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Stochastic Dynamical Systems and Control |
| March 26, 2007 to March 30, 2007 |
| Organized By: Jonathan Mattingly (Duke), Igor Mezic (UCSB-Chair), Andrew Stuart (Warwick) |
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| Parent Programs: |
| Dynamical Systems |
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| Return to Workshop Description |
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Stochastic optimal control and random Burgers equation
Thursday March 29, 2007
09:00AM - 10:00AM
Speakers:
Konstantin Khanin
Abstract:
We use stochastic optimal control methods to prove the
existence of a stationary distribution for the viscous random Burgers
equation. We also show that the stationary distributions converge in
the limit of vanishing viscosity.
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