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High Dimensional Hamilton-Jacobi PDEs — Workshop IV: Stochastic Analysis Related to Hamilton-Jacobi PDEs

18th May 2020 - 22nd May 2020
Los Angeles, CA, United States
http://www.ipam.ucla.edu/programs/workshops/workshop-iv-stochastic-analysis-related-to-hamilton-jacobi-pdes/
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Abstract

In spite of its flexibility, computing nonlinear problems in random media is very expensive. Hence, in practice, it is needed to consider environments which are small random perturbations of periodic ones, and then to obtain some asymptotic expansion for the ergodic constants. Concrete examples of such phenomena that relate to Hamilton-Jacobi equations are large deviations, front propagation and random walks in random media. The latter strengthens the connection with probability.

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