Institute for applied mathematics
No title

Institute for Applied MathematicsSS18

Dr. Baris Evren Ugurcan

S4F2 – Graduate Seminar in Stochastic Analysis

Stochastic PDEs and

Kolmogorov Equations

Picture courtesy of S. Sheffield.

In this graduate seminar, we will be focusing on Stochastic PDEs. The seminar will be self-contained as we will start by covering the background material in the introductory chapters in Da Prato's book “Kolmogorov Equations for Stochastic PDEs”. After that, our plan is to get to various types of SPDEs with different types of nonlinearity. Among the ones we want to consider there are reaction-diffusion equations, stochastic Burgers and Navier-Stokes (2d) equations, mostly as covered in Da Prato's book. Later, we will get to stochastic hyperbolic PDEs, as covered in Chow's SPDE book. The pace will be gentle and the talks are planned to focus on understanding the details and ideas of the main arguments in the field. Discussions and questions will be encouraged during the seminars.

Preliminary meeting

N0.008, 24 January 2018, 12:15-14.


Wednesdays, 12:15 to 14:15.


Basic functional analysis, basic knowledge of stochastic calculus (e.g. Ito formula and martingale inequalities).


Giuseppe Da Prato. Kolmogorov Equations for Stochastic PDEs. Birkhäuser, 2005.

Pao-Liu Chow. Stochastic Partial Differential Equations. Chapman and Hall, 2007.


Prof. Sergio Albeverio was awarded on 28/09/2018 the title Doctor Honoris Causa
at the Dept. of Mathematics, Stockholm University. (08.10.2018)

Prof. Jens Frehse (em.) hat die Golden Commemorative Medal der Fakultät für Mathematik und Physik der Karls-Universität Prag erhalten für sein außerordentliches wissenschaftliches Lebenswerk sowie für seine bedeutenden Beiträge zur Analysis Partieller Differentialgleichungen. (01.06.2018)

Die ehemalige Doktorandin am IAM, Lisa Hartung (aktuell: Courant Institute of Mathematical Sciences, New York), wurde für ihre herausragende Doktorarbeit "Extremal Processes in Branching Brownian Motion and Friends" (Betreuer: Prof. Bovier) mit dem Förderpreis der DMV-Fachgruppe Stochastik ausgezeichnet. Details hier. (14.03.2018)

Prof.  Patrik Ferrari erhält den ersten Alexandros Award zusammen mit Ivan Corwin (Columbia University) und Alexei Borodin (MIT) für den Artikel "Free energy fluctuations for directed polymers in random media in 1+1 dimensions".
Details siehe hier. (12.03.2018)


Managing Director: Prof. Dr. Anton Bovier
Chief Administrator: Dr. B. Doerffel
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Mailing address

Institute for Applied Mathematics
University of Bonn
Endenicher Allee 60
D-53115 Bonn / Germany