Oberseminar
Dienstag, 19.06.2012 11:00 Uhr
Analysis and numerics for SPDEs with multiple scales
Dr. Greg Pavliotis, Imperial College, London
In this talk we will present analytical and numerical techniques for studying stochastic partial
differential equations with multiple scales. After showing a rigorous homogenization theorem
for SPDEs with quadratic nonlinearities, we present a numerical method for solving efficiently
SPDEs with multiple scales. We then apply these analytical and numerical techniques to the
stochastic Kuramoto-Shivashinsky equation for which we show that noise induced intermittent
behavior and noise induced stabilization of solutions can occur. Finally, we show how ideas
from parameter estimation for diffusion processes can be used in order to obtain low
dimensional coarse-grained models from time series of the SPDE (projected onto the dominant
modes). This is joint work with D. Blomker and M. Hairer (analysis), A. Abdulle (numerical
analysis), M. Pradas Gene, D. Tseluiko, S. Kalliadasis, D.T. Papageorgiou (stochastic
Kuramoto-Shivashinsky equation), S. Krmuscheid, S. Kalliadasis (data-driven derivation of
coarse-grained models).
Zeit: 11:00 Uhr
Ort: SG 11, Seminargebäude, RWTH Aachen, Wüllnerstraße 5b, 52062 Aachen