09 - Reductions and deviations for stochastic partial differential equations under fast dynamical boundary conditions - Jinqiao DUAN

As a model for multiscale systems under random influences on physical boundary, a stochastic partial differential equation under a fast random dynamical boundary condition is investigated. An effective equation is derived and justified by reducing the random dynamical boundary condition to a usual random boundary condition. The effective system is still a stochastic partial differential equation, but is more tractable. Furthermore, the quantitative comparison between the solution of the original stochastic system and the effective solution is provided by estimating deviations. Jinqiao DUAN. Illinois Institute of Technology. Document associé : support de présentation : http://epi.univ-paris1.fr/servlet/com.univ.collaboratif.utils.LectureFichiergw?CODE_FICHIER=1182790011791 (pdf) Bande son disponible au format mp3 Durée : 42 mn