101.908 AKANA AKWTH Stochastic PDEs
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2022S, VO, 3.0h, 4.5EC
TUWEL

Properties

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

Learning outcomes

After successful completion of the course, students are able to...

- Perform calculations (covariance, integrals, regularity) with Gaussian noise - Study weak, mild, probabilistic, and renormalised solutions of parabolic SPDEs

- Understand basic examples such as: stochastic heat equation, continuum parabolic Anderson model, porous media equations

Subject of course

White noise. Semigroup theory. Variational theory. Renormalisation. 

Teaching methods

Online lectures and exercises (in the companion UE course). In the lecture the theory is introduced and examples will be calculated. Once a week there will be exercise-sheets which will be calculated at by the students in an interactive online session.   

Mode of examination

Oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Thu14:00 - 17:0003.03.2022 - 30.06.2022Sem.R. DA grün 04 (LIVE)AKANA AKWTH Stochastic PDEs
AKANA AKWTH Stochastic PDEs - Single appointments
DayDateTimeLocationDescription
Thu03.03.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu10.03.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu17.03.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu24.03.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu31.03.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu07.04.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu28.04.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu05.05.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu12.05.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu19.05.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu02.06.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu09.06.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu23.06.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs
Thu30.06.202214:00 - 17:00Sem.R. DA grün 04 AKANA AKWTH Stochastic PDEs

Examination modalities

Oral exam

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Not specified
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Language

English