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SPD

Seminar

Random Periodic Solutions of Stochastic Partial Differential Equations

Zhao, H (Loughborough University)
Monday 10 September 2012, 16:00-16:50

Seminar Room 1, Newton Institute

Abstract

In this talk, I will present recent results in the study of random periodic solutions of the stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs). It has been well-known that SDEs and SPDEs can generate random dynamical systems. Random periodic solution is a natural extension of the notion of periodic solutions of deterministic dynamical systems to stochastic systems. Instead of using Poincare's classical geometric method, here we present an analytic approach using infinite horizon stochastic integral equations, and identify their solutions with random periodic solutions of SDEs and SPDEs.

Presentation

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