Universität Wien

250101 SE Stochastics and Dynamical Systems (2021W)

4.00 ECTS (2.00 SWS), SPL 25 - Mathematik
Continuous assessment of course work
ON-SITE

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

max. 25 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Monday 04.10. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 11.10. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 18.10. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 25.10. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 08.11. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 15.11. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 22.11. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 29.11. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 06.12. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 13.12. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 10.01. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 17.01. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 24.01. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 31.01. 14:15 - 15:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

First part: percolation
Percolation is the simplest model of a disordered system exhibiting a phase transition. We will discuss rigourous methods to prove and study this transition, and discuss some problems which remain open to this day.

Second part: optimal transport.
The theory of mass transport has application in various fields from geometry to PDEs and computerscience. We will introduce the basic framework and then discuss some more recent developments. In particular we will about entropic regularization and Sinkhorn‘s algorithm.

Assessment and permitted materials

Students will give weekly presentations following a schedule to be agreed together.

Minimum requirements and assessment criteria

One presentation in both parts.

Examination topics

Reading list

Geoffrey Grimmett, Probability on graphs (Cambridge University Press).
Perla Sousi, Percolation and Random Walks on Graphs, available at http://www.statslab.cam.ac.uk/~ps422/percolation-rws.pdf
Geoffrey Grimmett, Percolation (Springer).

Santambrogio, Filippo, Optimal Transport for Applied Mathematicians (Springer)

Association in the course directory

MSTS

Last modified: Mo 04.10.2021 16:09