APMA 2811D - Asymptotic Problems For Differential Equations And Stochastic Processes

Institution:

Brown University

Subject:

Description:

Topics that will be covered include: WKB method: zeroth and first orders; turning points; Perturbation theory: regular perturbation, singular perturbation and boundary layers; Homogenization methods for ODE's, elliptic and parabolic PDE's; Homogenization for SDE's, diffusion processes in periodic and random media; Averaging principle for ODE's and SDE's. Applications will be discussed in class and in homework problems.

Credits:

1.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.brown.edu

Phone Number:

(401) 863-1000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Semester

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