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Extra Form
강연자 Michael Roeckner
소속 Bielefeld Univ./Purdue Univ.
date 2011-10-20
Fokker-Planck and Kolmogorov (backward) equations can be interpreted as linearisations of the underlying stochastic differential equations (SDE). It turns out that, in particular, on infinite dimensional spaces (i.e. for example if the SDE is a stochastic partial differential equation (SPDE) of evolutionary type), the Fokker-Planck equation is much better to analyze than the Kolmogorov (backward) equation. The reason is that the Fokker-Planck equation is a PDE for measures. Hence e.g. existence of solutions via compactness arguments is easier to show than for PDE on functions. On the other hand uniqueness appears to be much harder to prove.
In this talk we first give a quite elaborate introduction into the relations between S(P)DE, Fokker-Planck and Kolmogorov equations. Subsequently, we shall sketch a new method to prove uniqueness of solutions for Fokker-Planck equations.
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List of Articles
카테고리 제목 소속 강연자
수학강연회 A new view of Fokker-Planck equations in finite and Infinite dimensional spaces file Bielefeld Univ./Purdue Univ. Michael Roeckner
수학강연회 Counting circles in Apollonian circle packings and beyond file Brown Univ. 오희
수학강연회 Entropies on covers of compact manifolds file CNRS (France) François Ledrappier
수학강연회 Quantum Dynamics in the Mean-Field and Semiclassical Regime file Ecole Polytechnique Francoise Golse
수학강연회 Topological aspects in the theory of aperiodic solids and tiling spaces file Georgia Institute of Technology, School of Mathematics and School of Physics Jean V. Bellissard
수학강연회 Creation of concepts for prediction models and quantitative trading file Haafor 이승환
수학강연회 Convex and non-convex optimization methods in image processing file Hong Kong Baptist University Michael Ng
수학강연회 The phase retrieval problem file Hong Kong University of Science and Technology Yang Wang
수학강연회 Gromov-Witten-Floer theory and Lagrangian intersections in symplectic topology file IBS, 포항공과대학교 오용근
수학강연회 Contact instantons and entanglement of Legendrian links file IBS-CGP /POSTECH 오용근
수학강연회 The Mathematics of the Bose Gas and its Condensation file KAIST 이지운
수학강연회 Introduction to Non-Positively Curved Groups file KAIST 김상현
수학강연회 학부생을 위한 강연회: What is the algebraic number theory? file KAIST 구자경
수학강연회 Topology of configuration spaces on graphs file KAIST 고기형
수학강연회 Cloaking via Change of Variables file KAIST 임미경
수학강연회 Role of Computational Mathematics and Image Processing in Magnetic Resonance Electrical Impedance Tomography (MREIT) file KAIST 이창옥
수학강연회 학부생을 위한 강연회: Tipping Point Analysis and Influence Maximization in Social Networks file KAIST 정교민
수학강연회 Connectedness of a zero-level set as a geometric estimate for parabolic PDEs file KAIST 김용정
수학강연회 Normal form reduction for unconditional well-posedness of canonical dispersive equations file KAIST 권순식
수학강연회 Essential dimension of simple algebras file KAIST 백상훈
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