Computational Methods for Stochastic Differential Equation, 7.5 credits

About the education

En kurs där du lär dig den grundläggande matematiska teorin för stokastiska differentialekvationer och optimal styrning och tillämpar detta på verkliga problem i finansiell matematik, materialvetenskap, strömning, radionätverk, optimal design, optimal rekonstruktion och kemiska reaktioner i cellbiologi. Du kommer att kunna modellera, analysera och effektivt beräkna lösningar till problem med slumpmässiga fenomen i naturvetenskap och teknik.

Subject: Scientific Computing

Computers affect nearly all areas of nowadays life.

However, they started out as an aid for numerical calculations within practical use of mathematics, and this application area is still developing.

Computational work of today can be looked upon as an industrial process, not supervised in all details, but in critical parts through inspection of well chosen intermediate results.

Scientific Computing is the science of method for construction and examination of these processes.

Mathematical analysis, construction and analysis of numerical algorithms, software engineering and numerical experimentation is included in Scientific Computing. Methods for studies of how small changes of data are spread to the results is of particular importance.

The combination of mathematics and modern software development makes those trained in scientific computing very useful for work within many labour sectors such as the manufacturing industry, consulting business, and research work and education.

Apart from single subject courses, the Department also offers a Bachelor's Programme in Scientific Computing, 180 HECs.

Area of interest: Science and Mathematics

Science and mathematics help us understand how the world around us is connected – from the origin and structure of the universe, to the development and function of humanity and all other organisms on earth.

Scientific knowledge makes it possible to critically examine the credibility of information in different areas of everyday life, society, and the media.

As a scientist or mathematician, you will be attractive on a large job market that covers all parts of society and includes everything from pure technology companies to environment and healthcare, as well as research.

Department responsible for education

Department of Mathematics (incl. Math. Statistics)