Note: There is no lecture on May 3, 2022 for it's Labor Day Holiday.Abstract:The first half of the course is devoted to explaining fundamental concepts, terms, facts and tools in probability theory and stochastic analysis. Then, in the second half, we pick up some topics in stochastic partial differential equations as applications of stochastic analysis.Contents:(1) Foundations of Probability ...
Note: Due to the COVID-19,the course will be delivered online from May 9. 课程描述 DescriptionInverse problem refers to a kind of problem of inverting the physical parameters and geometric features of the interested area by the measured data, and is an important subject for the intersection of industrial and applied mathematics. It consists of many areas including modeling, partial differenti...