Instructor: Paulo Brito: pbrito at iseg dot ulisboa dot pt

Sessions: Wednesdays, 18:00-20:00

Room: Anf 3 (Quelhas 6 building)

- The course will be taught in class
- General information, ISEG’s contingency plan, who to contact in case existence of symptoms (in portuguese)

- Introduction
- Linear ordinary differential equations: scalar equations
- Linear ordinary differential equations: planar equations
- Ordinary differential equations: non-linear differentiable (posted 28.10.2020)
- Optimal control of ODEs (posted 4.11.2020, corrected 26.11.2020)
- First order partial differential equations (posted 18.11.2020)
- Parabolic partial differential equations and optimal control of parabolic partial differential equations (posted 25.11.2020)
- Stochastic differential equations and optimal control of stochastic differential equations (posted 9.12.2020)

- problem set 1: linear scalar ODE
- problem set 2: linear planar ODE
- problem set 3: non-linear ODE
- problem set 4: optimal control of ODE
- problem set 5: PDE
- problem set 6: SDE

Exams: 2018/19 EN, 2018/19 ER, 2019/20 EN, 2019/20 ER

Last change: December 9, 2020