July 10, 10:00 ~ 11:00
Stochastic PDEs and their approximations
University of Warwick, United Kingdom - email@example.com
Many stochastic partial differential equations that arise naturally from first principles by physical considerations are ill-posed in the sense that they involve formal expressions containing products of distributions. The theory of regularity structures sometimes allows to gives such equations a mathematical meaning, but it is not clear a priori how this should be interpreted from a computational point of view. We will address this question in a rather general framework.