Autumn Semester 2020 takes place in a mixed form of online and classroom teaching.
Please read the published information on the individual courses carefully.

Christoph Schwab: Catalogue data in Autumn Semester 2016

Name Prof. Dr. Christoph Schwab
FieldMathematik
Address
Seminar für Angewandte Mathematik
ETH Zürich, HG G 57.1
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 632 35 95
Fax+41 44 632 10 85
E-mailchristoph.schwab@sam.math.ethz.ch
URLhttp://www.sam.math.ethz.ch/~schwab
DepartmentMathematics
RelationshipFull Professor

NumberTitleECTSHoursLecturers
401-3640-66LMonte Carlo and Quasi-Monte Carlo Methods: Mathematical and Numerical Analysis Restricted registration - show details
Number of participants limited to 6.
4 credits2SC. Schwab
AbstractIntroduction and current research topics in the theory and implementation of Monte Carlo and quasi-Monte Carlo methods and applications.
Objective
Prerequisites / NoticePrerequisites:
Completed courses
Numerical Analysis of Elliptic/ Parabolic PDEs,
or Numerical Analysis of Hyperbolic PDEs,
or Numerical Analysis of Stochastic ODEs,
and FAI, Probability Theory I.
401-3651-00LNumerical Methods for Elliptic and Parabolic Partial Differential Equations Information
Course audience at ETH: 3rd year ETH BSc Mathematics and MSc Mathematics and MSc Applied Mathematics students.
Other ETH-students are advised to attend the course "Numerical Methods for Partial Differential Equations" (401-0674-00L) in the CSE curriculum during the spring semester.
10 credits4V + 1UC. Schwab
AbstractThis course gives a comprehensive introduction into the numerical treatment of linear and non-linear elliptic boundary value problems, related eigenvalue problems and linear, parabolic evolution problems. Emphasis is on theory and the foundations of numerical methods. Practical exercises include MATLAB implementations of finite element methods.
ObjectiveParticipants of the course should become familiar with
* concepts underlying the discretization of elliptic and parabolic boundary value problems
* analytical techniques for investigating the convergence of numerical methods for the approximate solution of boundary value problems
* methods for the efficient solution of discrete boundary value problems
* implementational aspects of the finite element method
ContentA selection of the following topics will be covered:

* Elliptic boundary value problems
* Galerkin discretization of linear variational problems
* The primal finite element method
* Mixed finite element methods
* Discontinuous Galerkin Methods
* Boundary element methods
* Spectral methods
* Adaptive finite element schemes
* Singularly perturbed problems
* Sparse grids
* Galerkin discretization of elliptic eigenproblems
* Non-linear elliptic boundary value problems
* Discretization of parabolic initial boundary value problems
Lecture notesCourse slides will be made available to the audience.
Literaturen.a.
Prerequisites / NoticePractical exercises based on MATLAB
401-5650-00LZurich Colloquium in Applied and Computational Mathematics Information 0 credits2KR. Abgrall, H. Ammari, R. Hiptmair, A. Jentzen, S. Mishra, S. Sauter, C. Schwab
AbstractResearch colloquium
Objective