Colloquium-How a deterministic life gets influenced by a bunch of stochastic shocks

Title:  How a deterministic life gets influenced by a bunch of stochastic shocks 

Speaker:  Speaker: Annie Millet (University Paris 1 Panthéon-Sorbonne)

Date and Time: Friday, May 5, 1:00–2:00pm

Place: Rome 204

Abstract: We will present some results on parabolic (heat-type) and hyperbolic (wave-type) nonlinear partial differential equations subject to a random perturbation. Such «noise» models the sum of infinitesimal shocks in the environment. Besides well-posedness, some properties of the solution will be discussed, such as discretization schemes, concentration of the distribution when the intensity of the noise approaches 0, and long time behavior.

Short bio: Annie Millet is currently a professor at the University Paris 1 Panthéon-Sorbonne. She graduated from Paris 6 under the supervision of Antoine Brunel and has held positions in the University of Poitiers, the Ohio State University, the University of Angers and in the University of Paris 10-Nanterre. Her research topics are mainly in infinite dimensional stochastic calculus. Besides being on research frontiers, she has also been elected Research Vice-President and head of the Scientific Council of the University at Paris 1 Panthéon-Sorbonne from 2012 to 2016.