Séminaire du CERAMATHS - DMATHS : exposé d'Eya Zougar

Le séminaire du département de mathématiques du CERAMATHS accueillera à 13h30 Eya Zougar (CERAMATHS - DMATHS), jeudi 7 décembre 2023, pour l'exposé suivant :

Stochastic Heat equation with piecewise constant coefficients

We introduce a new stochastic partial differential equation with second-order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by different Gaussian noise. Such an equation could be used in mathematical modeling of diffusion phenomena in medium consisting of two kinds of materials and undergoing stochastic perturbations. We prove the existence of the solution and we present explicit expressions of its covariance and variance functions. Some regularity properties of the solution sample paths are also analyzed. Also, we can expand the quartic variations in time and the quadratic variations in space of the mild solution to a stochastic partial differential equation with piecewise constant coefficients.

Exceptionnellement cette séance aura lieu de 13h30 à 14h30