Probability and Stochastic Processes Seminar

Speaker: Xia Chen (UTK)

Title:  Intermittency for hyperbolic Anderson models with Gaussian noise (Part 2)

Abstract: 

Intuitively, intermittency refers to a state of the system with random noise in which the high peak is rare but real. In mathematics, it can be described in terms of moment asymptotics of the system.

Compared to the parabolic Anderson equation, the intermittency for the hyperbolic Anderson equation is much harder and less investigated due to the absence of Feynman-Kac formula that links the parabolic Anderson equation to Brownian motions. In this talk, I will report some recent progress in this direction. In particular, I will show how the large deviation technique is applied to the Ito-Wiener chaos expansion to achieve the precise moment asymptotics. This talk starts at the introductory level on the deterministic wave equations.

Part of the talk is based on the collaborating work joint with Balan, R. and Chen, L.