[CvGmt News] avviso seminario di matematica prof. Arnaud Debussche (26.10.2016)

[Valeria Giuliani]

*SEMINARIO DI MATEMATICA*



Mercoledì 26 ottobre 2016

ore 14:30



*Scuola Normale Superiore*

Pisa

Aula Bianchi



*Arnaud Debussche*

(*Rennes University)*



terrà un seminario dal titolo:





*“**A new regularity result for the Kolmogorov *

*equation for SPDEs with multiplicative noise**”*



*Abstract:*

*In this talk we present a new regularity result on the solution of
the Kolmogorov equation *

*associated to a stochastic parabolic PDE of the type: *

*$$*

*du=(\partial_{xx} u + f(u))dt + \sigma(u) dW*

*$$*

*with boundary conditions and initial data. We prove a new estimate on
the second differential of the solution *

*of this Kolmogorov equation. This is crucial for the study of the
weak order of numerical scheme and we*

*apply this to a time discretization of the equation.*

*The main tool is a formula for the second differential which is
obtained thanks to Malliavin calculus.*

*This is a joint work with C.E. Bréhier.*





Tutti gli interessati sono invitati a partecipare.



Classe di Scienze Matematiche e Naturali




Valeria Giuliani
Scuola Normale Superiore
Servizio alla Didattica e Allievi
tel. 050 509260
Piazza dei Cavalieri, 7
56126 Pisa
E-mail: valeria.giuliani at sns.it
E-mail: classi at sns.it
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