As the course is digitally tutored on distance there will likely be a few changes of this course home page during the course.
If such a change is of importance students will be alerted by Canvas message about it asap.

 

Introduction Zoom meeting

Tuesday 1 September 3.15 PM https://chalmers.zoom.us/j/64113363878 Password: 528992

Course PM

Course PM pdf-file.

Handouts etc

Not all material from Chapters 1-6 and 10 in Klebaner's book will be covered during lectures, but only selected topics from those chapters. Also, there are a few theoretical addition to the material in Klebaner's book. The details of these selections and additions are described here pdf-file.

Lecture notes on applications by Patrik Albin pdf-file.

Lecture notes on numerical methods for SDE by Stig Larsson pdf-file.

Lecture program

Nota bene: Some material in the lecture pdf for Chapter 2 below is more ambitious than the above mentioned selections and additions, but regarding the scope of the written exam it is the selections and additions that rule.

Week 1: Lectures 1-2 on Chapter 1 in Klebaner as pdf and movie. Lectures 3-4 on Chapter 2 in Klebaner as pdf and movie.

Week 2: Lectures 5-6 on Chapter 3 in Klebaner as pdf and movie.

Week 3: Lectures 7-10 on Chapter 4 in Klebaner with theoretical additions as pdf and movie part 1, movie part 2.

Week 4: Lectures 11-13 on Chapter 5 in Klebaner as pdf and movie part 1, movie part 2.

Week 5: Lectures 14-15 on Chapter 6 in Klebaner as pdf and movie part 1, movie part 2.

Week 6: Lectures 16-17 on Chapter 10 in Klebaner as pdf and movie part 1, movie part 2. Lecture 18 on Applications as pdf.

Week 7: Lectures 19-21 on Numerical methods as pdf and movie part 1, movie part 2, movie part 3, movie part 4.

Exercises

Link to Exercises.

Exercise program

Week 2: Exercise 1 - Home exercises on Chapters 1 and 2 in Klebaner as pdf and movie.

Week 3: Exercise 2 - Home exercises on Chapter 3 in Klebaner as pdf and movie.

Week 4: Exercise 3 - Home exercises on Chapter 4 in Klebaner as pdf and movie.

Week 5: Exercise 4 - Home exercises on Chapter 5 in Klebaner as pdf and movie.

Week 6: Exercise 5 - Home exercises on Chapter 6 in Klebaner as pdf and movie part 1, movie part 2.

Week 7: Exercise 6 - Home exercises on Chapter 10 in Klebaner as pdf and movie.

Week 8: Exercise 7 - Home exercises on Numerical methods as pdf and movie part 1, movie part 2.

Zoom consultation meetings

Week 2: Tuesday 8 September 3.15 PM https://chalmers.zoom.us/j/67357201560 Password: 396073

Week 3: Tuesday 15 September 3.15 PM https://chalmers.zoom.us/j/67037387345 Password: 684074

Week 4: Tuesday 22 September 3.15 PM https://chalmers.zoom.us/j/69388346164 Password: 291737

Week 5: Wednesday 30 September 1.15 PM https://chalmers.zoom.us/j/69278917156 Password: 374569

Week 6: Tuesday 6 October 3.15 PM https://chalmers.zoom.us/j/69177986764 Password: 720950

Week 7: Tuesday 13 October 3.15 PM https://chalmers.zoom.us/j/68484826631 Password: 318408

Week 8: Tuesday 20 October 3.15 PM https://chalmers.zoom.us/j/64886540591 Password: 157697

Old Exams

Link to Old Exams.

Program

The schedule of the course is in TimeEdit.

Additional information about the course can be found at Chalmers Student Portal.

Querys

Questions about the course should be sent by email to Patrik Albin palbin@chalmers.se.