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Date | Jun 21, 2024 |
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Speaker | 한정민 |

Dept. | University of Jyväskylä, Finland |

Room | 27-325 |

Time | 16:00-18:00 |

In this talk, we are concerned with game-theoretic approaches to several types of PDEs.

Probabilistic methodology has been used as a powerful tool to study PDEs in recent decades. It not only provides a different perspective to comprehend PDEs but also contributes to leading to new mathematical discoveries.

It is well-known about the association between the Laplacian and random walk processes. In this discussion, the mean value property of harmonic functions is a key property. We can also consider similar approaches to more general equations.

For nonlinear cases, 'tug-of-war' is a representative example in this respect, which is a discretized scheme for the normalized p-Laplace operator. Recently, game theoretic approaches have been actively studied for other nonlinear PDEs.

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