An Asymptotic Theory for Randomly-Forced Discrete Heat Equations

UA Huntsville Distinguished Lecture Series

Dr. Davar Khoshnevisan

Department of Mathematics
University of Utah

3:00 Friday, 5 March 2010
218 Shelby Center
Refreshments at 2:30

Abstract

Stochastic heat equations are a family of fundamental stochastic processes that arise in a variety of scientific settings. In this talk, I describe these equations in a completely-discrete setting, derive them from a simple particle picture, and say some things about their moments' Liapounov exponent[s], if and when a solution exists. This is joint work with M. Foondun.

Biographical Sketch

Dr. Davar Khoshnevisan is Professor of Mathematics at University of Utah. He has made significant contributions in random fields, stochastic differential equations, Levy processes and dimension estimation and geometric measure theory for high-dimensional data. Among his achievements, he was a winner of The 1998 Rollo Davidson Prize awarded by University of Cambridge, UK and he was an elected council member of Institute of Mathematical Statistics in 2009. He has published more than 80 research papers and 3 books. He will be a plenary speaker on the 34th Conference on Stochastic Processes and Their Application in 2010, one of the most important conferences in the field.