Course Description

Topics include: Statistical simulation of random variables and stochastic differential equations. Numerical solutions for partial differential equations, finite differences and finite-element methods. Optimization methods: linear programming, the simplex method and non-linear programming. The Matlab software will be used in assignments as a numeric and symbolic tool.


Prerequisites: CMTH 500 and (CMTH 501 or MTH 510)

Thank you for your interest in this course. Unfortunately, it is not scheduled for the Spring 2020 term.

Please browse our courses available this term.