Advanced Computational Methods

Basic Information:

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

Section: Monday: 12:00am-2:45 pm; Chenruiqiu 202

Office Hours:Wednesday 10:30-11:30 am; Thursday: 4-5pm @Science Building No. 5, Room 323.


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

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


Lecture notes

HW assignments

Possible Project topics