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Davar Khoshnevisan : A macroscopic multifractal analysis of parabolic stochastic PDEs
We will show that the solutions to a large family of stochastic PDEs that behave as the linear heat equation develop large-scale space-time peaks on infinitely-many different scales. We formalize this assertion by appealing to the Barlow-Taylor theory of macroscopic fractals. We will also present some earlier work on fixed-time results for comparison purposes. This talk is based on a paper and a work in progress with Kunwoo Kim (Technion) and Yimin Xiao (Michigan State University).
- Category: Probability
- Duration: 01:34:48
- Date: February 11, 2016 at 4:25 PM
- Views: 123
- Tags: seminar, Probability Seminar
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