PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Alexei Novikov, Manfred Denker, Anna Mazzucato, Mari Royer, Victor Nistor.

Title:Homogenization driven by a fractional Brownian motion
Seminar:Probability and Financial Mathematics Seminar
Speaker:Alexei Novikov, PSU
Abstract:
We consider a passive scalar in a periodic shear flow perturbed by an additive fractional noise with the Hurst exponent between zero and one. We establish a diffusive homogenization limit for the tracer when the Hurst exponent is between 0 and 1/2.

Room Reservation Information

Room Number:MB106
Date:01 / 31 / 2014
Time:03:35pm - 04:35pm