Probability Seminar
Thursday, February 11, 2016, 4:30pm, 119 Physics
Davar Khoshnevisan (University of Utah)
A macroscopic multifractal analysis of parabolic stochastic PDEs
Abstract:
We will show that the solutions to a large family of stochastic PDEs that behave as the linear heat equation develop large-scale space-time peaks on infinitely-many different scales. We formalize this assertion by appealing to the Barlow-Taylor theory of macroscopic fractals. We will also present some earlier work on fixed-time results for comparison purposes. This talk is based on a paper and a work in progress with Kunwoo Kim (Technion) and Yimin Xiao (Michigan State University). [video]

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