Time fractional Poisson equations and probabilistic representation
报告人:陈振庆,美国华盛顿大学教授 时间:2019年12月30日15:50
报告地点: 行健楼学术活动室665
Abstract: Time-fractional diffusion equations have been actively studied in several fields including mathematics, physics, chemistry, engineering, hydrology and even finance and social sciences as they can be used to model the anomalous diffusions exhibiting subdiffusive behavior, due to particle sticking and trapping phenomena. In this talk, I will report some recent progress in the study of general  fractional-time parabolic equations of mixture type with source term, including existence and uniqueness of the solutions and their probabilistic representations in terms of  the corresponding inverse subordinators. In particular, a new representation formula for the solution of time fractional Poisson equation will be presented, which does not involve fractional time derivative of the fundamental solution.
报告人:陈振庆,美国华盛顿大学教授,Fellow of AMS and IMS,教育部“长江学者奖励计划”讲座教授, 2019年荣获伊藤奖(Ito Prize)。主要的研究方向包括概率论以及随机分析,马尔可夫过程以及迪利克雷空间,随机微分方程,扩散过程,稳定过程以及偏微分方程中的概率论过程等。著名期刊Potential Analysis主编,Proceedings of the American Mathematical Society,Journal of Theoretical Probability,Probability, Uncertainty and Quantitative Risk等杂志的编委。