Found 8 relevant results in 7.40s where lecturer="Erich Walter Farkas"
In this lecture we treat problems in applied analysis. The focus lies on the solution of quasilinear first order PDEs with the method of characteristics, and on the study of three fundamental types of partial differential equations of second order: the Laplace equation, the heat equation, and the wave equation.
Complex Analysis
Komplexe Analysis
Basics of complex analysis in theory and applications, in particular the global properties of analytic functions. Introduction to the integral transforms used in signal theory and network analysis.
The course aims at providing an introduction to discrete and continuous time finance. Option pricing theory will be presented in different model settings. Moreover, the basic concepts like absence of arbitrage, market completeness and optimal stopping will be discussed.
Mathematics I
Mathematik I
Mathematics I/II is an introduction to one- and multidimensional calculusand linear algebra emphasizing on applications.
Mathematics II
Mathematik II
Mathematics I/II is an introduction to one- and multidimensional calculusand linear algebra emphasizing on applications.
Mathematics III
Mathematik III
Vertiefung der mehrdimensionalen Analysis mit Schwerpunkt in der Anwendung der partiellen Differentialgleichungen, Vertiefung der Linearen Algebra und Einführung in die Systemanalyse und Modellbildung.
Partial Differential Equations
Partielle Differentialgleichungen
The following topics are treated:-Laplace equation (mean value property, harmonic functions, Green function)-heat equation (properties of the solution, energy methods)-wave equation-Sobolev spaces (weak derivatives, extensions, traces)-second order elliptic differential equations (existence of weak solutions)