EVENT DETAILS AND ABSTRACT

Title: Homogenization of stochastic Hamilton-Jacobi equations
Speaker: Professor Elena Kosygina
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Abstract:

I shall briefly recall the classical results of P. L. Lions, G. Papanicolaou, S. R. S. Varadhan on homogenization of Hamilton-Jacobi equations with periodic Hamiltonian and also the results of F. Rezakhanlou and J. E. Tarver and P.Souganidis on the homogenization of stochastic Hamilton-Jacobi equations. Next I plan to consider a viscous version of the stochastic Hamilton-Jacobi equation and explain the connection between a special case of such a homogenization problem and large deviations for the quenched Brownian motion among Poissonian obstacles (A. Sznitman).