Mini Course on Stochastic PDEs and renormalisation by Prof. Martin Hairer

 Mini Course on Stochastic PDEs and renormalisation

by Prof. Martin Hairer

Lecture 1:  Stochastic PDEs and renormalisation  (I),

                Monday,  November 30,  2:00-2:50 pm, Benedum Hall G29

Lecture 2:  Stochastic PDEs and renormalisation (II),

                Tuesday,  December 1,  1:00-1:50 pm, Thackeray Hall 704

Lecture 3: Stochastic PDEs and renormalisation (III),

                Thursday, December 3,  1:00-1:50 pm, Thackeray Hall 704


Abstract: Certain stochastic PDEs arising naturally in theoretical physics are classically considered to be severely ill-posed. As a matter of fact, besides the question of existence and uniqueness of solutions, it is not even clear in this case what the concept of a "solution" even means! The recently developed theory of regularity structures allows to answer this question in a way which is both mathematically unambiguous and physically meaningful. In this lecture series, we will give an overview of some of the main features of the theory with an emphasis on the notion of "renormalisation" in this context. Along the way, we will encounter a number of nice analytical objects, probabilistic bounds, and algebraic structures.


Martin Hairer is an Austrian mathematician working in the field of stochastic analysis, in particular stochastic partial differential equations. He is Regius Professor of Mathematics at the University of Warwick and a Fellow of the Royal Society of UK. He was awarded the Fields Medal in 2014.

November 30, 2015 - 2:00pm to December 3, 2015 - 1:00pm