Topics in Homogenization: Theory and Computation

Topics that will be covered include: Homogenization methods for ODE's, for elliptic and parabolic PDE's and for stochastic differential Equations (SDE's) in both periodic and random media; Averaging principle for ODE's and SDE's. Both theoretical and computational aspects will be studied. Applications will be discussed in class and in homework problems. Prerequisites: Some background in PDE's and probability will be helpful, even though the class will be largely self contained.