Date
Thu, 31 Jan 2019
12:00
Location
L4
Speaker
Benjamin Fehrman
Organisation
University of Oxford

In this talk, which is based on joint work with Benjamin Gess, I will describe a pathwise well-posedness theory for stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. Such equations arise in the theory of mean field games, as an approximation to the Dean–Kawasaki equation in fluctuating hydrodynamics, to describe the fluctuating hydrodynamics of a zero range process, and as a model for the evolution of a thin film in the regime of negligible surface tension.  Our methods are motivated by the theory of stochastic viscosity solutions, which are applied after passing to the equation’s kinetic formulation, for which the noise enters linearly and can be inverted using the theory of rough paths.  I will also mention the application of these methods to nonlinear diffusion equations with linear, multiplicative noise.

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