Academics

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.

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