Analysis and Probability Seminar

Title: Homogenization of stochastic Hamilton-Jacobi equations
Speaker: Professor Elena Kosygina
Speaker Info:
Brief Description:
Special Note:

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).

Date: Monday, May 06, 2002
Time: 4:10pm
Where: Lunt 105
Contact Person: Elton P. Hsu
Contact email: elton@math.northwestern.edu
Contact Phone: 847-491-8541
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