computational fluid dynamics

Contents: Finite-Element method and aspects for computer implementation, computa-tion of mechanical problems, coupled field problems (magnetic, mechanical and acoustic), optimization of modern mechatronic systems. Applied Fluid Mechanics Laboratory: vis-cosimetry, classical optical measurement methods, visualization of flows (e.g. Schlieren-method, Hele-Shaw cell). Contents: of the basic of theorem Lévy; and ties of multidimensional normal distributions, Gauß processes, Brownian motion/Wiener process, existence theorem of Brownian motion; Definition of Itô-isometry, martingales and martingal inequalities, elementary properties of the Itô-integral, one- and multidimensional Itô-formula, martingal repre-sentation, Bayes-formula; Lévy characterization of the Brownian motion, theorem of Girsanov, exponential martingales, Kazamaki-condition, Novikov-condition.