Introduction to stochastic PDEs
MATH-485 / 5 credits
Teacher:
Language: English
Remark: Pas donné en 2025-26
Summary
Stochastic PDEs are used to model systems that are spatially extended and include a random component. This course gives an introduction to this topic, including some general measure theory, some Gaussian measure theory and some linear semigroup theory.
Content
Stochastic PDEs form a relatively recent area of mathematics that combines many different fields, including PDE theory, stochastic analysis, ergodic theory, functional analysis, etc. This course is an introduction to the area with the aim of being able to appreciate some 21st century developments towards the end of the course. We will mainly focus on the development of a rather general solution theory for linear and semilinear stochastic PDEs, including stochastically forced heat, Navier-Stokes, and reaction-diffusion equations.
Some of the tools developed in this course, in particular infinite-dimensional measure theory and linear semigroup theory, are of much broader interest.
In the programs
- Semester: Spring
- Exam form: Oral (summer session)
- Subject examined: Introduction to stochastic PDEs
- Courses: 3 Hour(s) per week x 14 weeks
- Exercises: 2 Hour(s) per week x 14 weeks
- Type: optional
- Semester: Spring
- Exam form: Oral (summer session)
- Subject examined: Introduction to stochastic PDEs
- Courses: 3 Hour(s) per week x 14 weeks
- Exercises: 2 Hour(s) per week x 14 weeks
- Type: optional
- Semester: Spring
- Exam form: Oral (summer session)
- Subject examined: Introduction to stochastic PDEs
- Courses: 3 Hour(s) per week x 14 weeks
- Exercises: 2 Hour(s) per week x 14 weeks
- Type: optional
- Semester: Spring
- Exam form: Oral (summer session)
- Subject examined: Introduction to stochastic PDEs
- Courses: 3 Hour(s) per week x 14 weeks
- Exercises: 2 Hour(s) per week x 14 weeks
- Type: optional
- Semester: Spring
- Exam form: Oral (summer session)
- Subject examined: Introduction to stochastic PDEs
- Courses: 3 Hour(s) per week x 14 weeks
- Exercises: 2 Hour(s) per week x 14 weeks
- Type: optional
Reference week
| Mo | Tu | We | Th | Fr | |
| 8-9 | |||||
| 9-10 | |||||
| 10-11 | |||||
| 11-12 | |||||
| 12-13 | |||||
| 13-14 | |||||
| 14-15 | |||||
| 15-16 | |||||
| 16-17 | |||||
| 17-18 | |||||
| 18-19 | |||||
| 19-20 | |||||
| 20-21 | |||||
| 21-22 |
Légendes:
Lecture
Exercise, TP
Project, Lab, other