide applications in physics, chemistry, biology, economics and finance.

　This short course intends to introduce the essentials of stochastic partial differential equations and present some of the recent works the author did with his co-authors. The course aims for graduate and advanced undergraduate students who have some knowledge of stochastic analysis. The course consists of four parts.

　Part I: A brief introduction of infinite dimensional Brownian motion and associated stochastic integral

　Part II. Stochastic evolution equation: the semigroup approach, mild solutions

　Part III: Stochastic partial differential equations: the variational approach

　Part IV: Stochastic reaction diffusion equations driven by space-time white noise