Lecture, four hours; discussion, one hour; outside study, seven hours. Enforced requisite: course 133A. Simulation of dynamical systems. Algorithms for ordinary differential and difference equations. Fourier analysis; fast Fourier transforms. Random number generators. Simulation of stochastic systems, Monte Carlo methods. Constrained optimization; applications of optimization to engineering design, modeling, and data analysis. Introduction to data mining and machine learning. Algorithms and complexity. Integration of mathematical software in applications. Letter grading.
Click on any course to view its details