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Stogastiese parsiële differensiaalvergelykings 846


 
Modulekode WTW 846
Kwalifikasie Nagraads
Fakulteit Fakulteit Natuur- en Landbouwetenskappe
Module-inhoud

*Hierdie inligting is slegs in Engels beskikbaar.

*Consult with the Head of the Department of Mathematics and Applied Mathematics about the availability of this master's module in a particular year.
Generalities on probability theory (random variables, conditional expectations);  Martingales;  stochastic integrals;  Markov processes;  existence and uniqueness results for ordinary stochastic differential equations;  Sobolev spaces, Aubin-Dubinsky-Simon compactness theorem;  convergence of probability measures:  Prokhorov and Skorokhod theorems;  existence and uniqueness of solutions of stochastic parabolic equations in divergence form:  The Galerkin scheme;  idea of renormalization group theory in turbulent flows modelled by Navier-Stokes equations with random forcing.
Modulekrediete 0.00
Voorvereistes Functional analysis, Measure theory, Partial differential equations at honours level. Knowledge of Probability theory is advised but not required
Kontaktyd 1 lesing per week
Onderrigtaal Module word in Engels aangebied
Akademiese organisasie Wiskunde en Toegepaste Wisk
Aanbiedingstydperk Semester 1 of Semester 2
Die inligting wat hier verskyn, is onderhewig aan verandering en kan na die publikasie van hierdie inligting gewysig word.. Die Algemene Regulasies (G Regulasies) is op alle fakulteite van die Universiteit van Pretoria van toepassing. Dit word vereis dat elke student volkome vertroud met hierdie regulasies sowel as met die inligting vervat in die Algemene Reëls sal wees. Onkunde betrefffende hierdie regulasies en reels sal nie as ‘n verskoning by oortreding daarvan aangebied kan word nie.

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