Course list (x marks when course will be given)
| Course nr |
Course name |
hp |
2010/11 |
2011/12 |
2012/13 |
| |
Core courses |
|
|
|
|
| SF3810 |
Convexity and optimization in linear spaces |
7.5 |
|
x |
|
| |
Numerical linear algebra |
|
x |
|
x |
| |
Numerical methods for PDE |
|
|
x |
|
| |
Probability theory |
|
x |
|
x |
| |
Courses in Mathematical Statistics |
|
|
|
|
| |
Algebraic statistics |
|
|
|
|
| |
Bayesian networks |
|
x |
|
x |
| |
Empirical processes |
|
|
x |
|
| |
Evolutionary game theory |
|
|
|
|
| |
Inference for stochastic processes |
|
|
|
|
| |
Large deviations and importance sampling |
|
|
|
|
| |
Linear models, experimental design and data analysis |
|
|
|
|
| |
Markov chains and processes |
|
|
x |
|
| |
Particle filtering |
|
|
|
|
| |
Point processes |
|
x |
|
|
| |
Probabilistic methods in bioinformatics |
|
|
|
|
| |
Random matrices |
|
x |
|
|
| |
Stationary processes |
|
|
|
|
| |
Statistical inference |
|
|
|
|
| |
Statistical learning theory |
|
|
x |
|
| |
Stochastic calculus |
|
|
|
|
| |
Weak convergence |
|
x |
|
|
| |
Courses in Numerical Analysis |
|
|
|
|
| |
Advanced flow computations |
|
x |
|
|
| |
Classical problems in numerical analysis |
|
|
x |
|
| FDN3249 |
Computational methods for micro and macro scales |
8 |
x |
|
|
| |
Finite element methods |
|
|
|
|
| |
Introduction to high performance computing |
|
|
|
|
| 2D5245 |
Inverse problems |
7.5 |
|
|
|
| |
Numerical algorithms for parallel computations |
|
|
|
|
| |
Numerical methods for ODE |
|
|
x |
|
| |
Numerical methods for time-dependent PDE |
|
|
|
|
| |
Numerical solution of stochastic differential equations |
|
|
|
|
| |
Courses in Optimization and Systems Theory |
|
|
|
|
| |
Combinatorial optimization |
7.5 |
x |
|
|
| SF3849 |
Convex optimization with engineering applications |
6 |
|
|
x |
| |
Convexity and duality in R^n |
7.5 |
|
|
|
| 5B5860 |
Integer programming - practical algorithms |
7.5 |
|
x |
|
| |
Linear stochastic systems |
7.5 |
|
|
|
| |
Nonlinear systems analysis |
7.5 |
|
|
|
| |
Nonlinear systems: analysis and control |
7.5 |
|
x |
|
| SF3850 |
Numerical linear programming |
7.5 |
|
|
|
| SF3840 |
Numerical nonlinear programming |
7.5 |
|
|
|
| |
Robust control |
7.5 |
|
|
|
| |
Courses in research methods |
|
|
|
|
| |
Research: Theory, methods, practice |
|
x |
|
|
