Partial differential equations such as heat equations have traditionally been our main tool to study physical systems. However, physical systems are affected by randomness (noise). Thus, stochastic partial differential equations have gained popularity as an alternative.
In this talk, we first consider what “noise” means mathematically and then consider stochastic heat equations perturbed by space-time white noise such as parabolic Anderson model and stochastic reaction-diffusion equations (e.g., KPP or Allen-Cahn equations). Those stochastic heat equations have similar properties as heat equations, but exhibit different behavior such as intermittency and dissipation, especially as time increases. We investigate in this talk how the long-time behaviors of the stochastic heat equations are different from heat equations.
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