Conference abstracts

Plenary talk

July 10, 10:00 ~ 11:00

Stochastic PDEs and their approximations

Martin Hairer

University of Warwick, United Kingdom   -   martin@hairer.org

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.

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FoCM 2017, based on a nodethirtythree design.