Differential and integral calculus of one and more real variables, ordinary and partial differential equations, functional analysis, function spaces, probability theory.
The aim of the course is to provide students an overview of modern methods applied for solving boundary value problems for differential equations based on function spaces and functional analysis including construction of the approximate solutions.
1. Motivation. Overview of selected means of functional analysis.
2. Lebesgue spaces, generalized functions, description of the boundary.
3. Sobolev spaces, different approaches, properties. Imbedding and trace theorems, dual spaces.
4. Weak formulation of the linear elliptic equations.
5. Lax-Mildgam lemma, existence and uniqueness of the solutions.
6. Variational formulation, construction of approximate solutions.
7. Linear and nonlinear problems, various nonlinearities. Nemytskiy operators.
8. Weak and variational formulations of the nonlinear equations.
9. Monotonne operator theory and its applications.
10. Application of the methods to the selected equations of mathematical physics.
11. Introduction to Stochastic Differential Equations. Brown motion.
12. Ito integral and Ito formula. Solution of the Stochastic differential equations.
13. Reserve.
S. Fučík, A. Kufner: Nonlinear Differential Equations, Nort Holland, 1980.
K. Rektorys: Variational Methods in Mathematics, Science and Engineering, Dordrecht, D. Reidel Publ. Comp., 1980.
J. Nečas: Direct Methods in the Theory of Elliptic Equations, Springer, Heidelberg 2012.
B. Oksendal: Stochastic Differential Equations, Springer, Berlin 2000.
The course yields overview of modern methods for solving differential equations based on functional analysis. It deals with the following topics: Survey of spaces of functions with integrable derivatives. Linear elliptic equations: the weak and variational formulation of boundary value problems, existence and uniqueness of the solution, approximate solutions and their convergence. Characteristics of the nonlinear problems. Weak and variational formulation of the nonlinear coercive problems, existence of the solution. Application to the selected nonlinear equations of mathematical physics. Introduction to stochastic differential equations.