The Art of Approximation in Science and Engineering, Spring 2008

Abstract:: This course teaches simple reasoning techniques for complex phenomena: divide and conquer, dimensional analysis, extreme cases, continuity, scaling, successive approximation, balancing, cheap calculus, and symmetry. Applications are drawn from the physical and biological sciences, mathematics, and engineering. Examples include bird and machine flight, neuron biophysics, weather, prime numbers, and animal locomotion. Emphasis is on low-cost experiments to test ideas and on fostering curiosity about phenomena in the world.

Discrete Stochastic Processes, Spring 2011

Abstract:: Discrete stochastic processes are essentially probabilistic systems that evolve in time via random changes occurring at discrete fixed or random intervals. This course aims to help students acquire both the mathematical principles and the intuition necessary to create, analyze, and understand insightful models for a broad range of these processes. The range of areas for which discrete stochastic-process models are useful is constantly expanding, and includes many applications in engineering, physics, biology, operations research and finance.

Read the Fine Print

Abstract:: The Linear Congruent Number Generator Model The method generates a sequence of integers xi over the interval [0, m-1] by the recurrence relation
x[i+1] = (ax[i]+c) mod m
Where the modulus m is greater than zero, the multiplier a is greater than zero and less than m, and the increment c is greater than zero and less than m. All numbers are integers and all arithmetic is integer arithmetic. The initial value x0 is known as the seed.

Abstract:: The class will cover mathematical techniques necessary for understanding of materials science and engineering topics such as energetics, materials structure and symmetry, materials response to applied fields, mechanics and physics of solids and soft materials. The class uses examples from 3.012 to introduce mathematical concepts and materials-related problem solving skills. Topics include linear algebra and orthonormal basis, eigenvalues and eigenvectors, quadratic forms, tensor operations, symmetry operations, calculus of several variables, introduction to complex analysis, ordinary and partial differential equations, theory of distributions, fourier analysis and random walks.

Abstract:: Studies how randomization can be used to make algorithms simpler and more efficient via random sampling, random selection of witnesses, symmetry breaking, and Markov chains. Models of randomized computation. Data structures: hash tables, and skip lists. Graph algorithms: minimum spanning trees, shortest paths, and minimum cuts. Geometric algorithms: convex hulls, linear programming in fixed or arbitrary dimension. Approximate counting; parallel algorithms; online algorithms; derandomization techniques; and tools for probabilistic analysis of algorithms.