Collaborative Research: Asymptotic Geometry and Analysis of Stochastic Partial Differential Equations

合作研究：渐近几何与随机偏微分方程分析

• 批准号: 1855185
• 负责人: Yimin Xiao
• 金额: $ 19.64万
• 依托单位: Michigan State University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2019
• 资助国家: 美国
• 起止时间: 2019-07-01 至 2023-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1855185&HistoricalAwards=false
• 关键词: Collaborative; Research; Asymptotic; Geometry; Analysis

This project is concerned with the development of a geometric/analytic theory of random fields, primarily those that arise from stochastic partial differential equations [SPDEs, for short]. Special emphasis is placed on certain SPDEs and related random fields that play a central role in various areas of pure and applied mathematics, mathematical oceanography, stochastic hydrology, geostatistics, and mathematical physics. The investigators will develop probabilistic, geometric, and analytic tools that will lead to a deeper understanding of a large family of physically- and mathematically-interesting SPDEs and related random fields. The investigators believe that these tools will have sufficient novelty to open new research areas, solve a number of long-standing open problems in the theory of SPDEs and related random fields, and also further promote their applicability. In addition, the activities include a sustained program to train graduate students and postdoctoral scholars, and to develop their careers in the mathematical and statistical sciences.It is both significant and challenging to characterize the fine local and asymptotic structure of SPDEs and related random fields. In their past investigations, the investigators have established a series of results on the asymptotic behavior, intermittency, and macroscopic-scale multifractal properties of the solutions of SPDEs and related random fields, developed potential theories for additive Levy processes and the Brownian sheet, and used them to resolve several outstanding open problems in Levy processes, the Brownian sheet, and the theory of parabolic stochastic partial differential equations. The investigators have developed ideas, based on probability theory and geometric measure theory, for the analysis of non-Markovian Gaussian and stable random fields. They have also introduced renewal-theoretic and coupling techniques for the asymptotic analysis of solutions to a large class of nonlinear SPDEs. They plan to continue their investigation of precise quantitative connections between SPDEs, random fields, potential theory, and the geometry of random fractals. They believe that further pursuit of these connections will ultimately yield novel insights into the structure of SPDEs,large-scale physical multifractals, and related random fields.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

这个项目关注的是随机场的几何/分析理论的发展，主要是那些从随机偏微分方程（SPDE，简称）。特别强调某些SPDE和相关的随机场，在纯数学和应用数学，数学海洋学，随机水文学，地质统计学和数学物理学的各个领域中发挥着核心作用。研究人员将开发概率，几何和分析工具，这将导致更深入地了解一个大家庭的物理和物理上有趣的SPDE和相关的随机场。研究人员认为，这些工具将具有足够的新奇，可以开辟新的研究领域，解决SPDE理论和相关随机场中的一些长期存在的开放问题，并进一步促进其适用性。此外，这些活动包括一个持续的计划，培养研究生和博士后学者，并发展他们的职业生涯在数学和统计科学。这是既有意义和具有挑战性的特点，精细的局部和渐近结构的随机微分方程和相关的随机场。 在过去的研究中，研究人员建立了一系列关于SPDE和相关随机场解的渐近行为、不变性和宏观尺度多重分形性质的结果，发展了可加Levy过程和布朗单的势理论，并利用它们解决了Levy过程、布朗单、和抛物型随机偏微分方程理论。研究人员已经开发出基于概率论和几何测度理论的思想，用于分析非马尔可夫高斯和稳定随机场。他们还介绍了更新理论和耦合技术的渐近分析解决方案的一大类非线性SPDE。他们计划继续研究SPDE、随机场、势理论和随机分形几何之间的精确定量联系。他们相信，对这些联系的进一步追求将最终产生对SPDE结构、大规模物理多重分形和相关随机场的新见解。该奖项反映了NSF的法定使命，并通过使用基金会的智力价值和更广泛的影响审查标准进行评估，被认为值得支持。