MATH 220A: Partial Differential Equations of Applied Mathematics (CME 303)
Introduction to partial differential equations: basic properties of elliptic, parabolic, and hyperbolic equations; Hamilton-Jacobi equations and applications to optimal control; stochastic modeling, forward and backward Kolmogorov equations; Fourier transform and Fourier series. Prerequisite: multivariable calculus, rigorous courses on basic real analysis and ordinary differential equations. Note: Undergraduates require instructor permission to enroll. Undergraduates interested in taking the course should contact the instructor for permission, providing information about relevant background such as performance in prior coursework, reading, etc.
Terms: Aut
| Units: 3
Instructors:
Ryzhik, L. (PI)
;
Alieva, A. (TA)
MATH 220B: Computational Methods of Applied Mathematics (CME 306)
Numerical methods for solving elliptic, parabolic, and hyperbolic partial differential equations. Algorithms for gradient and Hamiltonian systems. Algorithms for stochastic differential equations and Monte Carlo methods. Algorithms for computational harmonic analysis. Prerequisites: advanced undergraduate level PDE and advanced undergraduate level numerical analysis. Note: Undergraduates require instructor permission to enroll. Undergraduates interested in taking the course should contact the instructor for permission, providing information about relevant background such as performance in prior coursework, reading, etc.
Terms: Win
| Units: 3
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