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MATH 545 - Stochastic Partial Differential Equations

Course Description: 

This course introduces various methods for understanding solutions and dynamical behaviors of stochastic partial differential equations arising from mathematical modeling in science, engineering, and other areas. It is designed for graduate students who would like to use stochastic methods in their research or to learn such methods for long term career development. Topics include the following: Random variables; Brownian motion and stochastic calculus in Hilbert spaces; Stochastic heat equation; Stochastic wave equation; Analytical and approximation techniques; Stochastic numerical simulations via Matlab; and applications to science, engineering, and other areas.

Credit: 

(3-0-3)

Prerequisite: 

[(MATH 540 with min. grade of C) OR (MATH 543 with min. grade of C) OR (MATH 544 with min. grade of C)]

Corequisite: 

None

Attachments: