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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