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).

Vorlesung

Montag 10:00-11:30 (Zoom-Link: https://tuwien.zoom.us/j/95913169104)
Freitag 10:00-10:45 (Zoom-Link: https://tuwien.zoom.us/j/99232290166)

Übung

Freitag 11:00-11:45 (Zoom-Link: https://tuwien.zoom.us/j/99232290166)
  1. Übungsblatt 23.10. highdim2.pdf
  2. Übungsblatt 16.10. highdim1.pdf

Videos