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Partial differential equation : heat equation, brownian moves and numerical aspects [ LMAT2410 ]


5.0 crédits ECTS  30.0 h + 15.0 h   2q 

Teacher(s) Magnus Alphonse ;
Language French
Place
of the course
Louvain-la-Neuve
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
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.
Other information Precursorycourses The Laplace and Poisson equations Evaluation Examination
Cycle et année
d'étude
> Master [120] in Mathematics
> Master [60] in Mathematics
> Master [120] in Mathematical Engineering
> Master [120] in Physics
Faculty or entity
in charge
> MATH


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