Abstract

The talk will explore how a non-Markovian random walk can be formulated as a partial differential equation. It will highlight how one can introduce self-reinforcement to a random walk with and without fractional derivatives. This work is a stepping stone towards more general understanding of anomalous diffusion.

 

Speaker

Daniel Han

Research area

Stochastic PDEs

Affilation

UNSW, Sydney

Date

Tuesday 22 July 2025, 11:05 am

Location

Room 3085, Anita B. Lawrence and online (Passcode: 041345)