# Courses

# Course Listing

## Computing with Python for Scientists and Engineers

**APMTH 10**

2023 Fall

**Efthimios Kaxiras, Logan McCarty, Georgios Neofotistos**

Tuesday, Thursday

9:45am to 11:00am

This course is a systematic introduction to computing (with python and jupyter notebooks) for science and engineering applications. Applications are drawn from a broad range of disciplines, including physical, financial, and biological-epidemiological problems. The course consists of two parts: 1. Basics: essential elements of computing, including types of variables, lists, arrays, iteration and control flow (for, while loops, if statement), definition of functions, recursion, file handling and simple plots, plotting and visualization tools in higher dimensions. 2. Applications: development of computational skills for problem solving, including numerical and machine learning methods, and their use in deterministic and stochastic approaches; examples include numerical differentiation and integration, fitting of curves and error analysis, solution of simple differential equations, random numbers and stochastic sampling, and advanced methods like neural networks and simulated annealing for optimization in complex systems. Course work consists of attending lectures and labs, weekly homework assignments, a mid-term project and a final project; while work is developed collaboratively, coding assignments are submitted individually.

## Solving and Optimizing

**APMTH 22A**

2023 Fall

**Steven Gortler**

Monday, Wednesday, Friday

9:45am to 11:00am

This course covers a combination of linear algebra and multivariate calculus with an eye towards solving systems of equations and optimization problems. Students will learn how to prove some key results, and will also implement these ideas with code.Linear algebra: matrices, vector spaces, bases and dimension, inner products, least squares problems, eigenvalues, eigenvectors, singular values, singular vectors.Multivariate calculus: partial differentiation, gradient and Hessian, critical points, Lagrange Multipliers.

## Introduction to Applied Mathematics

**APMTH 50**

2024 Spring

**Cengiz Pehlevan**

Monday, Wednesday, Friday

9:00am to 10:15am

This course provides an introduction to the problems and issues of applied mathematics, focusing on areas where mathematical ideas have had a major impact on diverse fields of human inquiry. The course is organized around two-week topics drawn from a variety of fields, and involves reading classic mathematical papers in each topic. The course also provides an introduction to mathematical modeling and programming.

## Supervised Reading and Research

**APMTH 91R**

2023 Fall

**Margo Levine, Sarah Iams**

Supervised reading or research on topics not covered by regular courses. For AM concentrators, work may be supervised by faculty in other departments. For non-concentrators, work must be supervised by an AM faculty member. Students must receive the approval of an (Associate) Director of Undergraduate Studies and obtain their signature before submitting AM91r forms.

## Supervised Reading and Research

**APMTH 91R**

2024 Spring

**Margo Levine, Sarah Iams**

Supervised reading or research on topics not covered by regular courses. For AM concentrators, work may be supervised by faculty in other departments. For non-concentrators, work must be supervised by an AM faculty member. Students must receive the approval of an (Associate) Director of Undergraduate Studies and obtain their signature before submitting AM91r forms.

## Thesis Research

**APMTH 99R**

2023 Fall

**Margo Levine, Sarah Iams**

Provides an opportunity for students to engage in preparatory research and the writing of a senior thesis. Graded on a SAT/UNS basis as recommended by the thesis supervisor. The thesis is evaluated by the supervisor and by one additional reader.

## Thesis Research

**APMTH 99R**

2024 Spring

**Margo Levine, Sarah Iams**

Provides an opportunity for students to engage in preparatory research and the writing of a senior thesis. Graded on a SAT/UNS basis as recommended by the thesis supervisor. The thesis is evaluated by the supervisor and by one additional reader.

## Statistical Inference for Scientists and Engineers

**APMTH 101**

2024 Spring

**Robert D. Howe**

Tuesday, Thursday

11:15am to 12:30pm

Introductory statistical methods for students in the applied sciences and engineering. Random variables and probability distributions; the concept of random sampling, including random samples, statistics, and sampling distributions; the Central Limit Theorem; parameter estimation; confidence intervals; hypothesis testing; simple linear regression; and multiple linear regression. Introduction to more advanced techniques as time permits.

## Complex and Fourier Analysis with Applications to Art, Science and Engineering

**APMTH 104**

2023 Fall

**L Mahadevan**

Monday, Wednesday

10:30am to 11:45am

Complex analysis: complex numbers, functions, mappings, Laurent series, differentiation, integration, contour integration and residue theory, conformal mappings. Applications to visualization, art (especially M.C. Escher). Anamorphic images. Fourier Analysis: orthogonality, Fourier Series, Fourier transforms. Signal processing: sampling theorems (Nyquist, Shannon), fast Fourier and other discrete transforms, wavelets. Applications to image, audio and morphological analysis: filtering and deblurring.

## Ordinary and Partial Differential Equations

**APMTH 105**

2024 Spring

**Zhigang Suo**

Monday, Wednesday

12:00pm to 1:15pm

Ordinary differential equations: power series solutions; special functions; eigenfunction expansions. Elementary partial differential equations: separation of variables and series solutions; diffusion, wave and Laplace equations. Brief introduction to nonlinear dynamical systems and to numerical methods.

## Graph Theory and Combinatorics

**APMTH 107**

2024 Spring

**Adam Hesterberg**

Monday, Wednesday

11:15am to 12:30pm

Topics in combinatorial mathematics that find frequent application in computer science, engineering, and general applied mathematics. Course focuses on graph theory on one hand, and enumeration on the other. Specific topics include graph matching and graph coloring, generating functions and recurrence relations, combinatorial algorithms, and discrete probability. Emphasis on problem solving and proofs.

## Nonlinear Dynamical Systems

**APMTH 108**

2024 Spring

**Sarah Iams**

Monday, Wednesday, Friday

1:30pm to 2:45pm

An introduction to nonlinear dynamical phenomena, focused on identifying the long term behavior of systems described by ordinary differential equations. The emphasis is on stability and parameter dependence (bifurcations). Other topics include: chaos; routes to chaos and universality; maps; strange attractors; fractals. Techniques for analyzing nonlinear systems are introduced with applications to physical, chemical, and biological systems such as forced oscillators, chaotic reactions, and population dynamics.

## Introduction to PDEs and their Applications

**APMTH 109**

2024 Spring

**LLoyd Trefethen**

Monday, Wednesday

3:00pm to 4:15pm

This course serves as an introduction to partial differential equations (PDE) and their applications across the sciences. The course will familiarize students with the process of starting with a model, deriving the appropriate PDE, and solving it. Examples include wave equations, diffusion equations, the Laplace equation, and several nonlinear equations such as the Burgers and KdV equations. To build intuition for the analytical solutions, simple numerical simulations will be utilized.

## Introduction to Scientific Computing

**APMTH 111**

2023 Fall

**Sarah Iams**

Tuesday, Thursday

10:30am to 11:45am

Many science and engineering problems don’t have simple analytical solutions or even accurate analytical approximations. Scientific computing can address certain of these problems successfully, providing unique insight. This course introduces some of the widely used techniques in scientific computing through examples chosen from physics, chemistry, biology, computer science and other fields. The purpose of the course is to introduce methods that are useful in applications and research and to give the students hands-on experience with these methods. The main programming language will be Python.

## Mathematical Modeling

**APMTH 115**

2024 Spring

**Michael P. Brenner**

Tuesday, Thursday

10:30am to 11:45am

Abstracting the essential components and mechanisms from a natural system to produce a mathematical model, which can be analyzed with a variety of formal mathematical methods, is perhaps the most important, but least understood, task in applied mathematics. This course approaches a number of problems without the prejudice of trying to apply a particular method of solution. Topics drawn from biology, economics, engineering, physical and social sciences.

## Applied Linear Algebra and Big Data

**APMTH 120**

2024 Spring

**Eli Tziperman**

Tuesday, Thursday

1:30pm to 2:45pm

Topics in linear algebra that frequently arise in applications, especially in the analysis of large data sets: linear equations, eigenvalue problems, linear differential equations, principal component analysis, singular value decomposition; data mining and machine learning methods: clustering (unsupervised learning) and classification (supervised) using neural networks and random forests. Examples from physical sciences, biology, climate, commerce, the internet, image processing, and more will be given. The approach is application-motivated, focusing on an intuitive understanding of the algorithms behind these methods obtained by analyzing small data sets. Programming assignments can be done using Python or Matlab.

## Introduction to Optimization: Models and Methods

**APMTH 121**

2023 Fall

**Margo Levine**

Monday, Wednesday, Friday

9:00am to 10:15am

Introduction to basic mathematical ideas and computational methods for solving deterministic optimization problems. Topics covered: linear programming, integer programming, branch-and-bound, branch-and-cut. Emphasis on modeling. Examples from business, society, engineering, sports, e-commerce. Exercises in AMPL, complemented by Mathematica or Matlab.

## Introduction to Optimal Control and Estimation

**APMTH 158**

2023 Fall

**Heng Yang**

Monday, Wednesday

2:15pm to 3:30pm

This course teaches the fundamentals of optimal control and estimation for dynamical systems. The goal of this course is twofold: to teach how to use optimization to formulate, analyze, and solve control and estimation problems, and to prepare students for control and robotics research by introducing some of the most fundamental topics. Key themes include dynamic programming and its approximation, reinforcement learning, model predictive control, Lyapunov analysis, output feedback (control from cameras), nonlinear filtering, geometric computer vision and estimation, data-driven control and learning, as well as convex optimization and semidefinite programming. This course will cover both the theoretical and practical aspects of the topics with running examples mostly motivated by robotics applications.

## Physical Mathematics I

**APMTH 201**

2023 Fall

**Michael P. Brenner**

Monday, Wednesday, Friday

9:00am to 10:15am

Introduction to methods for developing accurate approximate solutions for problems in the sciences that cannot be solved exactly, and integration with numerical methods and solutions. Topics include: dimensional analysis, algebraic equations, complex analysis, perturbation theory, matched asymptotic expansions, approximate solution of integrals.

## Advanced Scientific Computing: Numerical Methods

**APMTH 205**

2023 Fall

**LLoyd Trefethen**

Monday, Wednesday

3:00pm to 4:15pm

Mathematical theory and implementation aspects of well-established numerical algorithms applied in various scientific and engineering disciplines. The course will cover data fitting, numerical linear algebra, numerical differentiation and integration, optimization, and numerical solvers for differential equations. There will be a significant programming component. Students will be expected to implement a range of numerical methods as part of individual and group-based projects. The material is sufficiently diverse to match each student's background and programming skills.

## Advanced Scientific Computing: Stochastic Methods for Data Analysis, Inference and Optimization

**APMTH 207**

2023 Fall

**Petros Koumoutsakos**

Tuesday, Thursday

12:00pm to 1:15pm

The class aims to highlight the process of scientific discovery under uncertainty in the age of data. The class content stresses a unifying approach to data driven modeling and inference through stochastic simulations, optimization and Bayesian uncertainty quantification. The class projects require transferring an idea to software in multi- and many-core computer architectures.

## Algebraic Fundamentals of Representing Data

**APMTH 210**

2023 Fall

**Anna Seigal**

Tuesday, Thursday

1:30pm to 2:45pm

Algebra gives mathematical abstractions that allow us to process information. Many optimization problems in data and learning are built on algebraic ideas. For example, principal component analysis finds a low rank approximation of a matrix, a problem central to linear algebra. This course builds out from this example to study the algebraic fundamentals of optimization problems to find representations of data. The course combines mathematical theory, computational experiments, and exploration of data. The focus is on current research developments and connections to open problems. By the end, students will have a unified algebraic toolbox to understand existing methods, to design new models, and to prove results on their theoretical underpinnings.

## Geometric Methods for Machine Learning

**APMTH 220**

2024 Spring

**Melanie Weber**

Tuesday, Thursday

12:00pm to 1:15pm

Recently, there has been a surge of interest in exploiting geometric structure in data and models in machine learning. This course will give an overview of this emerging research area and its mathematical foundation, with a focus on recent literature and open problems. We will cover a range of topics at the intersection of geometry and machine learning including basic differential geometry, graph representation learning, manifold learning, graph neural networks, machine learning on manifolds, and geometric deep learning. Lectures will be complemented by student-led discussions of relevant papers.

## Active Matter

**APMTH 230**

2024 Spring

**L Mahadevan**

Friday

12:00pm to 2:45pm

Active matter describes out of equilibrium systems that consume energy to do work and become functional. Understanding their behavior and function has implications for biology and complex systems across scales, from cells to ecosystems, e.g., morphogenesis, collective behavior of flocks and herds, neurodynamics of locomotion, etc. The tools and concepts needed include non-equilibrium statistical mechanics, kinetic theory, soft matter, and hydrodynamics; methods for the analysis of the models include scaling, coarse-graining (homogenization, renormalization) and computational algorithms (for stochastic and deterministic DE). This course will provide an introduction to the questions, techniques and successes of this exploding field that cuts across the physical and biological sciences.

## Decision Theory

**APMTH 231**

2024 Spring

**Demba Ba**

Tuesday, Thursday

11:15am to 12:30pm

ES 201/AM 231 is a course in statistical inference and estimation from a signal processing perspective. The course will emphasize the entire pipeline from writing a model, estimating its parameters and performing inference utilizing real data. The first part of the course will focus on linear and nonlinear probabilistic generative/regression models (e.g. linear, logistic, Poisson regression), and algorithms for optimization (ML/MAP estimation) in these models. We will play particular attention to sparsity-induced regression models, that arise for instance in compressed sensing, because of their relation to artificial neural networks, the topic of the second part of the course. The second part of the course will introduce students to the nascent and exciting research area of generative models of deep networks called model-based deep learning. At present, we lack a principled way to design artificial neural networks, the workhorses of modern AI systems. Moreover, modern AI systems lack the ability to explain how they reach their decisions. In other words, we cannot yet call AI explainable or interpretable which, as a society, poses important questions as to the responsible use of such technology. Model-based deep learning provides a framework to develop and constrain neural-network architectures in a principled fashion. We will see, for instance, how neural-networks with ReLU nonlinearities arise from sparse probabilistic generative models introduced in the first part of the course. This will form the basis for a rigorous recipe we will teach you to build interpretable deep neural networks, from the ground up. We will invite an exciting line up of speakers. Speakers will suggest papers that a group of students will present at the beginning of lecture, which will build up to a final project/paper that utilizes/on model-based deep learning applied to problems of interest to students.

## Learning, Estimation, and Control of Dynamical Systems

**APMTH 232**

2024 Spring

**Na Li**

Monday, Wednesday

9:45am to 11:00am

This graduate level course studies dynamic systems in time domain with inputs and outputs. Students will learn how to design estimator and controller for a system to ensure desirable properties (e.g., stability, performance, robustness) of the dynamical system. In particular, the course will focus on systems that can be modeled by linear ordinary differential equations (ODEs) and that satisfy time-invariance conditions. The course will introduces the fundamental mathematics of linear spaces, linear operator theory, and then proceeds with the analysis of the response of linear time-variant systems. Advanced topics such as robust control, model predictive control, linear quadratic games and distributed control will be presented based on allowable time and interest from the class. The material learned in this course will form a valuable foundation for further work in systems, control, estimation, identification, detection, signal processing, and communications.

## Special Topics in Applied Mathematics

**APMTH 299R**

2023 Fall

**Madhu Sudan**

Supervision of experimental or theoretical research on acceptable problems in applied mathematics and supervision of reading on topics not covered by regular courses of instruction.

## Special Topics in Applied Mathematics

**APMTH 299R**

2024 Spring

**Madhu Sudan**

Supervision of experimental or theoretical research on acceptable problems in applied mathematics and supervision of reading on topics not covered by regular courses of instruction.