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SPD

Seminar

Navier-Stokes Equation with Levy Noise: Stochastic Analysis and Control

Sritharan, S (Naval Postgraduate School)
Tuesday 30 March 2010, 15:30-16:30

Seminar Room 1, Newton Institute

Abstract

In this talk we will discuss some of the key mathematical issues associated with stochastic Navier-Stokes equation forced by Levy type jump noise. In particular we will give an exposition on the following topics in this context: I. Solvability: Pathwise and martingale solutions II. Invariant measures III. Large Deviation theory IV. Nonlinear filtering V. Hamilton-Jacobi equation for feedback control

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