101.796 AKANA Stochastic Partial Differential Equations
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2019S, VO, 3.0h, 4.5EC

Properties

  • Semester hours: 3.0
  • Credits: 4.5
  • Type: VO Lecture

Aim of course

The aim of this course is to study SPDEs in real-valued Hilbert spaces and application of the theory to prove the existence of martingale solutions to a concrete problem (Stochastic non-linear Heat equation or Stochastic constrained Navier-Stokes equation) using the Galerkin approximation, Skorokhod theorem, martingale representation theorem.

Subject of course

Stochastic Analysis in Hilbert Spaces, Wiener Process, Ito Lemma in infinite dimensions, Martingale solutions

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue09:45 - 11:3012.03.2019 - 25.06.2019 Library E101 6. OGProf. Dhariwal
Thu10:00 - 11:3014.03.2019 - 27.06.2019 Sem.R. DA grün 03CProf. Dhariwal
AKANA Stochastic Partial Differential Equations - Single appointments
DayDateTimeLocationDescription
Tue12.03.201909:45 - 11:30 Library E101 6. OGProf. Dhariwal
Thu14.03.201910:00 - 11:30 Sem.R. DA grün 03CProf. Dhariwal
Tue19.03.201909:45 - 11:30 Library E101 6. OGProf. Dhariwal
Thu21.03.201910:00 - 11:30 Sem.R. DA grün 03CProf. Dhariwal
Tue26.03.201909:45 - 11:30 Library E101 6. OGProf. Dhariwal
Thu28.03.201910:00 - 11:30 Sem.R. DA grün 03CProf. Dhariwal
Tue02.04.201909:45 - 11:30 Library E101 6. OGProf. Dhariwal
Thu04.04.201910:00 - 11:30 Sem.R. DA grün 03CProf. Dhariwal
Tue09.04.201909:45 - 11:30 Library E101 6. OGProf. Dhariwal
Thu11.04.201910:00 - 11:30 Sem.R. DA grün 03CProf. Dhariwal
Tue30.04.201909:45 - 11:30 Library E101 6. OGProf. Dhariwal
Thu02.05.201910:00 - 11:30 Sem.R. DA grün 03CProf. Dhariwal
Tue07.05.201909:45 - 11:30 Library E101 6. OGProf. Dhariwal
Thu09.05.201910:00 - 11:30 Sem.R. DA grün 03CProf. Dhariwal
Tue14.05.201909:45 - 11:30 Library E101 6. OGProf. Dhariwal
Thu16.05.201910:00 - 11:30 Sem.R. DA grün 03CProf. Dhariwal
Tue21.05.201909:45 - 11:30 Library E101 6. OGProf. Dhariwal
Thu23.05.201910:00 - 11:30 Sem.R. DA grün 03CProf. Dhariwal
Tue28.05.201909:45 - 11:30 Library E101 6. OGProf. Dhariwal
Tue04.06.201909:45 - 11:30 Library E101 6. OGProf. Dhariwal

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Language

English