UCL - Partial differential equation : heat equation, brownian moves and numerical aspects

[MAT2410]

[30h + 15h] 5 credits

This course is taught in the 2d semester.

Teacher(s): Alphonse Magnus

Language: French

Level: Second

Aims
Main themes
Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)

Aims

The student will have to master elementary facts about the heat equation, in particular construction of explicit solutions. He/she will also have to study the links with brownien motion as well as numerical aspects related to these problems.

Main themes

The main topics are : fundamental solution of the heat equation and the maximum principle, resolution of the Laplace equation with brownian motion, energy methods and numerical aspects

Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)

Precursorycourses The Laplace and Poisson equations

Evaluation Examination