PhD defence: Branching processes and PDEs

PLEASE NOTE: If a candidate gives a layman's talk, the livestream will start fifteen minutes earlier.

A partial differential equation (PDE) is one possible mathematical formulation for a problem appearing in the natural world. For example, temperature, wind and air pressure are all natural phenomena that can be formulated as PDEs. Since PDEs model a problem in the natural world, we seek a solution of this model.

However, finding such solutions is notoriously hard, and one can often not do better than use a computer. But even computers might not be good enough for certain PDEs using standard techniques. This often happens to PDEs that have too many variables associated to them. This thesis presents a new method based on probability theory that can overcome the computational problems for certain PDEs.