Universität Wien

250040 VO Stochastic Partial Differential Equations (2021S)

5.00 ECTS (3.00 SWS), SPL 25 - Mathematik

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.

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.

Association in the course directory

MAMV; MANV;

Last modified: Fr 12.05.2023 00:21