Course

MATH-450: Numerical integration of stochastic differential equations

Related courses (132)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

MATH-487: Topics in stochastic analysis

This course offers an introduction to topics in stochastic analysis, oriented about theory of multi-scale stochastic dynamics. We shall learn the fundamental ideas, relevant techniques, and in general

ME-372: Finite element method

L'étudiant acquiert une initiation théorique à la méthode des éléments finis qui constitue la technique la plus courante pour la résolution de problèmes elliptiques en mécanique. Il apprend à applique

ME-371: Discretization methods in fluids

Ce cours présente une introduction aux méthodes d'approximation utilisées pour la simulation numérique en mécanique des fluides. Les concepts fondamentaux sont présentés dans le cadre de la méthode d

PHYS-441: Statistical physics of biomacromolecules

Introduction to the application of the notions and methods of theoretical physics to problems in biology.

MATH-664: Malliavin calculus and normal approximations

This course will provide a basic knowledge of the stochastic calculus of variations with respect to the Brownian motion. A variety of applications will be presented including the regularity of probabi

CIVIL-423: Computational geomechanics

The goal of this course is to introduce the student to modern numerical methods for the solution of coupled & non-linear problems arising in geo-mechanics / geotechnical engineering.

FIN-503: Advanced derivatives

The course covers a wide range of advanced topics in derivatives pricing

MATH-106(e): Analysis II

Étudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles de plusieurs variables.

MATH-500: Error control in scientific modelling

Errors are ubiquitous in computational science as neither models nor numerical techniques are perfect. With respect to eigenvalue problems motivated from materials science and atomistic modelling we d

ME-443: Hydroacoustic for hydropower plants

Introduction to pressure wave propagation phenomena in hydraulic circuits, water hammer calculations, transient behaviour of hydroelectric plants, 1D numerical simulation of the dynamic behaviour of F