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Stochastic partial differential equations 846


 
Module code WTW 846
Qualification Postgraduate
Faculty Faculty of Natural and Agricultural Sciences
Module content

*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.
Module credits 0.00
Prerequisites Functional analysis, Measure theory, Partial differential equations at honours level. Knowledge of Probability theory is advised but not required
Contact time 1 lecture per week
Language of tuition Module is presented in English
Department Mathematics and Applied Mathematics
Period of presentation Semester 1 or Semester 2
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