mat597 - Numerical Methods for Partial Differential Equations with Uncertainties (Complete module description)
Module label | Numerical Methods for Partial Differential Equations with Uncertainties |
Modulkürzel | mat597 |
Credit points | 6.0 KP |
Workload | 180 h |
Institute directory | Department of Mathematics |
Verwendbarkeit des Moduls |
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Zuständige Personen |
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Prerequisites | |
Skills to be acquired in this module |
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Module contents |
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Literaturempfehlungen | R.G. Ghanem, P.D. Spanos: Stochastic finite elements: a spectral approach. Springer-Verlag, 1991 O.P. Le Maître, O.M. Knio: Spectral methods for uncertainty quantification. Springer, 2010 M.B. Giles: Multilevel Monte Carlo methods, Acta Numerica 24 (2015), 259–328 C. Schwab, C.J. Gittelson: Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs, Acta Numerica 20 (2011), 291–467 |
Links | |
Languages of instruction | German, English |
Duration (semesters) | 1 Semester |
Module frequency | unregelmäßig |
Module capacity | unlimited |
Reference text | Studienschwerpunkt: A, C |
Lehrveranstaltungsform | Comment | SWS | Frequency | Workload of compulsory attendance |
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Lecture | 3 SWS Vorlesung + 1 SWS Übung oder 2 SWS Seminar |
3 | -- | 42 |
Seminar or exercise | 3 SWS Vorlesung + 1 SWS Übung oder 2 SWS Seminar |
1 | -- | 14 |
Präsenzzeit Modul insgesamt | 56 h |
Examination | Prüfungszeiten | Type of examination |
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Final exam of module | nach Ende der Vorlesungszeit |
KL |