Professor Martin Hairer is one of the world's foremost leaders in the field of stochastic partial differential equations in particular, and in stochastic analysis and stochastic dynamics in general. By bringing new ideas to the subject he made fundamental advances in many important directions such as the study of variants of Hormander's theorem, systematisation of the construction of Lyapunov functions for stochastic systems, development of a general theory of ergodicity for non-Markovian systems, multiscale analysis techniques, theory of homogenisation, theory of path sampling and, most recently, theory of rough paths and the newly introduced theory of regularity structures.
Weak universality of the KPZ equation
Time: August 7, Friday, at 10:00-12:00am
Location: Center for Mathematical Sciences, Room 1213(创新研究院恩明楼1213室)
Title: Weak universality of the KPZ equation
Abstract: The KPZ equation is a popular model of one-dimensional interface propagation. From heuristic consideration, it is expected to be "universal" in the sense that any "weakly asymmetric" or "weakly noisy" microscopic model of interface propagation should converge to it if one sends the asymmetry (resp. noise) to zero and simultaneously looks at the interface at a suitable large scale. The only microscopic models for which this has been proven so far all exhibit very particular that allow to perform a microscopic equivalent to the Cole-Hopf transform. The main bottleneck for generalizations to larger classes of models was that until recently it was not even clear what it actually means to solve the equation, other than via the Cole-Hopf transform. In this talk, we will see that there exists a rather large class of continuous models of interface propagation for which convergence to KPZ can be proven rigorously. The main tool for both the proof of convergence and the identification of the limit is the recently developed theory of regularity structures, but with an interesting twist.