Introduction
The third year specialization « Applied mathematics and risk engineering » is devoted to mathematical modeling and numerical simulation of problems arising in engineering.Students study a wide range of stochastic and deterministic methods concerning ordinary and partial differential equa-tions, optimization problems, discrete and time-continuous stochastic processes, statistics., together with the associated numerical methods.Opportunity is given to the best students to complete their formation with a master degree in one of the three following fields : applied mathematics, fInance / insurance, biomathematics / biostatistics. Program MD fo IM3.4 - Project 2 modules to choose among : MD fo IM3.1 - Advanced Tools for Learning : when Convexity meets Sparsity MD fo IM3.2 - An introduction to financial mathematics MD fo IM3.3 - An introduction to Inverse Problems and imaging
Learning Outcomes
- Up to date mathematical technics
- Tools for scientific monitoring
- Necessary background for an applied mathematics PhD.
Programme
- Mathematics and risk analysis
- Parcimonie et grande dimension
- Processus de Markov et Processus Gaussiens pour la modélisation de phénomènes temporels et spatiaux
- Introduction to Inverse Problems
- Projet IM
Requirements
1 MOD (1st semester) among "Applied statitics for engineers" and "Numerical Methods for PDEs" (it is advised to choose both) 2 MOS among "Decision support algorithms", "Time series econometrics" and "Physical problems in unbounded media : mathematical analysis and numerics"
Assesment
Mean of the 3 courses