SUMMER PROGRAM

 

PARTIAL DIFFERENTIAL EQUATIONS: THEORY, NUMERICAL METHODS AND APPLICATIONS

Program goals/objectives

The purpose of this summer program is to build a solid foundation on the theory and applications of Partial Differential Equations (PDE). The aim is to highlight the multidisciplinary features of PDE. Consequently, applications in diverse fields are covered, in particular, Mathematical Finance. A thorough exposition of the subject is presented and PDE models are explored through numerical simulation. The goal is not only to introduce the numerical methods of solution, but to explore the underlying analysis.

Courses

  • Differential Equations in Numerical Modeling
  • Linear Partial Differential Equations
  • Mathematical Finance

Overall requirements

    • Your intended major should include components involving Mathematics, Statistics, Data Science, or Computer Science.
    • At least one linear algebra course and the standard calculus sequence ending with multivariate calculus.
    • An elementary probability or probability and statistics course.
    • An Ordinary Differential Equations course.

    Faculty

    • Chang Lara, Héctor Andrés -CIMAT, Mathematics
    • Hernández Hernández, Daniel -CIMAT, Probability and Statistics
    • Moreles Vázquez, Miguel Ángel -CIMAT, Mathematics

     

    Preliminary (optional): Workshop on Computational Tools for Partial Differential Equations (1-week workshop)

    • Introduction to programming in MATLAB.

     

    Click on the tiles below to see details of each of the courses in the program*

    *Minimum course load for summer program = two courses

    Other courses might be offered depending on the academic background of the students admitted to the program