Department of Mathematics

Numerical Analysis of Stochastic Partial Differential Equations

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Lectures begin: Wednesday, February 19, 2014

Exam: oral, 30 minutes

Lecturer Arnulf Jentzen
Sonja Cox

(Office hour: Wednesday, 14-15, HG G 53.2)

Time and Place
Wednesday, 10:15 a.m. - 11:55 a.m., HG G 26.3

Thursday, 10:15 a.m. - 11:55 a.m., HG G 26.3
Link to course catalogue

Current version of the lecture notes (Version of May 26th)


Assignments can be turned in during the lecture or in the designated mailbox in the anteroom HG G 53.x.

Deadline Selected solutions
Assignment 1: Ex. 1.1.8, 1.1.19, 1.3.15 and 1.4.41 11 March 2014 (Tuesday)  
Assignment 2: Ex. 1.4.42, 1.4.43, 2.1.8, 2.1.9 18 March 2014 (Tuesday) Solutions Assignment 2
Assignment 3: Ex. 2.5.12, 2.5.15, 2.5.24, 2.5.30 25 March 2014 (Tuesday) Solutions Assignment 3
Assignment 4: Ex. 3.1.6, 3.1.7, 3.1.8 1 April 2014 (Tuesday, no kidding) Solutions Assignment 4
Assignment 5: Ex. 4.2.21, 4.3.6, 4.3.18, 4.3.21, and 4.3.24 (in the Lecture Notes of April 10th) 15 April 2014 (Tuesday) Solutions Assignment 5
Assignment 6: Ex.4.3.31, 6.1.10, 6.1.12 (MATLAB exercise!), 7.1.7 (in the Lecture Notes of May 22nd) 29 May 2014 (Thursday)  

Mathematical and computational semester projects and Master's theses related to the course are available.  Please contact the lecturer if you are interested.



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