Date(s) : 17/03/2015 iCal
14 h 00 min - 15 h 00 min
For some differential equations the addition of a carefully chosen, random noise term can produce a regularizing effect (e.g. solutions are more regular, or restored uniqueness). I will first mention a few easy examples (ODEs) to introduce some of these regularizing mechanisms, then detail two cases where we have regularization for a PDE: the linear transport equation and a kinetic equation with force term. I will present some classical results for these two equations, related to well-posedness and regularity of solutions, that in the stochastic setting can be obtained under weaker hypothesis.
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