250040 VO Stochastic Partial Differential Equations (2021S)
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Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
Details
Language: English
Lecturers
Classes (iCal) - next class is marked with N
-
Monday
01.03.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
08.03.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
15.03.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
22.03.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
12.04.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
19.04.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
26.04.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
03.05.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
10.05.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
17.05.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
31.05.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
07.06.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
14.06.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
21.06.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock -
Monday
28.06.
15:00 - 17:15
Digital
Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
Information
Aims, contents and method of the course
The course will offer an introduction to the so called variational approach to stochastic partial differential equations of parabolic type. Goal of the course is to present a well-posedness theory for nonlinear SPDEs.
Assessment and permitted materials
The final will consist in a take-home exam: students receive an assignment and have a couple of days time to upload their solutions.
Minimum requirements and assessment criteria
The minimal requirements for passing the course are:
1) proficiency with the basic tools of the variational analysis of PDEs (applied functional analysis, direct method, compactness, passage to the limit);
2) knowledge of the basic strategy to tackle SPDE existence problems.
1) proficiency with the basic tools of the variational analysis of PDEs (applied functional analysis, direct method, compactness, passage to the limit);
2) knowledge of the basic strategy to tackle SPDE existence problems.
Examination topics
The content of the lectures.
Reading list
We plan to distribute some lecture notes. Some material will be taken from:
1) H. Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Springer, 2011.
2) R. E. Showalter, Maximal Monotone Operators in Banach Spaces and Nonlinear Partial Differential Equations, AMS, 1996.
3) C. Prevot, M. Roeckner. A concise course on stochastic partial differential equations, vol. 1905 of Lecture Notes in Mathematics. Springer, Berlin, 2007.
1) H. Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Springer, 2011.
2) R. E. Showalter, Maximal Monotone Operators in Banach Spaces and Nonlinear Partial Differential Equations, AMS, 1996.
3) C. Prevot, M. Roeckner. A concise course on stochastic partial differential equations, vol. 1905 of Lecture Notes in Mathematics. Springer, Berlin, 2007.
Association in the course directory
MAMV; MANV;
Last modified: Fr 12.05.2023 00:21