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di Matematica

Better if Random!
An introduction to the regularization by noise

Speaker:
Lorenzo Marino (Université Paris-Saclay)
Data e ora:
24 Aprile 2020, 16:00
Link al video:
VIDEO
Abstract:

Different models in Physics, especially from fluido-dynamics, are represented by deterministic differential equations that appear to be ill-posed, lacking for example of uniqueness, even if their physical evidence suggests that they should not. The regularization by noise approach tries to solve this problem considering the equations with an additional, “suitable” random noise that, in some cases, may restore the well-posedness of the equation. In the talk, we will explain this phenomenon and​ how it works through two archetypal examples: the Peano equation (ODE) and the transport equation (PDE).

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Video