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This entry is from Winter semester 2018/19 and might be obsolete. No current equivalent could be found.

PDE-constrained Optimization
(dt. Optimierung bei partiellen Differentialgleichungen)

Level, degree of commitment Specialization module, depends on importing study program
Forms of teaching and learning,
workload
Lecture (3 SWS), recitation class (1 SWS),
180 hours (60 h attendance, 120 h private study)
Credit points,
formal requirements
6 CP
Course requirement(s): Written or oral examination
Examination type: Successful completion of at least 50 percent of the points from the weekly exercises.
Language,
Grading
German,
The grading is done with 0 to 15 points according to the examination regulations for the degree program M.Sc. Mathematics.
Subject, Origin Mathematics, M.Sc. Mathematics
Duration,
frequency
One semester,
Im Wechsel mit anderen specialization moduleen zur Optimierung
Person in charge of the module's outline Prof. Dr. Thomas Surowiec

Contents

I. Optimization in Hilbert spaces and unilateral boundary value problems (existence of minimizers, variational inequalities, function spaces and elliptic differential operators, numerical solution methods)

II. Optimization of elliptic partial differential equations (existence theory, optimality conditions, derivation of the adjoint state equation and the role of the adjoint state, state constraints, applications and numerical solution methods)

III. Optimization of elliptic partial differential equations under uncertainties (Bochner spaces, risk neutral, risk averse and robust problem formulations, existence and optimality theory, numerical solution methods)


Qualification Goals

The students shall

  • learn the theory and numerical methods of optimization in the context of partial differential equations,
  • acquire the competence to explain and apply them,
  • practice mathematical working methods (development of mathematical intuition and its formal justification, training of the ability to abstract, proof techniques),
  • improve their oral communication skills in the exercises by practicing free speech in front of an audience and during discussion.

Prerequisites

Translation is missing. Here is the German original:

Keine. Empfohlen werden die Kompetenzen, die entweder in den Basismodulen Lineare Algebra I, Lineare Algebra II, Analysis I und Analysis II oder Grundlagen der linearen Algebra, Grundlagen der Analysis und Grundlagen der Höheren Mathematik vermittelt werden. Außerdem werden die Kompetenzen aus dem Modul Maß- und Integrationstheorie empfohlen. Darüber hinaus sind Kenntnisse der Funktionalanalysis von Vorteil.


Recommended Reading

(not specified)



Please note:

This page describes a module according to the latest valid module guide in Winter semester 2018/19. Most rules valid for a module are not covered by the examination regulations and can therefore be updated on a semesterly basis. The following versions are available in the online module guide:

The module guide contains all modules, independent of the current event offer. Please compare the current course catalogue in Marvin.

The information in this online module guide was created automatically. Legally binding is only the information in the examination regulations (Prüfungsordnung). If you notice any discrepancies or errors, we would be grateful for any advice.