Stochastic differential equations on micro and macro scales

The short-course starts with basic background on stochastic differential equations theory and numerics, including the Basics below. The focus of the course is on explaining stochastic differential equations on macro scales for phase transformation from models on micro scales.

Basics (two times 45 minutes):

Micro to macro applications (4 times 45 minutes):
Course material:
lecture notes
slides 1
slides 2
slides 3

Teacher: Anders Szepessy

Anders Szepessy,, 790 7494