Advanced Computational Methods

Basic Information:

Instructor: Lei Li (email: leili2010 AT sjtu DOT edu DOT cn).

Section: Tue: 9:55-11:40 am; Chenruiqiu 106

Office Hours:Monday: 3-5 pm; @Baoyugang Lib 515.


Syllabus

Data Assimilation: A Mathematical Introduction by K.J.H. Law, A.M. Stuart, K.C. Zygalakis

Timo's lecture notes. We need "basics of stochastic analysis"


Lecture notes

HW assignments

Possible Project topics