Stochastic Partial Differential Equations

SPDEs is an interdisciplinary area at the crossroads of stochastic processes and partial differential equations (PDEs). The topics of the course include: geneses of SPDEs in real life applications, mathematical foundations and analysis of SPDEs, numerical and computational aspects of SPDEs, applications of SPDEs to fluid dynamics, population biology, hidden Markov models, etc. Prerequisites: familiarity with stochastic calculus and PDEs (graduate level).