Courses 2018 Winter Semester

Here are some suggestions for lectures ('VO'), exercise classes ('UE', 'PS'), combinations thereof ('VU'), seminars ('SE'), and special lectures ('SV') for the Winter Semester 2018.

• VO Advanced Topics in Finite Element Methods, Jens Markus Melenk, Ilaria Perugia, Dirk Praetorius, Joachim Schöberl, TU/UniVie (
  Part of the

  Topical Lecture Series
  ).
• SE Uncertainty Quantification and Approximation Theory of Neural Networks, Maximilian Bernkopf, Markus Faustmann, Jens Markus Melenk, TU.
• SV Reaction-diffusion and cross-diffusion systems, Esther Daus, TU.
• VO Computational Finance, Ansgar Jüngel, TU.
• UE Computational Finance, Ansgar Jüngel, Florian Huber, TU.
• VO Modelling with partial differential equations, Jens Markus Melenk, TU.
• UE Modelling with partial differential equations, Jens Markus Melenk, Markus Faustmann, TU.
• VO Introduction to semiclassical analysis, Boris Nectoux, TU.
• VO Stochastic analysis in financial and actuarial mathematics 1, Uwe Schmock, TU.
• UE Stochastic analysis in financial and actuarial mathematics 1, Lukas Fertl, Dragana Radojicic, TU.
• VO Stochastic Analysis, Mathias Beiglböck, UniVie.
• PS Stochastic Analysis, Mathias Beiglböck, UniVie.
• SE Stochastics and dynamical systems, Mathias Beiglböck, UniVie.
• VU Kinetic theory applied to biology, Sara Merino Aceituno, UniVie.
• SE Applied Partial Differential Equations, Ulisse Stefanelli, Peter Markowich, Norbert Mauser, Ilaria Perugia, UniVie.
• VO Numerics of Partial Differential Equations, Ilaria Perugia, UniVie.
• VO Applied analysis, Ulisse Stefanelli, UniVie.
• VO Stochastic Partial Differential Equations, Ulisse Stefanelli, UniVie.
• VO Large deviations, Jan Maas, IST Austria.

All courses in the Winter Semester 2018 can be found here (TU Wien) and here (UniVie). Courses may be given in English language on request.

Click here for a list of courses offered in other semesters.