Calculus MIT
Calculus MIT
Covers much of the same material as 18.03 with more emphasis on 18.065 Matrix Methods in Data Analysis, Signal Processing, and
theory. The point of view is rigorous and results are proven. Local Machine Learning
existence and uniqueness of solutions. In person not required. Subject meets with 18.0651
T. Ozuch-Meersseman Prereq: 18.06
U (Spring)
18.04 Complex Variables with Applications 3-0-9 units
Prereq: Calculus II (GIR) and (18.03 or 18.032)
U (Spring) Reviews linear algebra with applications to life sciences, nance,
4-0-8 units engineering, and big data. Covers singular value decomposition,
Credit cannot also be received for 18.075, 18.0751 weighted least squares, signal and image processing, principal
component analysis, covariance and correlation matrices, directed
Complex algebra and functions; analyticity; contour integration, and undirected graphs, matrix factorizations, neural nets, machine
Cauchy's theorem; singularities, Taylor and Laurent series; residues, learning, and computations with large matrices. In person not
evaluation of integrals; multivalued functions, potential theory in required.
two dimensions; Fourier analysis, Laplace transforms, and partial G. Strang
dierential equations. In person not required.
Y. Wang
18.0651 Matrix Methods in Data Analysis, Signal Processing, 18.085 Computational Science and Engineering I
and Machine Learning Subject meets with 18.0851
Subject meets with 18.065 Prereq: Calculus II (GIR) and (18.03 or 18.032)
Prereq: 18.06 U (Fall, Spring, Summer)
G (Spring) 3-0-9 units
3-0-9 units
Review of linear algebra, applications to networks, structures, and
Reviews linear algebra with applications to life sciences, nance, estimation, nite dierence and nite element solution of dierential
engineering, and big data. Covers singular value decomposition, equations, Laplace's equation and potential flow, boundary-value
weighted least squares, signal and image processing, principal problems, Fourier series, discrete Fourier transform, convolution.
component analysis, covariance and correlation matrices, directed Frequent use of MATLAB in a wide range of scientic and engineering
and undirected graphs, matrix factorizations, neural nets, machine applications.
learning, and computations with large matrices. Students in Course Fall: L. Demanet. Spring: L. Lu
18 must register for the undergraduate version, 18.065. In person not
required. 18.0851 Computational Science and Engineering I
G. Strang Subject meets with 18.085
Prereq: Calculus II (GIR) and (18.03 or 18.032)
18.075 Methods for Scientists and Engineers G (Fall, Spring, Summer)
Subject meets with 18.0751 3-0-9 units
Prereq: Calculus II (GIR) and 18.03
U (Spring) Review of linear algebra, applications to networks, structures,
3-0-9 units and estimation, nite dierence and nite element solution of
Credit cannot also be received for 18.04 dierential equations, Laplace's equation and potential flow,
boundary-value problems, Fourier series, discrete Fourier transform,
Covers functions of a complex variable; calculus of residues. convolution. Frequent use of MATLAB in a wide range of scientic and
Includes ordinary dierential equations; Bessel and Legendre engineering applications. Students in Course 18 must register for the
functions; Sturm-Liouville theory; partial dierential equations; heat undergraduate version, 18.085.
equation; and wave equations. Fall: L. Demanet. Spring: L. Lu
H. Cheng
18.086 Computational Science and Engineering II
18.0751 Methods for Scientists and Engineers Subject meets with 18.0861
Subject meets with 18.075 Prereq: Calculus II (GIR) and (18.03 or 18.032)
Prereq: Calculus II (GIR) and 18.03 Acad Year 2020-2021: Not oered
G (Spring) Acad Year 2021-2022: U (Spring)
3-0-9 units 3-0-9 units
Credit cannot also be received for 18.04
Initial value problems: nite dierence methods, accuracy and
Covers functions of a complex variable; calculus of residues. stability, heat equation, wave equations, conservation laws and
Includes ordinary dierential equations; Bessel and Legendre shocks, level sets, Navier-Stokes. Solving large systems: elimination
functions; Sturm-Liouville theory; partial dierential equations; heat with reordering, iterative methods, preconditioning, multigrid,
equation; and wave equations. Students in Courses 6, 8, 12, 18, and Krylov subspaces, conjugate gradients. Optimization and minimum
22 must register for undergraduate version, 18.075. principles: weighted least squares, constraints, inverse problems,
H. Cheng calculus of variations, saddle point problems, linear programming,
duality, adjoint methods.
Information: W. G. Strang
Covers fundamentals of mathematical analysis: convergence of Covers fundamentals of mathematical analysis: convergence of
sequences and series, continuity, dierentiability, Riemann integral, sequences and series, continuity, dierentiability, Riemann integral,
sequences and series of functions, uniformity, interchange of limit sequences and series of functions, uniformity, interchange of limit
operations. Shows the utility of abstract concepts and teaches operations. Shows the utility of abstract concepts and teaches
understanding and construction of proofs. More demanding than understanding and construction of proofs. Proofs and denitions are
18.100A, for students with more mathematical maturity. Places more less abstract than in 18.100B. Gives applications where possible.
emphasis on point-set topology and n-space. Students in Course Concerned primarily with the real line. Includes instruction and
18 must register for undergraduate version 18.100B. In person not practice in written communication. Enrollment limited.
required. B. Landon
Fall: T. Colding. Spring: P-K Hung
18.100Q Real Analysis
18.100A Real Analysis Prereq: Calculus II (GIR)
Subject meets with 18.1002, 18.100B U (Fall)
Prereq: Calculus II (GIR) 4-0-11 units
U (Fall, Spring) Credit cannot also be received for 18.1001, 18.1002, 18.100A,
3-0-9 units 18.100B, 18.100P
Credit cannot also be received for 18.1001, 18.100P, 18.100Q
Covers fundamentals of mathematical analysis: convergence of
Covers fundamentals of mathematical analysis: convergence of sequences and series, continuity, dierentiability, Riemann integral,
sequences and series, continuity, dierentiability, Riemann integral, sequences and series of functions, uniformity, interchange of limit
sequences and series of functions, uniformity, interchange of limit operations. Shows the utility of abstract concepts and teaches
operations. Shows the utility of abstract concepts and teaches understanding and construction of proofs. More demanding than
understanding and construction of proofs. Proofs and denitions are 18.100A, for students with more mathematical maturity. Places more
less abstract than in 18.100B. Gives applications where possible. emphasis on point-set topology and n-space. Includes instruction
Concerned primarily with the real line. and practice in written communication. Enrollment limited.
Fall: C. Rodriguez. Spring: X. Yu Y. Zhao
Covers fundamentals of mathematical analysis: convergence of Introduction to the theory of manifolds: vector elds and densities
sequences and series, continuity, dierentiability, Riemann integral, on manifolds, integral calculus in the manifold setting and the
sequences and series of functions, uniformity, interchange of limit manifold version of the divergence theorem. 18.901 helpful but not
operations. Shows the utility of abstract concepts and teaches required.
understanding and construction of proofs. More demanding than R. B. Melrose
18.100A, for students with more mathematical maturity. Places more
emphasis on point-set topology and n-space. In person not required.
Fall: T. Colding. Spring: P-K Hung
18.1011 Analysis and Manifolds 18.1031 Fourier Analysis: Theory and Applications
Subject meets with 18.101 Subject meets with 18.103
Prereq: (18.06, 18.700, or 18.701) and (18.100A, 18.100B, 18.100P, or Prereq: (18.06, 18.700, or 18.701) and (18.100A, 18.100B, 18.100P, or
18.100Q) 18.100Q)
G (Fall) G (Fall)
3-0-9 units 3-0-9 units
Introduction to the theory of manifolds: vector elds and densities Roughly half the subject devoted to the theory of the Lebesgue
on manifolds, integral calculus in the manifold setting and the integral with applications to probability, and half to Fourier series
manifold version of the divergence theorem. 18.9011 helpful but not and Fourier integrals. Students in Course 18 must register for the
required. Students in Course 18 must register for the undergraduate undergraduate version, 18.103.
version, 18.101. A. Lawrie
R. B. Melrose
18.104 Seminar in Analysis
18.102 Introduction to Functional Analysis Prereq: 18.100A, 18.100B, 18.100P, or 18.100Q
Subject meets with 18.1021 U (Spring)
Prereq: (18.06, 18.700, or 18.701) and (18.100A, 18.100B, 18.100P, or 3-0-9 units
18.100Q)
U (Spring) Students present and discuss material from books or journals. Topics
3-0-9 units vary from year to year. Instruction and practice in written and oral
communication provided. In person not required. Enrollment limited.
Normed spaces, completeness, functionals, Hahn-Banach theorem, G. Stalani
duality, operators. Lebesgue measure, measurable functions,
integrability, completeness of L-p spaces. Hilbert space. Compact, 18.112 Functions of a Complex Variable
Hilbert-Schmidt and trace class operators. Spectral theorem. Subject meets with 18.1121
C. Rodriguez Prereq: (18.06, 18.700, or 18.701) and (18.100A, 18.100B, 18.100P, or
18.100Q)
18.1021 Introduction to Functional Analysis U (Fall)
Subject meets with 18.102 3-0-9 units
Prereq: (18.06, 18.700, or 18.701) and (18.100A, 18.100B, 18.100P, or
18.100Q) Studies the basic properties of analytic functions of one complex
G (Spring) variable. Conformal mappings and the Poincare model of non-
3-0-9 units Euclidean geometry. Cauchy-Goursat theorem and Cauchy integral
formula. Taylor and Laurent decompositions. Singularities,
Normed spaces, completeness, functionals, Hahn-Banach theorem, residues and computation of integrals. Harmonic functions and
duality, operators. Lebesgue measure, measurable functions, Dirichlet's problem for the Laplace equation. The partial fractions
integrability, completeness of L-p spaces. Hilbert space. Compact, decomposition. Innite series and innite product expansions. The
Hilbert-Schmidt and trace class operators. Spectral theorem. Gamma function. The Riemann mapping theorem. Elliptic functions.
Students in Course 18 must register for the undergraduate version, A. Borodin
18.102.
C. Rodriguez
The semi-classical theory of partial dierential equations. Discussion 18.200A Principles of Discrete Applied Mathematics
of Pseudodierential operators, Fourier integral operators, Prereq: None. Coreq: 18.06
asymptotic solutions of partial dierential equations, and the U (Fall)
spectral theory of Schroedinger operators from the semi-classical 3-0-9 units
perspective. Heavy emphasis placed on the symplectic geometric Credit cannot also be received for 18.200
underpinnings of this subject. Study of illustrative topics in discrete applied mathematics,
P. Hintz including probability theory, information theory, coding theory,
secret codes, generating functions, and linear programming.
18.158 Topics in Dierential Equations D. Cifuentes
Prereq: 18.157
Acad Year 2020-2021: G (Spring) 18.204 Undergraduate Seminar in Discrete Mathematics
Acad Year 2021-2022: Not oered Prereq: ((6.042[J] or 18.200) and (18.06, 18.700, or 18.701)) or
3-0-9 units permission of instructor
Can be repeated for credit. U (Fall, Spring)
Topics vary from year to year. In person not required. 3-0-9 units
R. B. Melrose Seminar in combinatorics, graph theory, and discrete mathematics
in general. Participants read and present papers from recent
mathematics literature. Instruction and practice in written and oral
communication provided. Enrollment limited.
S. Dhara, N. Gadish, J. Gaudio
18.211 Combinatorial Analysis 18.225 Graph Theory and Additive Combinatorics (New)
Prereq: Calculus II (GIR) and (18.06, 18.700, or 18.701) Prereq: ((18.701 or 18.703) and (18.100A, 18.100B, 18.100P, or
U (Fall) 18.100Q)) or permission of instructor
3-0-9 units Acad Year 2020-2021: Not oered
Acad Year 2021-2022: G (Fall)
Combinatorial problems and methods for their solution. 3-0-9 units
Enumeration, generating functions, recurrence relations,
construction of bijections. Introduction to graph theory. Prior Introduction to extremal graph theory and additive combinatorics.
experience with abstraction and proofs is helpful. Highlights common themes, such as the dichotomy between
Z. Jiang structure versus pseudorandomness. Topics include Turan-
type problems, Szemeredi's regularity lemma and applications,
18.212 Algebraic Combinatorics pseudorandom graphs, spectral graph theory, graph limits,
Prereq: 18.701 or 18.703 arithmetic progressions (Roth, Szemeredi, Green-Tao), discrete
U (Spring) Fourier analysis, Freiman's theorem on sumsets and structure.
3-0-9 units Discusses current research topics and open problems.
Y. Zhao
Applications of algebra to combinatorics. Topics include walks
in graphs, the Radon transform, groups acting on posets, Young 18.226 Probabilistic Methods in Combinatorics (New)
tableaux, electrical networks. Prereq: (18.211, 18.600, and (18.100A, 18.100B, 18.100P, or 18.100Q))
A. Postnikov or permission of instructor
Acad Year 2020-2021: G (Fall)
18.217 Combinatorial Theory Acad Year 2021-2022: Not oered
Prereq: Permission of instructor 3-0-9 units
G (Fall)
3-0-9 units Introduction to the probabilistic method, a fundamental and
Can be repeated for credit. powerful technique in combinatorics and theoretical computer
science. Focuses on methodology as well as combinatorial
Content varies from year to year. In person not required. applications. Suitable for students with strong interest and
A. Postnikov background in mathematical problem solving. Topics include
linearity of expectations, alteration, second moment, Lovasz local
18.218 Topics in Combinatorics lemma, correlation inequalities, Janson inequalities, concentration
Prereq: Permission of instructor inequalities, entropy method.
G (Spring) Y. Zhao
3-0-9 units
Can be repeated for credit.
Continuous Applied Mathematics
Topics vary from year to year.
D. Minzer 18.300 Principles of Continuum Applied Mathematics
Prereq: Calculus II (GIR) and (18.03 or 18.032)
18.219 Seminar in Combinatorics U (Spring)
Prereq: Permission of instructor 3-0-9 units
G (Fall)
Not oered regularly; consult department Covers fundamental concepts in continuous applied mathematics.
3-0-9 units Applications from trac flow, fluids, elasticity, granular flows, etc.
Can be repeated for credit. Also covers continuum limit; conservation laws, quasi-equilibrium;
kinematic waves; characteristics, simple waves, shocks; diusion
Content varies from year to year. Readings from current research (linear and nonlinear); numerical solution of wave equations;
papers in combinatorics. Topics to be chosen and presented by the nite dierences, consistency, stability; discrete and fast Fourier
class. transforms; spectral methods; transforms and series (Fourier,
Information: Y. Zhao Laplace). Additional topics may include sonic booms, Mach cone,
caustics, lattices, dispersion and group velocity. Uses MATLAB
computing environment.
M. Durey
18.303 Linear Partial Dierential Equations: Analysis and 18.327 Topics in Applied Mathematics
Numerics Prereq: Permission of instructor
Prereq: 18.06 or 18.700 Acad Year 2020-2021: Not oered
U (Spring) Acad Year 2021-2022: G (Spring)
3-0-9 units 3-0-9 units
Can be repeated for credit.
Provides students with the basic analytical and computational
tools of linear partial dierential equations (PDEs) for practical Topics vary from year to year.
applications in science and engineering, including heat/diusion, L. Demanet
wave, and Poisson equations. Analytics emphasize the viewpoint of
linear algebra and the analogy with nite matrix problems. Studies 18.330 Introduction to Numerical Analysis
operator adjoints and eigenproblems, series solutions, Green's Prereq: Calculus II (GIR) and (18.03 or 18.032)
functions, and separation of variables. Numerics focus on nite- U (Spring)
dierence and nite-element techniques to reduce PDEs to matrix 3-0-9 units
problems, including stability and convergence analysis and implicit/
explicit timestepping. Some programming required for homework Basic techniques for the ecient numerical solution of problems in
and nal project. science and engineering. Root nding, interpolation, approximation
V. Heinonen of functions, integration, dierential equations, direct and iterative
methods in linear algebra. Knowledge of programming in a language
18.305 Advanced Analytic Methods in Science and Engineering such as MATLAB, Python, or Julia is helpful. In person not required.
Prereq: 18.04, 18.075, or 18.112 D. Sanders
G (Fall)
3-0-9 units 18.335[J] Introduction to Numerical Methods
Same subject as 6.337[J]
Covers expansion around singular points: the WKB method on Prereq: 18.06, 18.700, or 18.701
ordinary and partial dierential equations; the method of stationary G (Spring)
phase and the saddle point method; the two-scale method and the 3-0-9 units
method of renormalized perturbation; singular perturbation and
boundary-layer techniques; WKB method on partial dierential Advanced introduction to numerical analysis: accuracy and eciency
equations. In person not required. of numerical algorithms. In-depth coverage of sparse-matrix/iterative
H. Cheng and dense-matrix algorithms in numerical linear algebra (for linear
systems and eigenproblems). Floating-point arithmetic, backwards
18.306 Advanced Partial Dierential Equations with Applications error analysis, conditioning, and stability. Other computational
Prereq: (18.03 or 18.032) and (18.04, 18.075, or 18.112) topics (e.g., numerical integration or nonlinear optimization) may
G (Spring) also be surveyed. Final project involves some programming.
3-0-9 units S. Johnson
18.336[J] Fast Methods for Partial Dierential and Integral 18.352[J] Nonlinear Dynamics: The Natural Environment
Equations Same subject as 12.009[J]
Same subject as 6.335[J] Prereq: Calculus II (GIR) and Physics I (GIR); Coreq: 18.03
Prereq: 6.336[J], 16.920[J], 18.085, 18.335[J], or permission of Acad Year 2020-2021: Not oered
instructor Acad Year 2021-2022: U (Spring)
G (Fall) 3-0-9 units
3-0-9 units
See description under subject 12.009[J].
Unied introduction to the theory and practice of modern, near D. H. Rothman
linear-time, numerical methods for large-scale partial-dierential
and integral equations. Topics include preconditioned iterative 18.353[J] Nonlinear Dynamics: Chaos
methods; generalized Fast Fourier Transform and other butterfly- Same subject as 2.050[J], 12.006[J]
based methods; multiresolution approaches, such as multigrid Prereq: Physics II (GIR) and (18.03 or 18.032)
algorithms and hierarchical low-rank matrix decompositions; U (Fall)
and low and high frequency Fast Multipole Methods. Example 3-0-9 units
applications include aircra design, cardiovascular system
modeling, electronic structure computation, and tomographic See description under subject 12.006[J].
imaging. M. Durey
K. Burns
18.354[J] Nonlinear Dynamics: Continuum Systems
18.337[J] Parallel Computing and Scientic Machine Learning Same subject as 1.062[J], 12.207[J]
Same subject as 6.338[J] Subject meets with 18.3541
Prereq: 18.06, 18.700, or 18.701 Prereq: Physics II (GIR) and (18.03 or 18.032)
G (Fall) U (Spring)
3-0-9 units 3-0-9 units
Introduction to scientic machine learning with an emphasis on General mathematical principles of continuum systems. From
developing scalable dierentiable programs. Covers scientic microscopic to macroscopic descriptions in the form of linear
computing topics (numerical dierential equations, dense and or nonlinear (partial) dierential equations. Exact solutions,
sparse linear algebra, Fourier transformations, parallelization dimensional analysis, calculus of variations and singular
of large-scale scientic simulation) simultaneously with modern perturbation methods. Stability, waves and pattern formation in
data science (machine learning, deep neural networks, automatic continuum systems. Subject matter illustrated using natural fluid
dierentiation), focusing on the emerging techniques at the and solid systems found, for example, in geophysics and biology.
connection between these areas, such as neural dierential O. Kodio
equations and physics-informed deep learning. Provides direct
experience with the modern realities of optimizing code performance 18.3541 Nonlinear Dynamics: Continuum Systems
for supercomputers, GPUs, and multicores in a high-level language. Subject meets with 1.062[J], 12.207[J], 18.354[J]
C. Rackauckas Prereq: Physics II (GIR) and (18.03 or 18.032)
G (Spring)
18.338 Eigenvalues of Random Matrices 3-0-9 units
Prereq: 18.701 or permission of instructor General mathematical principles of continuum systems. From
Acad Year 2020-2021: G (Fall) microscopic to macroscopic descriptions in the form of linear
Acad Year 2021-2022: Not oered or nonlinear (partial) dierential equations. Exact solutions,
3-0-9 units dimensional analysis, calculus of variations and singular
Covers the modern main results of random matrix theory as it perturbation methods. Stability, waves and pattern formation in
is currently applied in engineering and science. Topics include continuum systems. Subject matter illustrated using natural fluid
matrix calculus for nite and innite matrices (e.g., Wigner's semi- and solid systems found, for example, in geophysics and biology.
circle and Marcenko-Pastur laws), free probability, random graphs, Students in Courses 1, 12, and 18 must register for undergraduate
combinatorial methods, matrix statistics, stochastic operators, version, 18.354[J].
passage to the continuum limit, moment methods, and compressed O. Kodio
sensing. Knowledge of MATLAB hepful, but not required.
A. Edelman
Topics include the development of Navier-Stokes equations, inviscid The mathematics of inverse problems involving waves, with
flows, boundary layers, lubrication theory, Stokes flows, and surface examples taken from reflection seismology, synthetic aperture
tension. Fundamental concepts illustrated through problems drawn radar, and computerized tomography. Suitable for graduate students
from a variety of areas, including geophysics, biology, and the from all departments who have anities with applied mathematics.
dynamics of sport. Particular emphasis on the interplay between Topics include acoustic, elastic, electromagnetic wave equations;
dimensional analysis, scaling arguments, and theory. Includes geometrical optics; scattering series and inversion; migration and
classroom and laboratory demonstrations. backprojection; adjoint-state methods; Radon and curvilinear
J. W. Bush Radon transforms; microlocal analysis of imaging; optimization,
regularization, and sparse regression.
18.357 Interfacial Phenomena L. Demanet
Prereq: 2.25, 12.800, 18.354[J], 18.355, or permission of instructor
Acad Year 2020-2021: G (Spring) 18.369[J] Mathematical Methods in Nanophotonics
Acad Year 2021-2022: Not oered Same subject as 8.315[J]
3-0-9 units Prereq: 8.07, 18.303, or permission of instructor
Acad Year 2020-2021: Not oered
Fluid systems dominated by the influence of interfacial tension. Acad Year 2021-2022: G (Spring)
Elucidates the roles of curvature pressure and Marangoni stress in 3-0-9 units
a variety of hydrodynamic settings. Particular attention to drops
and bubbles, soap lms and minimal surfaces, wetting phenomena, High-level approaches to understanding complex optical media,
water-repellency, surfactants, Marangoni flows, capillary origami structured on the scale of the wavelength, that are not generally
and contact line dynamics. Theoretical developments are analytically soluable. The basis for understanding optical
accompanied by classroom demonstrations. Highlights the role of phenomena such as photonic crystals and band gaps, anomalous
surface tension in biology. diraction, mechanisms for optical connement, optical bers (new
J. W. Bush and old), nonlinearities, and integrated optical devices. Methods
covered include linear algebra and eigensystems for Maxwell's
18.358[J] Nonlinear Dynamics and Turbulence equations, symmetry groups and representation theory, Bloch's
Same subject as 1.686[J], 2.033[J] theorem, numerical eigensolver methods, time and frequency-
Subject meets with 1.068 domain computation, perturbation theory, and coupled-mode
Prereq: 1.060A theories.
Acad Year 2020-2021: Not oered S. G. Johnson
Acad Year 2021-2022: G (Spring)
3-2-7 units 18.376[J] Wave Propagation
Same subject as 1.138[J], 2.062[J]
See description under subject 1.686[J]. Prereq: 2.003[J] and 18.075
L. Bourouiba Acad Year 2020-2021: G (Spring)
Acad Year 2021-2022: Not oered
3-0-9 units
A unied treatment of nonlinear oscillations and wave phenomena Content varies from year to year. Recent developments in quantum
with applications to mechanical, optical, geophysical, fluid, eld theory require mathematical techniques not usually covered in
electrical and flow-structure interaction problems. Nonlinear free and standard graduate subjects.
forced vibrations; nonlinear resonances; self-excited oscillations; V. G. Kac
lock-in phenomena. Nonlinear dispersive and nondispersive waves;
resonant wave interactions; propagation of wave pulses and
Theoretical Computer Science
nonlinear Schrodinger equation. Nonlinear long waves and breaking;
theory of characteristics; the Korteweg-de Vries equation; solitons 18.400[J] Computability and Complexity Theory
and solitary wave interactions. Stability of shear flows. Some topics Same subject as 6.045[J]
and applications may vary from year to year. Prereq: 6.042[J]
R. R. Rosales U (Spring)
4-0-8 units
18.384 Undergraduate Seminar in Physical Mathematics
Prereq: 12.006[J], 18.300, 18.354[J], or permission of instructor See description under subject 6.045[J].
U (Fall) R. Williams, R. Rubinfeld
3-0-9 units
18.404 Theory of Computation
Covers the mathematical modeling of physical systems, with Subject meets with 6.840[J], 18.4041[J]
emphasis on the reading and presentation of papers. Addresses Prereq: 6.042[J] or 18.200
a broad range of topics, with particular focus on macroscopic U (Fall)
physics and continuum systems: fluid dynamics, solid mechanics, 4-0-8 units
and biophysics. Instruction and practice in written and oral
communication provided. Enrollment limited. A more extensive and theoretical treatment of the material in
O. Kodio 6.045[J]/18.400[J], emphasizing computability and computational
complexity theory. Regular and context-free languages. Decidable
18.385[J] Nonlinear Dynamics and Chaos and undecidable problems, reducibility, recursive function theory.
Same subject as 2.036[J] Time and space measures on computation, completeness, hierarchy
Prereq: 18.03 or 18.032 theorems, inherently complex problems, oracles, probabilistic
Acad Year 2020-2021: G (Fall) computation, and interactive proof systems.
Acad Year 2021-2022: Not oered M. Sipser
3-0-9 units
18.510 Introduction to Mathematical Logic and Set Theory 18.642 Topics in Mathematics with Applications in Finance
Prereq: None Prereq: 18.03, 18.06, and (18.05 or 18.600)
Acad Year 2020-2021: Not oered U (Fall)
Acad Year 2021-2022: U (Fall) 3-0-9 units
3-0-9 units
Introduction to mathematical concepts and techniques used in
Propositional and predicate logic. Zermelo-Fraenkel set theory. nance. Lectures focusing on linear algebra, probability, statistics,
Ordinals and cardinals. Axiom of choice and transnite induction. stochastic processes, and numerical methods are interspersed
Elementary model theory: completeness, compactness, and with lectures by nancial sector professionals illustrating the
Lowenheim-Skolem theorems. Godel's incompleteness theorem. corresponding application in the industry. Prior knowledge of
H. Cohn economics or nance helpful but not required.
P. Kempthorne, V. Strela, J. Xia
18.515 Mathematical Logic
Prereq: Permission of instructor
G (Spring)
Not oered regularly; consult department
3-0-9 units
In-depth introduction to the theoretical foundations of statistical Sums of independent random variables, central limit phenomena,
methods that are useful in many applications. Enables students to innitely divisible laws, Levy processes, Brownian motion,
understand the role of mathematics in the research and development conditioning, and martingales. Prior exposure to probability (e.g.,
of ecient statistical methods. Topics include methods for 18.600) recommended.
estimation (maximum likelihood estimation, method of moments, Y. Wang
M-estimation), hypothesis testing (Wald's test, likelihood ratio
test, T tests, goodness of t), Bayesian statistics, linear regression, 18.676 Stochastic Calculus
generalized linear models, and principal component analysis. Prereq: 18.675
Fall: P. Rigollet. Spring: T. Maunu G (Spring)
3-0-9 units
18.655 Mathematical Statistics Introduction to stochastic processes, building on the fundamental
Prereq: (18.650[J] and (18.100A, 18.100A, 18.100P, or 18.100Q)) or example of Brownian motion. Topics include Brownian motion,
permission of instructor continuous parameter martingales, Ito's theory of stochastic
G (Fall) dierential equations, Markov processes and partial dierential
3-0-9 units equations, and may also include local time and excursion theory.
Decision theory, estimation, condence intervals, hypothesis Students should have familiarity with Lebesgue integration and its
testing. Introduces large sample theory. Asymptotic eciency of application to probability. In person not required.
estimates. Exponential families. Sequential analysis. Prior exposure N. Sun
to both probability and statistics at the university level is assumed.
T. Maunu 18.677 Topics in Stochastic Processes
Prereq: 18.675
G (Spring)
3-0-9 units
Can be repeated for credit.
Continuation of the introduction to algebraic geometry given in Topics vary from year to year.
18.725. More advanced properties of the varieties and morphisms of P. I. Etingof
schemes, as well as sheaf cohomology.
D. Maulik 18.748 Topics in Lie Theory
Prereq: Permission of instructor
Acad Year 2020-2021: G (Fall)
Acad Year 2021-2022: Not oered
3-0-9 units
Can be repeated for credit.
Exposes students to arithmetic geometry, motivated by the problem 18.785 Number Theory I
of nding rational points on curves. Includes an introduction to p- Prereq: None. Coreq: 18.705
adic numbers and some fundamental results from number theory G (Fall)
and algebraic geometry, such as the Hasse-Minkowski theorem and 3-0-9 units
the Riemann-Roch theorem for curves. Additional topics may include
Mordell's theorem, the Weil conjectures, and Jacobian varieties. Dedekind domains, unique factorization of ideals, splitting of
D. Roe primes. Lattice methods, niteness of the class group, Dirichlet's
unit theorem. Local elds, ramication, discriminants. Zeta and
L-functions, analytic class number formula. Adeles and ideles.
Statements of class eld theory and the Chebotarev density
theorem.
W. Zhang
Study and discussion of important original papers in the various 18.952 Theory of Dierential Forms
parts of algebraic topology. Open to all students who have taken Prereq: 18.101 and (18.700 or 18.701)
18.906 or the equivalent, not only prospective topologists. U (Spring)
H. R. Miller 3-0-9 units