报告题目：The backward stochastic differential equations for the vorticity equations

报 告 人：Professor Zhongmin QIAN (University of Oxford)

Abstrct：The backward stochastic differential equations may be considered as the sample path version of some nonlinear partial differential equations, by reading solutions to PDEs along diffusion paths. This fundamental idea was put forward by Bismut and Pardoux-Peng, and was applied to derive nonlinear Feynman formula for solutions of semi-linear parabolic equations. In this talk I will explain how to derive BSDEs associated with the vorticity equations in dimension 2 and 3, and to explain the result about the global existence in dimension 2. Vorticity equation is an equivalent form of the Navier-Stokes equation for imcompressible fluids, and has the advantage of appealing physical interpretation.

报告时间：2013年4月2日下午13：30

地    点：知新楼B1238