Department of Mathematics
2014-2015 Distinguished Lecture Series
Professor Luis Caffarelli
Professor of Mathematics
University of Texas at Austin
Diffusion Processes and Phase Transitions
Tuesday, May 19, 2015
Natural Sciences II, Room 2201
Reception to Follow in Rowland Hall 408
I shall introduce local and integral diffusion processes, free boundary problems with and without memory, and discuss applications to American options and economics.
The Porous Media Equation
Thursday, May 21, 2015
Natural Sciences II, Room 1201
Reception to Follow
I shall briefly describe the theory from the 1980's for the porous media equation, then discuss a joint work with Vazquez about the case where the pressure is a potential of the density and versions with memory effects.
About Professor Caffarelli
Professor Luis Caffarelli is the Sid Richardson Chair at the University of Texas at Austin. He did pioneering work on regularity theory for free boundaries, fully nonlinear elliptic equations including the celebrated Monge-Ampere equation, partial regularity of weak solutions of the Navier-Stokes equation, homogenization, and more recently integral differential equations.
Among the honors he received are: Bôcher Memorial Prize of the American Mathematical Society (1984), Member of the National Academy of Sciences (1991), Diamond Konex Award of Konex Foundation from Argentina (2003), Rolf Schock Prize of the Royal Swedish Academy of Sciences (2005), Leroy P. Steele Prize for Lifetime Achievement in Mathematics (2009), and Wolf Prize in Mathematics (2012).