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This course is about approximating partial differential equations in terms of interacting particle systems and about simple discrete-to-continuum limits connected to transport-type equations. It involves basic knowledge of Hilbert space methods for partial differential equations as well as mix of mathematical analysis, applied measure theory, approximation theory, together with a bit of programming (typically in Python). Tentatively, the next time the course will be given during the spring semester 2026.

For doctoral student in