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04-10-0620 Numerics of PDEs with Uncertain Data · TUPlan

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04-10-0620

Numerics of PDEs with Uncertain Data

FB04 Mathematics · Offered in WiSe 2025/26

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Weekly sessions · WiSe 2025/26

Tue08:00–09:40S103/123 · Vorlesung und Übung
Wed08:00–09:40S103/123 · Vorlesung und Übung
Wed13:30–15:10S103/125 · Exercise

Parts

04-10-0620-vuLecture with exercise6 contact h/week

Language: Englisch
Taught by: Prof. Dr. rer. nat. Jens Lang

Course content

Beispiele für PDEs, schwache Lösungen von elliptischen PDEs, Finite-Elemente-Methode, Fehlerabschätzungen, starke Formulierungen von elliptischen PDEs mit unsicheren Daten, Monte-Carlo -Finite-Elemente, multi-level Monte-Carlo-Finite-Elemente, schwache Formulierungen elliptischer PDEs mit unsicheren Daten, stochastische Galerkin-Methode, Karhunen-Loeve Entwicklung, schwache Lösungen von parabolischen PDEs, Linienmethode oder Rothe-Methode mit Finiten Elementen Implementierung der genannten Verfahren

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