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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.

Requisites

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