PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

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

Title:The Smoluchowskii-Kramers approximation and the large deviation principle for SPDEs
Seminar:Probability and Financial Mathematics Seminar
Speaker:Sandra Cerrai, University of Maryland, College Park and University of Florence, Italy
We study the limiting behavior of the large deviation action functional and of the quasi-potential for a stochastic semi-linear wave equation in presence of a small mass. We show that the small noise asymptotic (large deviation) is consistent with the small mass asymptotic (Smoluchowskii-Kramers approximation).

Room Reservation Information

Room Number:MB106
Date:04 / 25 / 2014
Time:03:35pm - 04:35pm