Special course “Nonlinear and nonlocal problems for partial differential equations and their applications”

Special course “Nonlinear and nonlocal problems for partial differential equations and their applications”

2023
17 Feb - 10 Apr
Location
Scientific and Educational Center at MIAN, room 430 / Online
About the event

10-12 lectures at 18:00 every Friday from February 17

Speakers: PhD A. V. Dymov, Doctor of Science S. B. Kuksin

Title of the talk: Random dynamical systems

 

Annotation

The course is an introduction to the theory of random dynamical systems of the type to which differential equations with impulse random forces (known as “random kick forces”) lead. It will be explained that such systems are closely related to stochastic differential equations.

The main attention will be paid to the time-asymptotic properties of the trajectories of the systems. Namely, mixing criteria in such systems will be proved, it will be established that mixing entails the law of large numbers, and it will be discussed why mixing entails the central limit theorem. Most of the results will be obtained for systems in separable metric spaces, which will allow us to discuss the extension of the results to partial differential equations with random kick forces.

The course consists of 10-12 lectures. At the end of the course, an exam will be taken.

Additional information at the link

Location
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