• Chapter 1 (Modeling Basics)
• HW 1a

• Chapter 2.1 (Effects of Size)
• HW 1b
  

• Chapter 2.1 (continues) &
  Chapter 2.2 (Dimensional Analysis)
• HW 2a
  

• Chapter 2.2
  Dimensional Analysis
• HW 2b
• Due: HW 1

• Linear Algebra Review
  
• HW 3

• Short Review of ODEs
  
• Due: HW 2

• Read Section 5.2 from textbook: Monte Carlo Simulations and Waiting time example.
• First Project (or HW 4)
  

No Class - Traveling
(Please prepare/think about
 your projects)

No Class - Traveling
(Please prepare/think about
 your projects)

• Modeling flows
  (Advection, Advection-Diffusion Equations)
  
• HW 5

• Review for Exam
• Burgers Equation
  
• Due: HW 3
  
• Due: First page and introduction (only) of First Project (HW 4)

• Finite Difference Schemes for PDEs

• More about the projects

• Returning Midterm Exam
• Heat Equation:
  Derivation and exact solutions.
  
• HW 6
  

• Heat Equation:
  Fourier Analysis
• Due: HW 5
  

• Heat Equation:
  Numerical Solutions
• Wave Equation
  
• Due: HW 4 (First project)

• Wave Equation:
  Derivation, Exact and
  Numerical Solutions
• HW 7
  

• Overview of second project
  
• HW 8 (Second Project)
  
• Due: HW 6
  

• Wave Equation:
  Exact solutions
  (another example presented in class)
  

• Least squares method
• HW 9
  

• Model Fitting and Extrapolation

• Due: HW 7
  

• Weighted least squares
• Model fitting and trend analysis -  Choosing an optimal model.
• HW 10
• Due: First page and introduction (only) of second project (HW 8)
  

• Due: HW 9

• An introduction to Stochastic Differential Equations (SDE's)

• The Ito formula
  
• HW 11

• Multidimensional Ito Formula
  

• Due: HW 10

• General SDE  type models
• Numerical Solutions of SDEs
  (Follow class notes)
• Review for Final Exam
  

• Due: HW 8 (Second project)
  
• Due: HW 11
  Return HW and project under my door (rm 1426) by 4pm at the latest.
  

MAY 19
FRIDAY

at 1:30 pm in LGRC A301

Covers all material to date.
Bring calculator and a pen/pencil