This research seminar intends to bridge the PDE-, optimal transport-, and stochastic view point for selected evolution equations like drift-diffusion equations and the Schrödinger equation.

Alternierend an der Universität Wien (mit Prof's Schachermayer, Schmeiser, Beiglböck) und TU Wien.

Vortragsplan:

10.3., 17:00 (st) Walter Schachermayer: Uni Wien, 2nd floor, room SR09

31.3., 17:00 (st) Anton Arnold "entropy method for hypocoercive Fokker-Planck equations with linear drift", TU Wien, Besprechungsraum 101, 6.Stock

7.4., 17:00 (st) Ansgar Jüngel "Some continuous and discrete convex Sobolev inequalities": Uni Wien, 2nd floor, room SR09

28.4., 17:00 (st) Francesca Bonizzoni "Analysis and approximation of moment equations for PDEs with stochastic data";

Wen Yue "Existence and Uniqueness of Solutions of some SPDEs and Absolute Continuity of the Laws of Solutions of some SDEs and SPDEs", TU Wien, Besprechungsraum 101, 6.Stock

5.5., 17:00 (st) Franz Achleitner "Entropy methods for Levy-Fokker-Planck equations 1": Uni Wien, 2nd floor, room SR09

12.5., 17:00 (st) Franz Achleitner "Entropy methods for Levy-Fokker-Planck equations 2": TU Wien, Besprechungsraum 101, 6.Stock

19.5. kein Vortrag

26.5., 17:15  Mathias Beiglböck: "Optimal Transport and Skorokhod Embedding", Uni Wien, 2nd floor, room SR09

2.6. kein Vortrag