Schedule: Tuesday 9:00 - 11:00. The date of the first session will be announced in the lecture

Room: INF 293 / room 118

SWS: 2

CP: 

Language: English

Muesli: https://www.mathi.uni-heidelberg.de/muesli/lecture/view/515

Projects:

• Project 1: Exercise sheet, code skeleton (available date: 17.11.2015, submit date: 15.12.2015)
• Project 2: Exercise sheet, code skeleton (available date: 12.01.2016, submit date: 26.01.2016)

Recommended literature:

• O.P. Le Maitre an Knio: Spectral methods for uncertainty quantification: with applications to fluid flow, Springer, 2010
• R. Ghanem and P. Spanos: Stochastic Finite-Elements: A spectral approach, Dover, 2013

Recommended preliminaries:

• Knowledge in probability theory, Analysis I,II and III
• Knowledge in Numerics for ordinary and partial differential equations

Exam: 

TBA