Events
DMS Stochastic Analysis Seminar |
Time: Nov 08, 2022 (02:30 PM) |
Location: 356 Parker Hall |
Details:
Speaker: Jingyu Huang, University of Birmingham, UK Title: Fourier transform method in stochastic differential equation (SPDE) Abstract: We consider the Fourier transform method in stochastic heat equation on \(\mathbb{R}^d\) We study the existence and uniqueness of the solution under Fourier mode. Then we apply the similar approach to the turbulent transport of a passive scalar quantity in a stratified, 2-D random velocity field. It is described by the stochastic partial differential equation |