Arnulf Jentzen: Courses in Autumn Semester 2018

Name Dr. Arnulf Jentzen
FieldApplied Mathematics
E-mailarnulf.jentzen@math.ethz.ch
URLhttp://www.sam.math.ethz.ch/~jentzena
DepartmentMathematics
RelationshipAssistant Professor

NumberTitleECTSHoursLecturers
401-4357-68LOn Deep Artificial Neural Networks and Partial Differential Equations Information 4 credits2G
401-4357-68 GOn Deep Artificial Neural Networks and Partial Differential Equations2 hrs
Mon17:15-19:00HG E 1.2 »
A. Jentzen
401-4657-00LNumerical Analysis of Stochastic Ordinary Differential Equations Information
Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"
6 credits3V + 1U
401-4657-00 VNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
lecturers: Dr. L. Yaroslavtseva & Prof. A. Jentzen
3 hrs
Mon15:15-17:00HG E 1.2 »
Wed13:15-14:00HG E 1.1 »
A. Jentzen, L. Yaroslavtseva
401-4657-00 UNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
Wed 14-15 or Wed 15-16
1 hrs
Wed14:15-15:00HG E 1.1 »
15:15-16:00HG D 7.1 »
A. Jentzen, L. Yaroslavtseva
401-5650-00LZurich Colloquium in Applied and Computational Mathematics Information 0 credits2K
401-5650-00 KZurich Colloquium in Applied and Computational Mathematics
**together with University of Zurich**
2 hrs
Wed16:15-17:00HG E 1.2 »
R. Abgrall, R. Alaifari, H. Ammari, R. Hiptmair, A. Jentzen, C. Jerez Hanckes, S. Mishra, S. Sauter, C. Schwab