2021/11/25 by Avi Mayorcas, Mayorcas, Avi
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Partial Differential Equations #Numerical methods in inverse problems #Probability (math.PR)
paper · pdf · doi:10.48550/arxiv.2111.13160
openalex publication_date 2021/11/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Lecture notes accompanying an 8hr hour mini-course on SPDE given at Boğaziçi University, Istanbul in June/July 2025. They are based on earlier notes of a shorter mini-course given at the University of Oxford in 2021. The main focus of these notes is on an exposition of the variational method for monotone and coercive SPDE. A recap of the necessary functional analysis, operator theory and stochastic analysis on Hilbert spaces is included, with additional references. The final chapter contains a discussion of the pathwise approach.