概率论系列报告(讨论班)—Effective reduction for some SPDEs
主 题: 概率论系列报告(讨论班)—Effective reduction for some SPDEs
报告人: 王伟 教授 (南京大学)
时 间: 2017-04-17 14:30-15:30
地 点: 理科1号楼1303
Abstract:Some effective reduction methods for SPDEs are reviewed in this report. First stochastic averaging is presented to reduce SPDEs with separated slow-fast time scales. Then random slow manifold reduction, which is related closely to the stochastic averaging reduction, is introduced. Last a diffusion approximation method is presented to reduce PDEs driven by highly oscillating random force.