GRS MA884- Topics in Multiscale Analysis: Theory, Computation and Applications

Instructor: Konstantinos Spiliopoulos

Office: 111 Cummington Mall, Room 222
Office Hours: after class
to send me an email replace _at_ by @.
Meets: Spring 2014, Tuesday-Thursday 9:30-11:00 at TBA

The official name for the class is GRS MA884-Seminar in Statistics and Probability, but the actual topic that will be covered is Multiscale Methods


Other recommended textbooks:

Syllabus (pdf)

Course Description: Data obtained from a physical system sometimes possess many characteristic length and time scales. In such cases, it is desirable to construct models that are effective for large-scale structures, while capturing small scales at the same time. Modeling this type of data and physical phenomena via mulitple scale diffusion processes and PDE's with multiple scales may be well-suited in many cases. Thus, such models have been used to describe the behavior of phenomena in scientific areas such as chemistry and biology, ocean-atmosphere sciences, finance and econometrics.

In this course, we will study concepts, analytic and probabilistic tools that are used in various scientific disciplines. Emphasis will be placed on

The course material will be based on theory, methods and examples from various scientific disciplines.

Course Prerequisites: The course will be largly self-contained, accesible to a broad audience and a revision to the basic tools from probability, stochastic processes and differential equations that are needed, will be given. However, students are expected to have the knowlesge equivalent to undergrdauate level probability, stochastic processes and differential equations. PDE's and graduate level probability will be helpful but NOT necessary.