Students are introduced to a quantitative, engineering approach to cellular biology and mammalian physiology. Beginning with biological issues related to the cell, the course progresses to considerations of the major physiological systems of the human body (nervous, circulatory, respiratory, renal).
A graduate course only for MS&E, IE, and OR students. This is also required for students in the Undergraduate Advanced Track. For students who have not studied linear programming. Some of the main methods used in IEOR applications involving deterministic models: linear programming, the simplex method, nonlinear, integer and dynamic programming.
Advanced topics in linear algebra with applications to data analysis, algorithms, dynamics and differential equations, and more. (1) General vector spaces, linear transformations, spaces isomorphisms; (2) spectral theory - normal matrices and their spectral properties, Rayleigh quotient, Courant-Fischer Theorem, Jordan forms, eigenvalue perturbations; (3) least squares problem and the Gauss-Markov Theorem; (4) singular value decomposition, its approximation properties, matrix norms, PCA and CCA.
Mathematical description of chemical engineering problems and the application of selected methods for their solution. General modeling principles, including model hierarchies. Linear and nonlinear ordinary differential equations and their systems, including those with variable coefficients. Partial differential equations in Cartesian and curvilinear coordinates for the solution of chemical engineering problems.
The science and engineering of creating materials, functional structures and devices on the nanometer scale. Carbon nanotubes, nanocrystals, quantum dots, size dependent properties, self-assembly, nanostructured materials. Devices and applications, nanofabrication. Molecular engineering, bionanotechnology. Imaging and manipulating at the atomic scale. Nanotechnology in society and industry. Offered in alternate years.
An introduction to the analytic and geometric theory of dynamical systems; basic existence, uniqueness and parameter dependence of solutions to ordinary differential equations; constant coefficient and parametrically forced systems; Fundamental solutions; resonance; limit points, limit cycles and classification of flows in the plane (Poincare-Bendixson Therem); conservative and dissipative systems; linear and nonlinear stability analysis of equilibria and periodic solutions; stable and unstable manifolds; bifurcations, e.g. Andronov-Hopf; sensitive dependence and chaotic dynamics; selected applications.
Some of the main stochastic models used in engineering and operations research applications: discrete-time Markov chains, Poisson processes, birth and death processes and other continuous Markov chains, renewal reward processes. Applications: queueing, reliability, inventory, and finance.
Ray optics, matrix formulation, wave effects, interference, Gaussian beams, Fourier optics, diffraction, image formation, electromagnetic theory of light, polarization and crystal optics, coherence, guided wave and fiber optics, optical elements, photons, selected topics in nonlinear optics.
Develops and applies non-equilibrium thermodynamics for modeling of transport phenomena in fluids and their mixtures. Continuum balances of mass, energy and momentum for pure fluids; non-equilibrium thermodynamic development of Newtons law of viscosity and Fouriers law; applications (conduction dominated energy transport, forced and free convection energy transport in fluids); balance laws for fluid mixtures; non-equilibrium thermodynamic development of Ficks law; applications (diffusion-reaction problems, analogy between energy and mass transport processes, transport in electrolyte solutions, sedimentation).
Advanced senior-level/MS/PhD course covering interaction of laser light with matter in both classical and quantum domains. First half introduces microscopic origin of optical nonlinearities through formal derivation of nonlinear susceptibilities, emphasis on second- and third-order optical processes. Topics include Maxwell's wave equation, and nonlinear optical processes such as second-harmonic, difference frequency generation, four-wave mixing, and self-phase modulation, including various applications of processes such as frequency conversion, and optical parametric amplifiers and oscillators. Second half describes two-level atomic systems and quantization of electromagnetic field. Descriptions of coherent, Fock, and squeezed states of light discussed and techniques to generate such states outlined.
Modern programming languages and compiler design. Imperative, object-oriented, declarative, functional, and scripting languages. Language syntax, control structures, data types, procedures and parameters, binding, scope, run-time organization, and exception handling. Implementation of language translation tools including compilers and interpreters. Lexical, syntactic and semantic analysis; code generation; introduction to code optimization. Teams implement a language and its compiler.
Design and implementation of operating systems. Topics include process management, process synchronization and interprocess communication, memory management, virtual memory, interrupt handling, processor scheduling, device management, I/O, and file systems. Case study of the UNIX operating system. A programming project is required.
Introduction to computer networks and the technical foundations of the internet, including applications, protocols, local area networks, algorithms for routing and congestion control, security, elementary performance evaluation. Several written and programming assignments required.
Introduction to the theory and practice of computer user interface design, emphasizing the software design of graphical user interfaces. Topics include basic interaction devices and techniques, human factors, interaction styles, dialogue design, and software infrastructure. Design and programming projects are required.
Advanced security. Centralized, distributed, and cloud system security. Cryptographic protocol design choices. Hardware and software security techniques. Security testing and fuzzing. Blockchain. Human security issues. Note: May not earn credit for both W4182 and W4180 or W4187.
Techniques of solution of partial differential equations. Separation of the variables. Orthogonality and characteristic functions, nonhomogeneous boundary value problems. Solutions in orthogonal curvilinear coordinate systems. Applications of Fourier integrals, Fourier and Laplace transforms. Problems from the fields of vibrations, heat conduction, electricity, fluid dynamics, and wave propagation are considered.
A survey course on the electronic and magnetic properties of materials, oriented towards materials for solid state devices. Dielectric and magnetic properties, ferroelectrics and ferromagnets. Conductivity and superconductivity. Electronic band theory of solids: classification of metals, insulators, and semiconductors. Materials in devices: examples from semiconductor lasers, cellular telephones, integrated circuits, and magnetic storage devices. Topics from physics are introduced as necessary.
Cross disciplinary interfacial engineering principles and applications in sustainable energy and material science. Surface science and systems analysis across different technology sectors - material production and processing, waste management, device manufacture, composites, coatings, ceramics, membranes, biomaterials, and microelectronics.
Introduces fundamental ideas and algorithms on networks of information collected by online services. It covers properties pervasive in large networks, dynamics of individuals that lead to large collective phenomena, mechanisms underlying the web economy, and results and tools informing societal impact of algorithms on privacy, polarization and discrimination.
Introduces classic and modern algorithmic ideas that are central to many areas of Computer Science. The focus is on most powerful paradigms and techniques of how to design algorithms, and how to measure their efficiency. The intent is to be broad, covering a diversity of algorithmic techniques, rather than be deep. The covered topics have all been implemented and are widely used in industry. Topics include: hashing, sketching/streaming, nearest neighbor search, graph algorithms, spectral graph theory, linear programming, models for large-scale computation, and other related topics
Programming experience in Python extremely useful. Introduction to fundamental algorithms and analysis of numerical methods commonly used by scientists, mathematicians and engineers. Designed to give a fundamental understanding of the building blocks of scientific computing that will be used in more advanced courses in scientific computing and numerical methods for PDEs (e.g. APMA E4301, E4302). Topics include numerical solutions of algebraic systems, linear least-squares, eigenvalue problems, solution of non-linear systems, optimization, interpolation, numerical integration and differentiation, initial value problems and boundary value problems for systems of ODEs. All programming exercises will be in Python.
Numerical solution of differential equations, in particular partial differential equations arising in various fields of application. Presentation emphasizes finite difference approaches to present theory on stability, accuracy, and convergence with minimal coverage of alternate approaches (left for other courses). Method coverage includes explicit and implicit time-stepping methods, direct and iterative solvers for boundary-value problems.
Advanced classical thermodynamics. Availability, irreversibility, generalized behavior, equations of state for nonideal gases, mixtures and solutions, phase and chemical behavior, combustion. Thermodynamic properties of ideal gases. Applications to automotive and aircraft engines, refrigeration and air conditioning, and biological systems.
Introduction to various CO2 utilization and conversion technologies that can reduce the overall carbon footprint of commodity chemicals and materials. Fundamentals of thermodynamics, fluid mechanics, reaction kinetics, catalysis and reactor design will be discussed using technological examples such as enhanced oil recovery, shale fracking, photo and electrochemical conversion of CO2 to chemical and fuels, and formation of solid carbonates and their various uses. Life cycle analyses of potential products and utilization schemes will also be discussed, as well as the use of renewable energy for CO2 conversion.
Provides elementary introduction to fundamental ideas in stochastic analysis for applied mathematics. Core material includes: (i) review of probability theory (including limit theorems), and introduction to discrete Markov chains and Monte Carlo methods; (ii) elementary theory of stochastic process, Ito's stochastic calculus and stochastic differential equations; (iii) introductions to probabilistic representation of elliptic partial differential equations (the Fokker-Planck equation theory); (iv) stochastic approximation algorithms; and (v) asymptotic analysis of SDEs.
Biophysical mechanisms of tissue organization
during embryonic development: conservation laws, reaction-diffusion, finite elasticity, and fluid mechanics are reviewed and applied to a broad range of topics in developmental biology, from early development to later organogenesis of the central nervous, cardiovascular, musculoskeletal, respiratory, and gastrointestinal systems. Subdivided into modules on patterning (conversion of diffusible cues into cell fates) and morphogenesis (shaping of tissues), the course will include lectures, problem sets, reading of primary literature, and a final project.
Generation of random numbers from given distributions; variance reduction; statistical output analysis; introduction to simulation languages; application to financial, telecommunications, computer, and production systems. Graduate students must register for 3 points. Undergraduate students must register for 4 points. Note: Students who have taken IEOR E4703 Monte Carlo simulation may not register for this course for credit. Recitation section required.
Aimed at seniors and graduate students. Provides classroom experience on chemical engineering process safety as well as Safety in Chemical Engineering certification. Process safety and process control emphasized. Application of basic chemical engineering concepts to chemical reactivity hazards, industrial hygiene, risk assessment, inherently safer design, hazard operability analysis, and engineering ethics. Application of safety to full spectrum of chemical engineering operations.
IEOR students only; priority to MSBA students. Survey tools available in Python for getting, cleaning, and analyzing data. Obtain data from files (csv, html, json, xml) and databases (Mysql, PostgreSQL, NoSQL), cover the rudiments of data cleaning, and examine data analysis, machine learning, and data visualization packages (NumPy, pandas, Scikit-lern, bokeh) available in Python. Brief overview of natural language processing, network analysis, and big data tools available in Python. Contains a group project component that will require students to gather, store, and analyze a data set of their choosing.
Course covers major statistical learning methods for data mining under both supervised and unsupervised settings. Topics covered include linear regression and classification, model selection and regularization, tree-based methods, support vector machines, and unsupervised learning. Students learn about principles underlying each method, how to determine which methods are most suited to applied settings, concepts behind model fitting and parameter tuning, and how to apply methods in practice and assess their performance. Emphasizes roles of statistical modeling and optimization in data mining.
Real-time control using digital computers. Solving scalar and state-space difference equations. Discrete equivalents of continuous systems fed by holds. Z-transer functions. Creating closed-loop difference equation models by Z-transform and state variable approaches. The Nyquist frequency and sample rate selection. Classical and modern based digital control laws. Digital system identification.
Hands-on studio class exposing students to practical aspects of the design, fabrication, and programming of physical robotic systems. Students experience entire robot creation process, covering conceptual design, detailed design, simulation and modeling, digital manufacturing, electronics and sensor design, and software programming.
Self-contained treatments of selected topics in soft materials (e.g. polymers, colloids, amphiphiles, liquid crystals, glasses, powders). Topics and instructor may change from year to year. Intended for junior/senior level undergraduates and graduate students in engineering and the physical sciences.
Prior knowledge of Python is recommended. Provides a broad understanding of the basic techniques for building intelligent computer systems. Topics include state-space problem representations, problem reduction and and-or graphs, game playing and heuristic search, predicate calculus, and resolution theorem proving, AI systems and languages for knowledge representation, machine learning and concept formation and other topics such as natural language processing may be included as time permits.
This graduate course is only for M.S. Program in Financial Engineering students. Multivariate random number generation, bootstrapping, Monte Carlo simulation, efficiency improvement techniques. Simulation output analysis, Markov-chain Monte Carlo. Applications to financial engineering. Introduction to financial engineering simulation software and exposure to modeling with real financial data. Note: Students who have taken IEOR E4404 Simulation may not register for this course for credit.
Computational approaches to natural language generation and understanding. Recommended preparation: some previous or concurrent exposure to AI or Machine Learning. Topics include information extraction, summarization, machine translation, dialogue systems, and emotional speech. Particular attention is given to robust techniques that can handle understanding and generation for the large amounts of text on the Web or in other large corpora. Programming exercises in several of these areas.
This graduate course is only for MS program in FE students. Modeling, analysis, and computation of derivative securities. Applications of stochastic calculus and stochastic differential equations. Numerical techniques: finite-difference, binomial method, and Monte Carlo.
This graduate course is only for M.S. Program in Financial Engineering students. Empirical analysis of asset prices: heavy tails, test of the predictability of stock returns. Financial time series: ARMA, stochastic volatility, and GARCH models. Regression models: linear regression and test of CAPM, non-linear regression and fitting of term structures.
Advanced course in computer vision. Topics include convolutional networks and back-propagation, object and action recognition, self-supervised and few-shot learning, image synthesis and generative models, object tracking, vision and language, vision and audio, 3D representations, interpretability, and bias, ethics, and media deception.
Computational techniques for analyzing genomic data including DNA, RNA, protein and gene expression data. Basic concepts in molecular biology relevant to these analyses. Emphasis on techniques from artificial intelligence and machine learning. String-matching algorithms, dynamic programming, hidden Markov models, expectation-maximization, neural networks, clustering algorithms, support vector machines. Students with life sciences backgrounds who satisfy the prerequisites are encouraged to enroll.
Topics from generative and discriminative machine learning including least squares methods, support vector machines, kernel methods, neural networks, Gaussian distributions, linear classification, linear regression, maximum likelihood, exponential family distributions, Bayesian networks, Bayesian inference, mixture models, the EM algorithm, graphical models and hidden Markov models. Algorithms implemented in MATLAB.
Characterization of stochastic processes as models of signals and noise; stationarity, ergodicity, correlation functions, and power spectra. Gaussian processes as models of noise in linear and nonlinear systems; linear and nonlinear transformations of random processes; orthogonal series representations. Applications to circuits and devices, to communication, control, filtering, and prediction.
Introduction to the mathematical tools and algorithmic implementation for representation and processing of digital pictures, videos, and visual sensory data. Image representation, filtering, transform, quality enhancement, restoration, feature extraction, object segmentation, motion analysis, classification, and coding for data compression. A series of programming assignments reinforces material from the lectures.
Many materials properties and chemical processes are governed by atomic-scale phenomena such as phase transformations, atomic/ionic transport, and chemical reactions. Thanks to progress in computer technology and methodological development, now there exist atomistic simulation approaches for the realistic modeling and quantitative prediction of such properties. Atomistic simulations are therefore becoming increasingly important as a complement for experimental characterization, to provide parameters for meso- and macroscale models, and for the in-silico discovery of entirely new materials. This course aims at providing a comprehensive overview of cutting-edge atomistic modeling techniques that are frequently used both in academic and industrial research and engineering. Participants will develop the ability to interpret results from atomistic simulations and to judge whether a problem can be reliably addressed with simulations. The students will also obtain basic working knowledge in standard simulation software.
Selected topics in computer science. Content and prerequisites vary between sections and semesters. May be repeated for credit. Check “topics course” webpage on the department website for more information on each section.
Selected topics in computer science. Content and prerequisites vary between sections and semesters. May be repeated for credit. Check “topics course” webpage on the department website for more information on each section.
Selected topics in computer science. Content and prerequisites vary between sections and semesters. May be repeated for credit. Check “topics course” webpage on the department website for more information on each section.
Selected topics in computer science. Content and prerequisites vary between sections and semesters. May be repeated for credit. Check “topics course” webpage on the department website for more information on each section.
Advanced computational modeling and quantitative analysis of selected physiological systems from molecules to organs. Selected systems are analyzed in depth with an emphasis on modeling methods and quantitative analysis. Topics may include cell signaling, molecular transport, excitable membranes, respiratory physiology, nerve transmission, circulatory control, auditory signal processing, muscle physiology, data collection and analysis.
Topics in Software engineering arranged as the need and availability arises. Topics are usually offered on a one-time basis. Since the content of this course changes, it may be repeated for credit with advisor approval. Consult the department for section assignment.
Human–computer interaction (HCI) studies (1) what computers are used for, (2) how people interact with computers, and (3) how either of those should change in the future. Topics include ubiquitous computing, mobile health, interaction techniques, social computing, mixed reality, accessibility, and ethics. Activities include readings, presentations, and discussions of research papers. Substantial HCI research project required.
Introduction to microwave engineering and microwave circuit design. Review of transmission lines. Smith chart, S-parameters, microwave impedance matching, transformation and power combining networks, active and passive microwave devices, S-parameter-based design of RF and microwave amplifiers. A microwave circuit design project (using microwave CAD) is an integral part of the course.
Advanced topics spanning electrical engineering and computer science such as speech processing and recognition, image and multimedia content analysis, and other areas drawing on signal processing, information theory, machine learning, pattern recognition, and related topics. Content varies from year to year, and different topics rotate through the course numbers 6890 to 6899.
Selected topics in electrical and computer engineering. Content varies from year to year, and different topics rotate through the course numbers 6900 to 6909.
Selected topics in computer science (advanced level). Content and prerequisites vary between sections and semesters. May be repeated for credit. Check “topics course” webpage on the department website for more information on each section.
Selected topics in computer science (advanced level). Content and prerequisites vary between sections and semesters. May be repeated for credit. Check “topics course” webpage on the department website for more information on each section.
Selected topics in computer science (advanced level). Content and prerequisites vary between sections and semesters. May be repeated for credit. Check “topics course” webpage on the department website for more information on each section.