Numerics of high-dimensional problems (VO + UE)

Michael Feischl

We will cover different topics in numerical analysis including: neural networks for PDEs, Monte Carlo methods, stochastic PDEs and PDEs with random coefficient. The lecture is 3 hours (4.5 ETCS) and the corresponding exercise is 1 hour (1.5 ETCS).

Lecture

Monday 10:00-11:30 (Zoom-link: https://tuwien.zoom.us/j/95913169104)
Friday 10:00-10:45 (Zoom-link: https://tuwien.zoom.us/j/99232290166)

Lecture notes (last update 13.01.): highdim.pdf
Assessment: Oral exam covering topics presented in class (see videos below)

Übung

Freitag 11:00-11:45 (Zoom-Link: https://tuwien.zoom.us/j/99232290166)
  1. Übungsblatt 15.01. highdim12.pdf
  2. Übungsblatt 08.01. highdim11.pdf
  3. Übungsblatt 18.12. highdim10.pdf
  4. Übungsblatt 11.12. highdim9.pdf
  5. Übungsblatt 04.12. highdim8.pdf
  6. Übungsblatt 27.11. highdim7.pdf
  7. Übungsblatt 20.11. highdim6.pdf
  8. Übungsblatt 13.11. highdim5.pdf und Matlab-Code HOSobol.m
  9. Übungsblatt 06.11. highdim4.pdf
  10. Übungsblatt 30.10. highdim3.pdf
  11. Übungsblatt 23.10. highdim2.pdf
  12. Übungsblatt 16.10. highdim1.pdf

Videos