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.
Weekly Contact: Lab:1 hr. Lecture:3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1