Lectures: Mo. 10:15 – 11:45 in A 5, 6 – C 013, Di. 13:45 – 15:15 in A 5, 6 – C 013
Tutorial: Mo. 12:00 – 13:30 in A 5, 6 – C 012
Language: English
Prerequisites: Analysis I and II, Linear algebra I, Probability I
It is a master's course, however, all bachelor students who have already “Analysis I and II” are welcome to join.
Aim of module:
Rigorous derivation of mean-field type PDEs. Topics include:
• Basic existence results for ODE and SDE
• Wellposedness theory of mean-field type nonlocal PDEs
• Entropy estimates for PDEs
• Derivation of kinetic mean-field equation from N particle dynamical system.
• Derivation of diffusion aggregation equation