Multiscale Methods for Stochastic Processes and Differential Equations

Prerequisites: (CASMA 581) AND (CASMA 583) or equivalent, AND (CASMA 226 or CAS MA 231) or equivalent. - Methods and models for the analysis of systems that possess many characteristic length and time scales. Asymptotic expansions, coarse-graining of multiscale stochastic models, mathematical analysis and statistical inference. Balance of theory and concepts illustrated via various applications.