Parabolic Differential Equations

5 credits

Syllabus, Master's level, 1MA055

This course has been discontinued.

A revised version of the syllabus is available.

Code: 1MA055
Education cycle: Second cycle
Main field(s) of study and in-depth level: Mathematics A1F
Grading system: Pass with distinction (5), Pass with credit (4), Pass (3), Fail (U)
Finalised by: The Faculty Board of Science and Technology, 15 March 2007
Responsible department: Department of Mathematics

What is a course syllabus?

Entry requirements

BSc, Introduction to Partial Differential Equations

Learning outcomes

The course aims at providing basic knowledge about parabolic partial differential equations and the

connection with stochastic differential equations and related applications.

In order to pass the course (grade 3) the student should be able to

give an account of important concepts and definitions in the area of the course;

exemplify and interpret important concepts in specific cases;

formulate important results and theorems covered by the course;

describe the main features of the proofs of important theorems;

express problems from relevant areas of applications in a mathematical form suitable for further analysis;

use the theory, methods and techniques of the course to solve mathematical problems;

present mathematical arguments to others.

Higher grades, 4 or 5, require a higher level of proficiency. The student should be able to solve problems of greater complexity, i.e. problems requiring a combination of ideas and methods for their solution, and be able to give a more detailed account of the proofs of important theorems and by examples and counter-examples be able to motivate the scope of various results. Requirements concerning the student's ability to present mathematical arguments and reasoning are greater.

Content

Existence and regularity theory for parabolic PDEs. Stochastic calculus and diffusion processes. Optimal stopping time problems and free boundary problems. Integro-differential equations.

Instruction

Lectures and problem solving sessions.

Assessment

Written and, possibly, oral examination at the end of the course. Moreover, compulsory assignments may be given during the course.