Apr 2013- Mar 2014

Math-Fi seminar on 12 Sep.

2013.09.06 Fri up
  • Date : 12 Sep. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker:  Jie Zhong (Ritsumeikan University)
  • Title: Wiener chaos expansion and SPDE: introduction
  • Abstract:  In this talk, we will introduce a new analytical method, Wiener chaos expansion, to study stochastic partial differential equations (SPDEs), by using the tools from infinite-dimensional analysis. As an analogue of the Fourier expansion, this method is to seek a solution in the form of a series with deterministic coefficients and stochastic basis. One important feature of this approach is that it provides convenient formulae to compute statistical moments of the solution and also establishes an effective algorithm in numerical computations.

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