Master of Science
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The M.S. program in Computational and Mathematical Engineering is very unique. In today's engineering and sciences, "mathematical modeling" and "computational mathematics" are key phrases. ICME leverages a deep background in mathematical and computational modeling with computing and an exceptional breadth in traditional science and engineering fields. It is also an excellent preparation for future entry into a Ph.D. program at Stanford or elsewhere. Individual programs can be customized to enhance any area of physical sciences or traditional engineering fields through course electives. Apart from individually designed electives, we will offer two pre-designed tracks in the ICME M.S. program in 2012-2013: Computational Geosciences (CompGeo) and Computational Medicine (CompMed).Information about the CompGeo program can be found at the CompGeo website . Information about CompMed will be posted when as it becomes available. In the meantime, please direct your questions about CompMed to the ICME director. In 2012-2013, there is no separate admissions process for students interested in these tracks. Students apply to ICME M.S. program as usual and may indicate their interest in these tracks in their statement.
The M.S. degree in Computational and Mathematical Engineering may be a terminal degree or a stepping stone to the Ph. D. program. Master's students who have maintained a minimum grade point average (GPA) of 3.5 are eligible to take the Ph.D. qualifying exam; those who pass this examination may transfers to the Ph.D. program after the first academic year and will be considered a second year Ph.D. student.
The master's program consists of 45 units of course work taken at Stanford, which usually takes between 4 and 6 quarters to complete. The core course requirements are identical to those for the Ph.D. program. No thesis is required; however, students may become involved in research projects during the master's program, particularly to explore an interest in continuing to the doctoral program. Although there is no specific background requirement, significant exposure to mathematics and engineering course work is necessary for successful completion of the program.
Requirements
A candidate is required to complete a program of 45 units of courses numbered 200 or above. Courses below 200 level will require special approval from the program office. At least 36 of these must be graded units, passed with a grade point average (GPA) of 3.0 (B) or better. Master’s students interested in continuing to the doctoral program must maintain a 3.5 or better grade point average in the program.
Requirement 1
Students must demonstrate foundational knowledge in the field by completing the courses in two of the three core parts:
Units |
||
Part l (6) |
||
CME 303 |
Partial Differential Equations of Applied Mathematics |
3 |
CME 306 |
Numerical Solution of Partial Differential Equations |
3 |
Part ll (6) |
||
CME 302 |
Numerical Linear Algebra |
3 |
CME 304 |
Numerical Optimization |
3 |
Part lll (6) |
||
CME 305 |
Discrete Mathematics and Algorithms |
3 |
CME 308 |
Stochastic Methods in Engineering |
3 |
Courses in this area must be taken for letter grades. Deviations from the core curriculum must be justified in writing and approved by the student’s ICME adviser and the chair of the ICME curriculum committee. Courses that are waived may not be counted towards the master’s degree.
Requirement 2
12 units of general electives to demonstrate breadth of knowledge in technical area. The elective course list represents automatically accepted electives within the program. However, electives are not limited to the list below, and the list is expanded on a continuing basis. The elective part of the ICME program is meant to be broad and inclusive of relevant courses of comparable rigor to ICME courses. Courses outside this list can be accepted as electives subject to approval by the student’s ICME adviser.
Units |
||
Aeronautics and Astronautics |
||
AA 214B |
Numerical Computation of Compressible Flow |
3 |
AA 214C |
Numerical Computation of Viscous Flow |
3 |
AA 218 |
Introduction to Symmetry Analysis |
3 |
Computational and Mathematical Engineering |
||
CME 211 |
Introduction to Programming for Scientists and Engineers |
3 |
CME 212 |
Advanced Programming for Scientists and Engineers |
3 |
CME 213 |
Introduction to parallel computing using MPI, openMP, and CUDA |
3 |
CME 215A/215B |
Advanced Computational Fluid Dynamics |
3 |
CME 263 |
Introduction to Linear Dynamical Systems |
3 |
CME 342 |
Parallel Methods in Numerical Analysis |
3 |
CME 364A |
Convex Optimization I |
3 |
Computational Geosciences |
||
CEE 260C |
Contaminant Hydrogeology |
4 |
CEE 262A |
Hydrodynamics |
3-4 |
CEE 262B |
Transport and Mixing in Surface Water Flows |
3-4 |
CEE 263A |
Air Pollution Modeling |
3-4 |
CEE 263B |
Numerical Weather Prediction |
3-4 |
CEE 294 (not offered in 2012-13) |
||
CEE 362 |
Numerical Modeling of Subsurface Processes |
3-4 |
EESS 221 |
Contaminant Hydrogeology |
4 |
EESS 244 |
Marine Ecosystem Modeling |
3 |
EESS 246B |
Atmosphere, Ocean, and Climate Dynamics: the Ocean Circulation |
3 |
ENERGY 223 |
Reservoir Simulation |
3-4 |
ENERGY 224 |
Advanced Reservoir Simulation |
3 |
ENERGY 241 |
Seismic Reservoir Characterization |
3-4 |
ENERGY 281 |
Applied Mathematics in Reservoir Engineering |
3 |
ENERGY 252 (not offered in 2012-13) |
||
ENERGY 284 (not offered in 2012-13) |
||
ENERGY 290 |
Numerical Modeling of Fluid Flow in Heterogeneous Porous Media |
3 |
ENERGY 252 |
Chemical Kinetics Modeling |
3 |
ENERGY 284 |
Optimization and Inverse Modeling |
3 |
GEOPHYS 190 |
Near-Surface Geophysics |
3 |
GEOPHYS 200 |
Fluids and Flow in the Earth: Computational Methods |
3 |
GEOPHYS 202 |
Reservoir Geomechanics |
3 |
GEOPHYS 210 |
Basic Earth Imaging |
3-4 |
GEOPHYS 211 |
Environmental Soundings Image Estimation |
3 |
GEOPHYS 240 |
Borehole Seismic Modeling and Imaging |
3 |
GEOPHYS 257 |
Introduction to Computational Earth Sciences |
2-4 |
GEOPHYS 258 |
Applied Optimization Laboratory (Geophys 258) |
3-4 |
GEOPHYS 260 |
Rock Physics for Reservoir Characterization |
3 |
GEOPHYS 262 (not offered in 2012-13) |
||
GEOPHYS 280 |
3-D Seismic Imaging |
2-3 |
GEOPHYS 281 |
Geophysical Inverse Problems |
3 |
GEOPHYS 287 |
Earthquake Seismology |
3-5 |
GEOPHYS 288A (not offered in 2012-13) |
||
GEOPHYS 288B (not offered in 2012-13) |
||
GEOPHYS 290 |
Tectonophysics |
3 |
GES 224 |
Modeling Transport and Transformations in the Environment |
2-3 |
GES 240 |
Geostatistics |
2-3 |
MS&E 211 |
Linear and Nonlinear Optimization |
3-4 |
STATS 352 |
Spatial Statistics |
3 |
Computer Science |
||
CS 164 |
Computing with Physical Objects: Algorithms for Shape and Motion |
3 |
CS 205A |
Mathematical Methods for Robotics, Vision, and Graphics |
3 |
CS 221 |
Artificial Intelligence: Principles and Techniques |
3-4 |
CS 228 |
Probabilistic Graphical Models: Principles and Techniques |
3-4 |
CS 229 |
Machine Learning |
3-4 |
CS 255 |
Introduction to Cryptography |
3 |
CS 261 |
Optimization and Algorithmic Paradigms |
3 |
CS 268 |
Geometric Algorithms |
3 |
CS 315A |
Parallel Computer Architecture and Programming |
3 |
CS 340 |
Topics in Computer Systems |
3-4 |
CS 348A |
Computer Graphics: Geometric Modeling |
3-4 |
CS 364A |
Algorithmic Game Theory |
3 |
Electrical Engineering |
||
EE 222 |
Applied Quantum Mechanics I |
3 |
EE 223 |
Applied Quantum Mechanics II |
3 |
EE 256 |
Numerical Electromagnetics |
3 |
EE 278B |
Introduction to Statistical Signal Processing |
3 |
EE 376A |
Information Theory |
3 |
Management Science and Engineering |
||
MS&E 112 |
Mathematical Programming and Combinatorial Optimization |
3 |
MS&E 220 |
Probabilistic Analysis |
3-4 |
MS&E 221 |
Stochastic Modeling |
3 |
MS&E 223 |
Simulation |
3 |
MS&E 238 |
Leading Trends in Information Technology |
3 |
MS&E 251 |
Stochastic Decision Models |
3 |
MS&E 310 |
Linear Programming |
3 |
MS&E 313 |
Vector Space Optimization |
3 |
MS&E 316 |
Discrete Mathematics and Algorithms |
3 |
MS&E 321 |
Stochastic Systems |
3 |
MS&E 322 |
Stochastic Calculus and Control |
3 |
MS&E 323 |
Stochastic Simulation |
3 |
Mathematics |
||
MATH 136 |
Stochastic Processes |
3 |
MATH 171 |
Fundamental Concepts of Analysis |
3 |
MATH 221A |
Mathematical Methods of Imaging |
3 |
MATH 221B |
Mathematical Methods of Imaging |
3 |
MATH 227 |
Partial Differential Equations and Diffusion Processes |
3 |
MATH 236 |
Introduction to Stochastic Differential Equations |
3 |
MATH 238 |
Mathematical Finance |
3 |
Mechanical Engineering |
||
ME 335A/335B/335C |
Finite Element Analysis |
3 |
ME 346B |
Introduction to Molecular Simulations |
3 |
ME 408 |
Spectral Methods in Computational Physics |
3 |
ME 412 |
Engineering Functional Analysis and Finite Elements |
3 |
ME 469 |
Computational Methods in Fluid Mechanics |
3 |
ME 484 |
Computational Methods in Cardiovascular Bioengineering |
3 |
Statistics |
||
STATS 208 |
Introduction to the Bootstrap |
3 |
STATS 217 |
Introduction to Stochastic Processes |
3 |
STATS 219 |
Stochastic Processes |
3 |
STATS 237 |
Theory of Investment Portfolios and Derivative Securities |
3 |
STATS 250 |
Mathematical Finance |
3 |
STATS 305 |
Introduction to Statistical Modeling |
2-4 |
STATS 310A/310B/310C |
Theory of Probability |
2-4 |
STATS 324 |
Multivariate Analysis |
3 |
STATS 345 |
Computational Algorithms for Statistical Genetics |
3 |
STATS 362 |
Monte Carlo |
2-3 |
STATS 366 |
Modern Statistics for Modern Biology |
3 |
Other |
||
CEE 281 |
Mechanics and Finite Elements |
3 |
CEE 362G |
Stochastic Inverse Modeling and Data Assimilation Methods |
3-4 |
ENGR 209A |
Analysis and Control of Nonlinear Systems |
3 |
Requirement 3
9 units of focused graduate application electives, approved by the ICME graduate adviser, in the areas of engineering, mathematics, physical, biological, information, and other quantitative sciences. These courses should be foundational depth courses relevant to the student's professional development and research interests.
Requirement 4
3-6 units of programming course work demonstrating programming proficiency. Recommended courses include CME211, 212 and 213. All graduate students in the program are required to complete programming course at the level of CME213 or higher.
Requirement 5
3 units of ICME graduate seminars or other approved seminars. Additional seminar units may not be counted towards the 45-unit requirement.
Prerequisite Courses
Note: Fundamental courses in mathematics and computing may be needed as prerequisites for other courses in the program.Check the prerequisites of each required course. Preparatory courses include such subjects as: calculus, linear algebra and differential calculus of several variables, integral calculus of several variables, ODEs with linear algebra, linear algebra and matrix theory, vector calculus for engineers, linear algebra and PDEs for engineers, introduction to scientific computing, linear algebra with application to engineering computations, PDEs in engineering, Computer Programming in C++ for Earth Scientists and Engineers, Introduction to Large-Scale Computing in Engineering, numerical linear algebra, programming methodology, programming abstractions, machine learning, introduction to optimization, theory of probability, and data mining and analysis.
Computational Geoscience Track
The Computational Geosciences track is designed for students interested in the skills and knowledge required to develop efficient and robust numerical solutions to Earth Science problems using high-performance computing. The CompGeo curriculum is based on four fundamental areas: modern programming methods for Science and Engineering, applied mathematics with an emphasis on numerical methods, algorithms and architectures for high-performance computing and computationally oriented Earth Sciences courses. Earth Sciences/computational project courses give practice in applying methodologies and concepts. CompGeo students are required to complete general and focused application electives (Requirements 2 and 3) from the approved list of courses from the Computational Geosciences program as well as completing EARTHSYS310 seminar as part of Requirement 5. See http://pangea.stanford.edu/programs/compgeo/. All other requirements remain the same as set forth above.
Note: Students interested in pursuing the ICME M.S. track in CompGeo should obtain pre-approval from the Computational Geosciences Program Director.
