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Stochastic Analysis, Stochastic Partial Differential Equations and Applications to Fluid Dynamics and Particle Systems

seminar: Approximations of elliptic SPDEs in high dimensions

speaker: Marta Sanz-Solé (Facultat de Matemàtiques. Universitat de Barcelona)

abstract: We study a stochastic boundary value problem on $(0,1)^d$ of elliptic type in dimension $d\ge 4$, driven by a coloured noise. An approximation scheme based on a suitable discretization of the Laplacian on a lattice of $(0,1)^d$ is presented; we also give the rate of convergence to the original SPDE in $L^p(\Omega;L^{2}(D))$--norm, for some values of $p$.

timetable:
Thu 6 Apr, 9:00 - 9:40, Aula Dini
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