All Questions

In the study of conservation laws in partial differential equations relatively often we see this two problems (problem (1) more than problem (2)): Deterministic Cauchy problem: $$(1) \hspace{1cm} \...

I was trained in reaction-diffusion (parabolic/elliptic) PDEs, and my research now focuses on applied optimal tranport. I'd like to learn probability and stochastic processes, mostly their connection ...

I have a question about Brownian motions and its heat kernel. Using Dirichlet form theory, we can construct Brownian motions on manifolds, domains of Euclidean space under mild assumptions. For ...