Computational Mathematics

While improvements in computer hardware and high performance computing frameworks continue to provide computational speed increases, efficient mathematical algorithms and skillful coding are essential for solving today's data-intensive computational problems.  Modern computational methods require an in-depth knowledge of a variety of mathematical subjects that include linear algebra, analysis, ordinary and partial differential equations, asymptotic analysis, elements of harmonic analysis, and nonlinear equations.  Research in this area involves the development of numerical methods to solve complex scientific computing problems, including both forward simulation of physical systems as well as inverse problems.

Relevant coursework includes the study of computational linear algebra, optimization, numerical solution of ordinary and partial differential equations, solution of nonlinear equations, machine learning as well as advanced seminars in wavelet and multi-resolution analysis.