Stochastic Heat Equation and Colored Noise-Perturbation Analysis
发布时间：2025年12月04日
浏览次数：6
发布者: He Liu
主讲人： William Vickery（数学中心）
活动时间： 从 2025-12-04 13:45 到 14:45
场地： 北京国际数学研究中心，镜春园78号院（怀新园）77201室
We analyze the stochastic heat equation driven by colored noise. Colored noise has a fourier expansion where higher order terms are attenuated compared to white noise. We truncate the higher order terms of the fourier series, and we analyze the convergence of the solution.
