Mini Course: Brownian motion from a PDE point of view

The Graduate School presents another mini-course, this time on Brownian motion from a PDE point of view.

Presented by Prof. Nicolas Dirr from Cardiff University.

Prof Dirr is interested in nonlinear Partial Differential Equations with stochastic coefficients and related scaling limits, in particular as mathematical models for phase transition and nucleation (often evolution equations for interface motion), and (stochastic) homogenisation of such equations and their relation to interacting particle systems and models for the brain.

It is aimed at graduate students from mathematics and natural sciences. The set-up will be rigorous but proofs will largely be omitted, so measure theory is NOT required.
The aim will be to establish existence of solutions to stochastic ordinary differential equations and the relation with Dirichlet and Neumann problems for linear differential operators.

Session 1: July 15th , 10:00 to 12:00 (morning)

Session 2: July 22nd , 10:00 – 12:00 (morning)

Lab 4 room F01