- infinite-dimensional Wiener processes,
- integration for operator-valued processes,
- mild solutions of stochastic PDE (semigroup approach),
- approximation methods.
Introduction to Stochastic Partial Differential Equations (M, 4.5 LP)
|Module Number||Module Name||CP (Effort)|
|MAT-64-13-M-7||Introduction to Stochastic Partial Differential Equations||4.5 CP (135 h)|
|CP, Effort||4.5 CP = 135 h|
|Position of the semester||1 Sem. irreg.|
|Level|| Master (Advanced)|
+ further Lecturers of the department Mathematics
|Area of study||[MAT-SPAS] Analysis and Stochastics|
|Reference course of study||[MAT-88.105-SG] M.Sc. Mathematics|
|Type/SWS||Course Number||Title||Choice in |
|SL||SL is |
required for exa.
Introduction to Stochastic PDE
|P||42 h||93 h||-||-||PL1||4.5||irreg.|
- About [MAT-64-13-K-7]: Title: "Introduction to Stochastic PDE"; Presence-Time: 42 h; Self-Study: 93 h
Examination achievement PL1
- Form of examination: oral examination (20-30 Min.)
- Examination Frequency: irregular (by arrangement)
- Examination number: 86416 ("Introduction to Stochastic Partial Differential Equations")
Evaluation of grades
The grade of the module examination is also the module grade.
Competencies / intended learning achievements
By completing the given exercises, the students have developed a skilled, precise and independent handling of the terms, propositions and techniques taught in the lecture. In addition, they have learnt how to apply these techniques to new problems, analyze them and develop solution strategies.
- C. Prevot, M. Röckner: A Concise Course on Stochastic Partial Differential Equations,
- G. Da Prato, J. Zabczyk: Stochastic Equations in Infinite Dimensions.
Requirements for attendance (informal)
- [MAT-10-1-M-2] Fundamentals of Mathematics (M, 28.0 LP)
- [MAT-60-11-M-4] Probability Theory (M, 9.0 LP)