Quantitative stochastic homogenization of Hamilton-Jacobi equations

Dr. Scott N. Armstrong (CNRS / Université Paris-Dauphine)

May 08, 2013, 10:00 - 12:00, HG G 19.1
May 22, 2013, 10:00 - 12:00, HG G 19.1
May 29, 2013, 10:00 - 12:00, HG G 19.1

Abstract

We will consider the stochastic homogenization of first-order and viscous Hamilton-Jacobi equations. These are the master equations which describe (in the first order case) continuum analogues of first-passage percolation and (in the viscous case) large deviations of diffusions in heterogeneous environments. In the main part of the course, we will review a new homogenization procedure which leads to quantitative results.