RIT on Probability and Statistics for Computational Mathematics

Howard Elman
Department of Computer Science
Tobias von Petersdorff
Department of Mathematics

This RIT will be concerned with concepts and computational techniques for mathematical modeling in the presence of uncertainty, with emphasis on stochastic ordinary differential equations, Monte Carlo methods, and stochastic finite elements for partial differential equations with random coefficients.
We will meet on Thursdays at 2PM in room B0431 Mathematics.