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Introduction to invariant measure and Unique ergodicity for SPDEs

Introductory Workshop: Randomness and long time dynamics in nonlinear evolution differential equations August 24, 2015 - August 28, 2015

August 24, 2015 (02:00 PM PDT - 03:00 PM PDT)

Speaker(s): Jonathan Mattingly (Duke University)
Location: MSRI: Simons Auditorium

Tags/Keywords

Markov transition kernel
Markov process
invariant ergodic measure
basic existence and uniqueness theorems

Primary Mathematics Subject Classification

Secondary Mathematics Subject Classification No Secondary AMS MSC

Video

14336

Abstract

I will begin by discussing invariant measures for finite dimensional Markov Processes. I will consider some classical conditions for existence and uniqueness in the finite dimensional setting. Then I will show how the situation becomes more complicated in the infinite dimensional setting of and SPDE. I will mainly concentrate on dissipative SDPEs. Time permitting I will discuss Malliavin calculus and some ideas of Hypo-ellipticity in infinite dimensions

Supplements

	Mattingly Notes 447 KB application/pdf	Download

Video/Audio Files

14336

H.264 Video	14336.mp4 246 MB video/mp4 rtsp://videos.msri.org/data/000/024/088/original/14336.mp4	Download

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