SDEs and PDEs: an approach via Semigroups and Invariant Measures

SDEs and PDEs: an approach via Semigroups and Invariant Measures

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강연자 이해성
소속 국립금오공과대학교

In this talk, we explore Stochastic Differential Equations (SDEs) and Partial Differential Equations (PDEs) with rough coefficients, focusing on the interplay between analysis and stochastic analysis. Starting from the Ornstein-Uhlenbeck process as a key example, we investigate the role of semigroups and invariant measures in general time-homogeneous Itô-SDEs. Furthermore, based on general second-order partial differential operators, we develop an analytic framework for constructing (infinitesimally) invariant measures and regularized semigroups. This enables us to construct solutions to the corresponding SDEs with a potential candidate for an invariant measure, or even with prescribed invariant measure. The presented approach naturally extends to more challenging situations. For instance, it applies to the study of degenerate SDEs, which illustrates the fundamental role of semigroups and invariant measures in both SDEs and PDEs.

Threefold hypersurfaces with zero defect

강연자 : 홍규식 | 소속 : 전주대학교
In commutative algebra, a unique factorization domain, or simply UFD, is a commutative ring in which every element can be uniquely written as a product of prime elements, analogous to the fundamental theorem of arithmetic for the integers. UFDs are sometimes called factorial rings, following the terminology of Bourbaki. Most rings familiar from elementary mathematics are UFDs: the integers, the polynomial rings over a field, the formal power series ring over a field, the ring of functions in a fixed number of complex variables holomorphic at the origin etc. However, most factor rings of a polynomial ring are not UFDs. For a given commutative ring, it is an interesting question to decide weather it is UFD or not. Two questions above are of different natures. However, they are closely related through the topology of mildly singular algebraic threefolds. In mathematics, an affine algebraic variety is essentially a set of common zeroes of a set of polynomials. Similarly, a projective algebraic variety is a set of common zeroes of a set of homogeneous forms. Algebraic varieties are one of the central objects of study in classical and modern algebraic geometry. An affine algebraic variety is called factorial if its coordinate ring is UFD. For a projective algebraic variety, one can define the factoriality in a similar way. In most of cases, the factoriality of projective varieties can be expressed in terms of topological data and can be proved by using powerful tools of topology such as the Lefschetz theorem and the Poincare duality. Algebraic surfaces, i.e., algebraic varieties of complex dimension two, are usually not factorial. For most of complex projective threefolds, i.e., algebraic varieties of complex dimension three, the factoriality simply means that its topology is trivial outside of the cycles of real dimension three. For example, every smooth threefold hypersurface is factorial by the Lefschetz theorem and the Poincare duality. For threefolds with isolated singularities, we still can use the Lefschetz theorem, but the Poincare duality usually fails. For example, every smooth threefold hypersurface is factorial if and only if the Poincare duality does not fail for it. The factoriality of threefolds with isolated singularities has been considered by several authors for a long time. For a wide class of singular threefolds, the factoriality problem, introducing the concept of defect, was investigated by Clemens. He showed that the factoriality of many singular threefolds can be expressed in terms of the number of independent linear conditions that their singular points impose on the homogeneous forms of certain degree. We plan to investigate how the factoriality of singular threefolds depends on the number of singular points.