SPDEs with white noise. I will focus on the stochastic Burgers and reaction-diffusion equations which will be first solved with spatially smooth noise and then with space time white noise. The case of the reaction-diffusion equation in dimension 2 is already not so obvious since the solutions are not expected to be function valued processes. The case of dimension 3 is much more difficult and has been solved only recently by Martin Hairer. I will not explain in details his theory on regularity structure, this would take too much time. However, I will explain why the problem is so difficult and give few hints on this difficult theory. No prerequisite on stochastic calculus is expected from the audience.

Please report video problems to itsupport@msri.org.

See more of our Streaming videos on our main VMath Videos page.