Results for CME

Computation and visualization using MATLAB. Differential vector calculus: analytic geometry in space, functions of several variables, partial derivatives, gradient, unconstrained maxima and minima, Lagrange multipliers. Introduction to linear algebra: matrix operations, systems of algebraic equations, methods of solution and applications. Integral vector calculus: multiple integrals in Cartesian, cylindrical, and spherical coordinates, line integrals, scalar potential, surface integrals, Green's, divergence, and Stokes' theorems. Examples and applications drawn from various engineering fields. Prerequisites: knowledge of single-variable calculus equivalent to the content of Math 19-21 (e.g., 5 on Calc BC, 4 on Calc BC with Math 21, 5 on Calc AB with Math21). Placement diagnostic (recommendation non binding) at:(https://exploredegrees.stanford.edu/undergraduatedegreesandprograms/#aptext).

Students attend CME100/ENGR154 lectures with additional recitation sessions; two to four hours per week, emphasizing engineering mathematical applications and collaboration methods. Enrollment by department permission only. Prerequisite: must be enrolled in the regular CME100-01 or 02. Application at: https://engineering.stanford.edu/students/programs/engineering-diversity-programs/additional-calculus-engineers

Analytical and numerical methods for solving ordinary differential equations arising in engineering applications: Solution of initial and boundary value problems, series solutions, Laplace transforms, and nonlinear equations; numerical methods for solving ordinary differential equations, accuracy of numerical methods, linear stability theory, finite differences. Introduction to MATLAB programming as a basic tool kit for computations. Problems from various engineering fields.Prerequisites: knowledge of single-variable calculus equivalent to the content of Math 19-21 (e.g., 5 on Calc BC, 4 on Calc BC with Math 21, 5 on Calc AB with Math21). Placement diagnostic (recommendation non binding) at:(https://exploredegrees.stanford.edu/undergraduatedegreesandprograms/#aptext). Recommended: CME100.

Students attend CME102/ENGR155A lectures with additional recitation sessions; two to four hours per week, emphasizing engineering mathematical applications and collaboration methods. Prerequisite: students must be enrolled in the regular section (CME102) prior to submitting application at:nhttps://engineering.stanford.edu/students/programs/engineering-diversity-programs/additional-calculus-engineers

Introduction to applied linear algebra with emphasis on applications. Vectors, norm, and angle; linear independence and orthonormal sets; applications to document analysis. Clustering and the k-means algorithm. Matrices, left and right inverses, QR factorization. Least-squares and model fitting, regularization and cross-validation. Constrained and nonlinear least-squares. Applications include time-series prediction, tomography, optimal control, and portfolio optimization. Undergraduate students should enroll for 5 units, and graduate students should enroll for 3 units. Prerequisites:MATH 51 or CME 100, and basic knowledge of computing (CS 106A is more than enough, and can be taken concurrently). EE103/CME103 and Math 104 cover complementary topics in applied linear algebra. The focus of EE103 is on a few linear algebra concepts, and many applications; the focus of Math 104 is on algorithms and concepts.

This four-week short course introduces D3, a powerful tool for creating interactive data visualizations on the web (d3js.org). The class is geared toward scientists and engineers who want to better communicate their personal projects and research through visualizations on the web. The class will cover the basics of D3: inputting data, creating scales and axes, and adding transitions and interactivity, as well as some of the most used libraries: stack, cluster and force layouts. The class will be based on short workshops and a final project. A background in programming methodology at the level of CS106A is assumed. The course will make use of Javascript, experience is recommended but not necessary.

This short course runs for the first four weeks/eight lectures of the quarter and is offered each quarter during the academic year. It is highly recommended for students with no prior programming experience who are expected to use MATLAB in math, science, or engineering courses. It will consist of interactive lectures and application-based assignments.nThe goal of the short course is to make students fluent in MATLAB and to provide familiarity with its wide array of features. The course covers an introduction of basic programming concepts, data structures, and control/flow; and an introduction to scientific computing in MATLAB, scripts, functions, visualization, simulation, efficient algorithm implementation, toolboxes, and more.

This short course runs for the first four weeks of the quarter. It is recommended for students who are familiar with programming at least at the level of CS106A and want to translate their programming knowledge to Python with the goal of becoming proficient in the scientific computing and data science stack. Lectures will be interactive with a focus on real world applications of scientific computing. Technologies covered include Numpy, SciPy, Pandas, Scikit-learn, and others. Topics will be chosen from Linear Algebra, Optimization, Machine Learning, and Data Science. Prior knowledge of programming will be assumed, and some familiarity with Python is helpful, but not mandatory.

This short course runs for four weeks and is offered in fall and spring. It is recommended for students who want to use R in statistics, science or engineering courses, and for students who want to learn the basics of data science with R. The goal of the short course is to familiarize students with some of the most important R tools for data analysis. Lectures will focus on learning by example and assignments will be application-driven. No prior programming experience is assumed.

Computer based solution of systems of algebraic equations obtained from engineering problems and eigen-system analysis, Gaussian elimination, effect of round-off error, operation counts, banded matrices arising from discretization of differential equations, ill-conditioned matrices, matrix theory, least square solution of unsolvable systems, solution of non-linear algebraic equations, eigenvalues and eigenvectors, similar matrices, unitary and Hermitian matrices, positive definiteness, Cayley-Hamilton theory and function of a matrix and iterative methods. Prerequisite: familiarity with computer programming, and MATH51.

Basic usage of the Python and C/C++ programming languages are introduced and used to solve representative computational problems from various science and engineering disciplines. Software design principles including time and space complexity analysis, data structures, object-oriented design, decomposition, encapsulation, and modularity are emphasized. Usage of campus wide Linux compute resources: login, file system navigation, editing files, compiling and linking, file transfer, etc. Versioning and revision control, software build utilities, and the LaTeX typesetting software are introduced and used to help complete programming assignments. Prerequisite: introductory programming course equivalent to CS 106A or instructor consent.

For graduate students in the MCF track; students will work individually or in groups on research projects.

Statistical and computational methods for inferring images from incomplete data. Bayesian inference methods are used to combine data and quantify uncertainty in the estimate. Fast linear algebra tools are used to solve problems with many pixels and many observations. Applications from several fields but mainly in earth sciences. Prerequisites: Linear algebra and probability theory.

Applied linear algebra and linear dynamical systems with applications to circuits, signal processing, communications, and control systems. Topics: least-squares approximations of over-determined equations, and least-norm solutions of underdetermined equations. Symmetric matrices, matrix norm, and singular-value decomposition. Eigenvalues, left and right eigenvectors, with dynamical interpretation. Matrix exponential, stability, and asymptotic behavior. Multi-input/multi-output systems, impulse and step matrices; convolution and transfer-matrix descriptions. Control, reachability, and state transfer; observability and least-squares state estimation. Prerequisites: Linear algebra and matrices as in EE 103 or MATH 104; ordinary differential equations and Laplace transforms as in EE 102B or CME 102.

Students require faculty sponsor. (Staff)

Short course running first four weeks of the quarter (8 lectures) with interactive online lectures and application based assignment. Students will access the lectures and assignments on https://suclass.stanford.edu. Students will be introduced to advanced MATLAB features, syntaxes, and toolboxes not traditionally found in introductory courses. Material will be reinforced with in-class examples, demos, and homework assignment involving topics from scientific computing. MATLAB topics will be drawn from: advanced graphics (2D/3D plotting, graphics handles, publication quality graphics, animation), MATLAB tools (debugger, profiler), code optimization (vectorization, memory management), object-oriented programming, compiled MATLAB (MEX files and MATLAB coder), interfacing with external programs, toolboxes (optimization, parallel computing, symbolic math, PDEs). Scientific computing topics will include: numerical linear algebra, numerical optimization, ODEs, and PDEs.

Required for first-year ICME Ph.D. students; recommended for first-year ICME M.S. students. Presentations about research at Stanford by faculty and researchers from Engineering, H&S, and organizations external to Stanford. May be repeated for credit.

Solution of linear systems, accuracy, stability, LU, Cholesky, QR, least squares problems, singular value decomposition, eigenvalue computation, iterative methods, Krylov subspace, Lanczos and Arnoldi processes, conjugate gradient, GMRES, direct methods for sparse matrices. Prerequisites: CME 108, MATH 114, MATH 104.

First-order partial differential equations; method of characteristics; weak solutions; elliptic, parabolic, and hyperbolic equations; Fourier transform; Fourier series; and eigenvalue problems. Prerequisite: Basic coursework in multivariable calculus and ordinary differential equations, and some prior experience with a proof-based treatment of the material as in Math 171 or Math 61CM (formerly Math 51H).

Randomness pervades the natural processes around us, from the formation of networks, to genetic recombination, to quantum physics. Randomness is also a powerful tool that can be leveraged to create algorithms and data structures which, in many cases, are more efficient and simpler than their deterministic counterparts. This course covers the key tools of probabilistic analysis, and application of these tools to understand the behaviors of random processes and algorithms. Emphasis is on theoretical foundations, though we will apply this theory broadly, discussing applications in machine learning and data analysis, networking, and systems. Topics include tail bounds, the probabilistic method, Markov chains, and martingales, with applications to analyzing random graphs, metric embeddings, random walks, and a host of powerful and elegant randomized algorithms. Prerequisites: CS 161 and STAT 116, or equivalents and instructor consent.

Mathematical solution methods via applied problems including chemical reaction sequences, mass and heat transfer in chemical reactors, quantum mechanics, fluid mechanics of reacting systems, and chromatography. Topics include generalized vector space theory, linear operator theory with eigenvalue methods, phase plane methods, perturbation theory (regular and singular), solution of parabolic and elliptic partial differential equations, and transform methods (Laplace and Fourier). Prerequisites: CME 102/ENGR 155A and CME 104/ENGR 155B, or equivalents.

Educational opportunities in high technology research and development labs in applied mathematics. Qualified ICME students engage in internship work and integrate that work into their academic program. Students register during the quarter they are employed and complete a research report outlining their work activity, problems investigated, results, and follow-on projects they expect to perform. May be repeated three times for credit.

Graduate-level research work not related to report, thesis, or dissertation. May be repeated for credit.

Advice by graduate students under supervision of ICME faculty. Weekly briefings with faculty adviser and associated faculty to discuss ongoing consultancy projects and evaluate solutions. May be repeated for credit.

The seminars will be given by researcher and practitioners in computational mathematics on diverse topics ranging from optimization to linear algebra, to numerical methods, to statistical learning.The lectures will blend technical discussions on recent research innovations with discussions of trends and opportunities in industry.

Recent developments in numerical linear algebra and numerical optimization. Guest speakers from other institutions and local industry. Goal is to bring together scientists from different theoretical and application fields to solve complex scientific computing problems. May be repeated for credit.