Assyr Abdulle

EPFL SB MATH ANMC
MA C2 657 (Bâtiment MA)
Station 8
CH-1015 Lausanne

Web site: Web site: https://anmc.epfl.ch/

vCard
Administrative data

Publications

Infoscience publications

Teaching & PhD

Teaching

Mathematics

PhD Programs

Doctoral Program in Mathematics

Courses

Numerical integration of stochastic differential equations

In this course we will introduce and study numerical integrators for stochastic differential equations. These numerical methods are important for many applications.

Numerical integration of dynamical systems

In this course we will introduce and study numerical integrators for multi-scale (or stiff) differential equations and dynamical systems with special geometric structures (symplecticity, reversibility, first integrals, etc.). These numerical methods are important for many applications.