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). The time and date of the first lecture will be announced via TISS (course will be online soon) and we will discuss the time slot of the lecture in the first meeting.