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Stochastic PDEs are used to model systems that are spatially extended and include a random component. This course gives an introduction to this topic, including some general measure theory, some Gauss
We consider the directed mean curvature flow on the plane in a weak Gaussian random environment. We prove that, when started from a sufficiently flat initial condition, a rescaled and recentred solution converges to the Cole-Hopf solution of the KPZ equati ...
We consider the Allen-Cahn equation ?(t)u - ?u = u - u(3) with a rapidly mixing Gaussian field as initial condition. We show that provided that the amplitude of the initial condition is not too large, the equation generates fronts described by nodal sets o ...
We prove global in time well-posedness for perturbations of the 2D stochastic Navier-Stokes equations partial derivative( t)u + u center dot del u = Delta u - del p + sigma + xi, u(0, center dot ) = u(0),div (u) = 0, driven by additive space-time white noi ...