Professor Thomas G. Kurtz
of University of Wisconsin, Madison
will speak on
"Particle representations for some SPDEs and measure-valued
processes"
A large class of stochastic partial differential equations can be interpreted as modeling the evolution of mass distributions. The solutions of these stochastic equations can frequently be represented in terms of countable systems of interacting particles. The behavior of the particle representations may be easier to understand than that of the original SPDE. Examples of representations of this type will be given and the use of these representations for model derivation and approximation and proofs of existence and uniqueness will be illustrated. The talk will begin with particle models given by deterministic ordinary differential equations and work its way up, hopefully bringing some portion of the audience along for the ride.