Partial differential equations | Mathematical finance | Stochastic differential equations
Stochastic partial differential equations (SPDEs) generalize partial differential equations via random force terms and coefficients, in the same way ordinary stochastic differential equations generalize ordinary differential equations. They have relevance to quantum field theory, statistical mechanics, and spatial modeling. (Wikipedia).
Differential Equation in terms of Dependent Variable (1 of 2: Partial Fractions)
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From playlist Applications of Calculus
Math: Partial Differential Eqn. - Ch.1: Introduction (6 of 42) Partial Derivative Understood
Visit http://ilectureonline.com for more math and science lectures! In this video I will further explain what is partial differential equation by using a graphical example to explain what is a partial derivative of the equation u=f(x,y)=xy^2. Next video in this series can be seen at: ht
From playlist PARTIAL DIFFERENTIAL EQNS CH1 INTRODUCTION
What are differential equations?
► My Differential Equations course: https://www.kristakingmath.com/differential-equations-course Differential equations are usually classified into two general categories: partial differential equations, which are also called partial derivatives, and ordinary differential equations. Part
From playlist Popular Questions
Introduction to Differential Equations
Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys Introduction to Differential Equations - The types of differential equations, ordinary versus partial. - How to find the order of a differential equation.
From playlist Differential Equations
Felix Otto: Singular SPDE with rough coefficients
Abstract: We are interested in parabolic differential equations (∂t−a∂2x)u=f with a very irregular forcing f and only mildly regular coefficients a. This is motivated by stochastic differential equations, where f is random, and quasilinear equations, where a is a (nonlinear) function of u.
From playlist Probability and Statistics
Math: Partial Differential Eqn. - Ch.1: Introduction (1 of 42) What is a Partial Differential Eqn?
Visit http://ilectureonline.com for more math and science lectures! In this video I will explain what is a partial differential equation. PDE is a differential equation that contains partial derivatives, and the dependent variable in the equation depends on more than 1 independent variab
From playlist PARTIAL DIFFERENTIAL EQNS CH1 INTRODUCTION
Exact Differential Equations - Intro
Updated version available! https://youtu.be/qpPoI9gFF0g
From playlist Mathematical Physics I Youtube
Duality between estimation and control - Sanjoy Mitter
PROGRAM: Data Assimilation Research Program Venue: Centre for Applicable Mathematics-TIFR and Indian Institute of Science Dates: 04 - 23 July, 2011 DESCRIPTION: Data assimilation (DA) is a powerful and versatile method for combining observational data of a system with its dynamical mod
From playlist Data Assimilation Research Program
Homogenization and Correctors for Linear Stochastic Equations in.... by Mogtaba A. Y. Mohammed
DISCUSSION MEETING Multi-Scale Analysis: Thematic Lectures and Meeting (MATHLEC-2021, ONLINE) ORGANIZERS: Patrizia Donato (University of Rouen Normandie, France), Antonio Gaudiello (Università degli Studi di Napoli Federico II, Italy), Editha Jose (University of the Philippines Los Baño
From playlist Multi-scale Analysis: Thematic Lectures And Meeting (MATHLEC-2021) (ONLINE)
Differential Equations: Exact DEs Introduction 2
In part two of the introduction to exact differential equations, we explore how exactness makes solving exact differential equations easier. We then lay down the theory of how to actually solve them.
From playlist Differential Equations
Benjamin Gess - Fluctuations in non-equilibrium and stochastic PDE
Macroscopic fluctuation theory provides a general framework for far from equilibrium thermodynamics, based on a fundamental formula for large fluctuations around (local) equilibria. This fundamental postulate can be informally justified from the framework of fluctuating hydrodynamics, link
From playlist Research Spotlight
Sebastian Ertel - An Ensemble Kalman-Bucy filter for correlated observation noise
Sebastian Ertel (Technical University of Berlin) presents, "An Ensemble Kalman-Bucy filter for correlated observation noise", 8/7/22.
From playlist Statistics Across Campuses
PROGRAM NAME :WINTER SCHOOL ON STOCHASTIC ANALYSIS AND CONTROL OF FLUID FLOW DATES Monday 03 Dec, 2012 - Thursday 20 Dec, 2012 VENUE School of Mathematics, Indian Institute of Science Education and Research, Thiruvananthapuram Stochastic analysis and control of fluid flow problems have
From playlist Winter School on Stochastic Analysis and Control of Fluid Flow
Interview at Cirm: Martin Hairer
Interview at Cirm: Martin Hairer, Fields Medalist 2014 Currently Regius Professor of Mathematics at the Mathematics Department of The University of Warwick. Martin Hairer KBE FRS (born 14 November 1975 in Geneva, Switzerland) is an Austrian mathematician working in the field of stochastic
From playlist Jean-Morlet Chair - Khanin/Shlosman - 1st Semester 2017
Chenchen Mou: "Weak solutions of second order master equations for MFGs with common noise"
High Dimensional Hamilton-Jacobi PDEs 2020 Workshop III: Mean Field Games and Applications "Weak solutions of second order master equations for mean field games with common noise" Chenchen Mou - University of California, Los Angeles (UCLA) Abstract: In this talk we study master equations
From playlist High Dimensional Hamilton-Jacobi PDEs 2020
Sri Namachchivaya - Stability, dimensional reduction and data assimilation in random dynamical sy
PROGRAM: Nonlinear filtering and data assimilation DATES: Wednesday 08 Jan, 2014 - Saturday 11 Jan, 2014 VENUE: ICTS-TIFR, IISc Campus, Bangalore LINK:http://www.icts.res.in/discussion_meeting/NFDA2014/ The applications of the framework of filtering theory to the problem of data assimi
From playlist Nonlinear filtering and data assimilation
Stochastic density functional theory....(Lecture 02) by David Dean
ORGANIZERS: Abhishek Dhar and Sanjib Sabhapandit DATE: 27 June 2018 to 13 July 2018 VENUE: Ramanujan Lecture Hall, ICTS Bangalore This advanced level school is the ninth in the series. This is a pedagogical school, aimed at bridging the gap between masters-level courses and topics in
From playlist Bangalore School on Statistical Physics - IX (2018)
(0.3) Lesson: Classifying Differential Equations
This video explains how to classify differential equations based upon their properties https://mathispower4u.com
From playlist Differential Equations: Complete Set of Course Videos
Separation of variables and the Schrodinger equation
A brief explanation of separation of variables, application to the time-dependent Schrodinger equation, and the solution to the time part. (This lecture is part of a series for a course based on Griffiths' Introduction to Quantum Mechanics. The Full playlist is at http://www.youtube.com/
From playlist Mathematical Physics II - Youtube
Some solvable Stochastic Control Problems
At the 2013 SIAM Annual Meeting, Tyrone Duncan of the University of Kansas described stochastic control problems for continuous time systems where optimal controls and optimal costs can be explicitly determined by a direct method. The applicability of this method is demonstrated by example
From playlist Complete lectures and talks: slides and audio