Dr Pierre Portal will be presenting a lecture for MSI's Alumni, friends and colleagues. The presentation will be followed by drinks, light refreshment and a chance to meet and chat with the speaker and other members of the MSI.
This is a talk about the history of the mathematical modelling of noise.
The story starts with one of Einstein’s world changing papers of 1905: his mathematical description of Brownian motion, meant as a contribution to the scientific debate about the existence of atoms. It takes us on the path of Boltzmann and Langevin, and from physics to finance, where we meet Bachelier, a student of Poincare who saw an analogy between the motion of particles, and the evolution of stock market prices. It also takes us towards engineering, and electronics in particular. The story, however, is told from the point of view of a deeply biased mathematician, so it emphasises the beautiful ideas in partial differential equations and probability that other kind of storytellers would probably hide. In particular, the talk’s mathematical aim is to introduce, in a highly informal way, stochastic partial differential equations.
About the speaker
Pierre is an Australian Research Council Future Fellow and Senior Lecturer at the ANU, forever on leave from a lecturer position at the Universite Lille 1 in France.
Pierre’s research focuses on harmonic analysis in rough contexts: situations where either the geometry or the background noise renders the relevant functions non-differentiable. This applies, for instance, to Partial Differential Equations on domains with non-smooth boundaries, and to stochastic PDE.
He thinks that, to be relevant, mathematical research in the 21st century particularly needs effective cooperation, diversity, and communication. As a consequence, he is proud to have been invited to talk about his work on every continent (except Antartica where mathematical research is, unfortunately, not particularly well developed).
More information is available on his webpage: http://maths-people.anu.edu.au/~portal/