APMA 2811Z Stochastic Partial Differential Equations: Theory and Numerics
APMA 2811Z lecture note
New England Numerical Analysis Day 2019 will be held on Saturday, April 13, 2019 at Worcester Polytechnic Institute.
A short course on numerical methods for stochastic partial differential equations was delivered at BISEC (Beijing Institute for Scientific and Engineering Computing) from August 4 to August 8, 2018.
My book (with G. E. Karniadakis) Numerical methods for stochastic partial differential equations with white noise has been published with Springer in September 2017! Click to see it at Springer or Sample chapters .