Abstract:
Branching Brownian motion, branching random walks, and the F-KPP equation have been the subject of intensive research during the last couple of decades. By means of Feynman-Kac and McKean formulas, the understanding of the maximal particles of the former two Markov processes is related to insights into the position of the front of the solution to the F-KPP equation.
We will discuss some recent result on extensions of the above models to spatially random branching rates and random nonlinearities. Interestingly, the introduction of such inhomogeneities leads to a richer and much more nuanced picture when compared to the homogeneous setting.
Biography:
Professor Drewitz currently serves as a Visiting Professor at NYU Shanghai and holds a position at the University of Cologne. Specializing in probability theory with a focus on percolation theory, random media, and random geometric structures, he earned his PhD from TU Berlin in 2010. Professor Drewitz has received notable honors, including the Tiburtius Prize of the State of Berlin and the Prize of the Stochastics Section of the German Mathematical Society. Throughout his career, he has held positions at TU Berlin, ETH Zurich, Columbia University, and the University of Cologne.
Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai
This event is open to the NYU Shanghai community and Math community.