Stochastic Heat Equation and Colored Noise-Perturbation Analysis
Time: 2025-12-04
Published By: He Liu
Speaker(s): William Vickery(BICMR)
Time: 13:45-14:45 December 4, 2025
Venue: Room 77201, Jingchunyuan 78, BICMR
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.
