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

5.0 crédits ECTS 30.0 h + 15.0 h 2q > Schedule

Teacher(s):	Ponce Augusto ; Van Schaftingen Jean ;
Language:	French
Place of the course :	Louvain-la-Neuve
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	Precursorycourses The Laplace and Poisson equations Evaluation Examination
Cycle and year of study:	> Première année de master [120] en sciences physiques, à finalité approfondie > Deuxième année de master [120] en sciences physiques, à finalité approfondie > Master in Mathematics > Deuxième année de master [120] : ingénieur civil en mathématiques appliquées, à finalité spécialisée
Faculty or entity in charge:	> MATH