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Published on 02 Jul 2024

Nonlinear stochastic wave equation driven by rough noise

I will present a joint work with Shuhui Liu and Xiong Wang about the existence and uniqueness of the strong solution to one spatial dimension stochastic wave equation

$\frac{\partial^2 u(t,x)}{\partial t^2}=\frac{\partial^2 u(t,x)}{\partial x^2}+\sigma(t,x,u(t,x))\dot{W}(t,x)$ assuming $\sigma(t,x,0)=0$, where $\dot W$ is a mean zero Gaussian noise which is white in time and fractional in space with Hurst parameter $H\in(1/4, 1/2)$. The idea is to find a suitable decomposition of the wave Green's function which is similar to the to semigroup decomposition of the heat kernel.


Speaker Biography: Professor Yaozhong Hu

Professor Yaozhong Hu began his research in systems science and stochastic mechanics under the guidance of Academician Guoping Li after completing his undergraduate studies. He earned his Master's degree in 1984 from the Wuhan Institute of Mathematical Physics, Chinese Academy of Sciences, and subsequently continued his work there.

From late 1986 to early 1988, and again from early 1991 to early 1992, he was dispatched to France, where he conducted research in stochastic analysis under the supervision of the internationally renowned probabilist, Professor P.A. Meyer. He obtained his Ph.D. in France in early 1992.

Professor Hu has long been engaged in research on probability and statistics, the theory of stochastic systems, and their applications in finance, engineering, and quantum physics. From 1997 to 2017, he served at the University of Kansas in the United States, advancing through the ranks from Assistant Professor to Associate Professor, and finally to Full Professor. In August 2017, he joined the University of Alberta in Canada as a Centennial Professor.

He has published nearly 180 papers in top-tier journals in probability and statistics. In 2015, he was elected a Fellow of the Institute of Mathematical Statistics.