Math 388.01
Title: Ergodicity of infinite dimensional Markov Processes and Intro to SPDEs
Instructor: Jonathan Mattingly

This course will follow a set of lecture notes by the instructor on the
subject. The notes will be passed out periodically during the class. The
goal is to provide an introduction to a number of new ideas in the ergodic
theory of stochastically forced PDEs and SDEs with memory.  The topic will
be (in chronological order):

1) Intro and Infinite dimensional Gaussian Measures
2) Into to Stochastic PDEs
3) Basic Markov Processes and Ergodic theory
4) Harris Chains, Strong Feller, and coupling
5) Singular Measures in infinite dimensions and asymptotic coupling
6) Asymptotic Strong Feller
7) Examples
8) Spectral Gaps

The course will assume basic graduate probability, SDEs, analysis, and PDEs.
The course will meet from 10:05-11:20 on the following days (always in 227 Physics)
January:  13, 20*, 25, 27, 29 (* guest lecturer.)
February: 1, 3, 5, 12, 15, 19