Speaker: Dr. Gi-Ren Liu (Department of Mathematics, University of California, Davis, USA)
Title: Partial Differential Equations with Random Effects Abstract:
Given a time-dependent partial differential equation, the evolution of the solution is determined by its initial data. Due to errors caused by measurements, we cannot identify the one that will actually materialize in an experiment, which motivates us to model the initial data by random fields and analyze the distribution of the solution. In the first part of this talk, we will show how to use the spectral representation method, the Hermite expansion, and the multiple Wiener
integrals to classify the limiting distribution of the random solution field. We found that when the strength of long range dependence of the random initial data exceeds some threshold, the
rescaled solution will converge to a non-Gaussian field, otherwise we will get a central limit theorem for nonlocal functionals of random fields. In the second part of this talk, we will show how to use the turbulence models to formulate the random effects on Maxwell’s equations caused by the thermal fluctuation and apply the Fourier analysis and the Wiener integrals to analyzing the random electromagnetic fields and their scaling limits. The contents of this talk are contained in [1] and [2].
References
[1] Multi-scaling limits for relativistic diffusion equations with random initial data, Transactions of the American Mathematical Society (2014). (Co-author: N.-R. Shieh)
[2] Stochastic Wave Propagation in Maxwell’s Equations, Journal of Statistical Physics (2014).
Accepted and to appear.
Time: Mar. 9 (Mon.) 14:00 – 15:00
Venue: R202, Astro-Math Building (NTU Campus) Organizer: Jenn-Nan Wang (NTU)
For more information, please refer to http://www.cts.ntu.edu.tw/, or contact ac@ncts.ntu.edu.tw.
國家理論科學研究中心
