Department of Mathematics - Master Calendar

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Probability Seminar

Event Type
Seminar/Symposium
Sponsor
Department of Mathematics
Location
1043 in Sidney Lu Mechanical Engineering Building
Date
Jul 23, 2024   2:00 - 2:50 pm  
Speaker
Zhenyao Sun (Beijing Institute of Technology)
Contact
Renming Song
E-Mail
rsong@illinois.edu
Views
9
Originating Calendar
Probability Research Area Calendar

 Title: From stochastic heat equations to Arratia flow.

Abstract: Consider the 1-D stochastic heat equation with transport noise:

dvt = 1/2 ∆vtdt+αε(∇vt)dWtε,   t≥0,x∈R

and the 1-D stochastic heat equation with multiplicative conservative noise:

dut = 1/2 ∆utdt+αε ∇(utdWtε),   t≥0,x∈R.

Assume that Wtε = Wt∗ hε is the spatial convolution between the cylindrical Wiener process and a smooth compactly supported mollifier hε:=ε−1h(ε−1·). We show that when ε ↓ 0, the solutions (vtε)t≥0, and respectively (utε)t≥0, converge in distribution to the cumulative Arratia flow, and respectively, the massive Arratia flow when the noise strength αε is properly tuned. This is based on ongoing joint work with Xiaolong Zhang.


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