Hamilton-Jacobi Equations and their Homogenizations

Hamilton-Jacobi Equations and their Homogenizations

Probability Seminar
Aug 31, 2016, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Fraydoun Rezakhanlou, UC Berkeley
Hamilton-Jacobi PDEs were originally formulated to study Hamiltonian ODEs. It turns out that many growth processes can be microscopically modeled by Hamilton-Jacobi equations associated with stochastic Hamiltonian functions. Macroscopic descriptions can be achieved by appropriate scaling limits. The passage from the microscopic details to the macroscopic equation is related to the homogenization...