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101.911 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, UE, 1.0h, 1.5EC

Properties

  • Semester hours: 1.0
  • Credits: 1.5
  • Type: UE Exercise
  • 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

Exercise groups

Mode of examination

Immanent

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Fri10:00 - 12:0011.03.2022Sem.R. DA grün 06B AKANA AKWTH Stochastic PDEs
Fri10:00 - 12:0025.03.2022Sem.R. DA grün 06B AKANA AKWTH Stochastic PDEs

Examination modalities

immanent

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Language

English