RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PERSONAL OFFICE
Forthcoming seminars
Seminar calendar
List of seminars
Archive by years
Register a seminar

Search
RSS
Forthcoming seminars





You may need the following programs to see the files








Principle Seminar of the Department of Probability Theory, Moscow State University
May 11, 2016 16:45, Moscow, MSU, auditorium 12-24
 


Stochastic interpretation of quasilinear parabolic systems

Ya. I. Belopol'skaya

St. Petersburg State University of Architecture and Civil Engineering

Number of views:
This page:58

Abstract: In this talk we discuss connections between the Markov process theory and the theory of generalized solutions of the Cauchy problem for systems of nonlinear parabolic equations. These systems naturally arise as mathematical models of conservation laws in various physical and biological problems as well as models of some problems in economics and financial mathematics. Probabilistic representations of generalized solutions of the Cauchy problem for systems of semilinear and quasilinear parabolic equations have been constructed in our earlier papers in terms of certain diffusion processes and their operator multiplicative functionals. In that case the main technical tools were both classical and generalized Ito formulas as well as forward and backward stochastic flows generated by solutions of corresponding SDEs. For parabolic systems with non diagonal principal part (called systems with cross-diffusion) we construct the corresponding probabilistic representations via interpretation of these systems as systems for densities of interacting Markov processes. Generators of these processes are defined by the integral identities used to introduce the notion of a generalized solution of a parabolic system. Besides we define stochastic test functions and choose special multiplicative functionals in order to construct the required probabilistic representations of generalized solutions to the Cauchy problem under consideration.

SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru
 
Contact us:
 Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2017