Abstract:
We prove existence and uniqueness results for the obstacle problem related to a degenerate nonlinear diffusion equation with conservative noise. The approach is based on an entropy formulation for stochastic variational inequalities. We also obtain several new results to the obstacle problem for classical porous medium equations.
Biography:
Kai Du is currently an Associate Professor at Shanghai Center for Mathematical Sciences, Fudan University. He obtained his Ph.D. degree from Fudan University in 2011, then worked at the Swiss Federal Institute of Technology in Zurich (ETHZ) and the University of Wollongong in Australia. His main research interests include stochastic ordinary and partial differential equations, optimal control, reinforcement learning, etc.
Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai
This event is open to the NYU Shanghai community and Math community.