Applied and Computational Mathematics

Program Description

Research interests of the members cover several closely connected areas which include dynamical systems and delay equations; physics of fluids and continua; material sciences; phase transitions and crystal growth; numerical methods in fluid dynamics and asymptotic analysis; shape and structural optimization; control of partial differential equations.

Two research centers are affiliated with the group:

Program Members

Academic Program

The objective of this program is a training in modern mathematics aimed at applications and in the use of computers as a tool in the analysis, optimization, and control of physical and technological systems. It welcomes strong graduate students with a variety of backgrounds (ranging from the physical sciences and engineering to mathematics) wishing to work in partial differential equations and their applications. The program is sufficiently broad to accomodate software development and physical modelling as well as topics requiring delicate techniques in functional analysis or partial differential equations.

It is intended to offer students the possibility of collaborative contact with several local government and industrial research groups such as the Canadian Space Agency and a variety of other organisations with which members of the group have been involved at various times.

The program covers several closely connected areas which include:

  • Dynamical systems and delay equations.
  • Physics of fluids and continua.
  • Material sciences; phase transitions and crystal growth.
  • Numerical methods in fluid dynamics and asymptotic analysis.
  • Shape and structural optimization.
  • Control of partial differential equations.

There are no formal programmatic requirements beyond the departmental requirements. However the following guidelines should be followed and courses must be selected in consultation with an adviser from the group.

  1. All students should take courses in partial differential equations: appropriate courses are MATH 580 and MATH 581 at McGill and MAT 6110 at U de M.
  2. It is essential that most (and desirable that all) students develop their computational skills by taking appropriate courses in numerical analysis. Beyond the introductory courses, generally at an undergraduate level, the essential courses cover computational mathematics (MATH 578 at McGill and MAT6470 at U de M) numerical differential equations (MATH 579 at McGill) finite difference methods (MAT 6165 at U de M) and finite element methods (MTH 6206/7 at Polytechnique and MAT6450 at U de M).
  3. Students should develop an understanding of neighbouring areas of physics such as fluids and continuum mechanics, thermodynamics, etc. Suitable courses include MATH 555 at McGill and MAT 6150 at U de M; other useful courses can be found in Physics or Engineering departments.
  4. Students involved in fluid mechanics or material sciences should take a course on asymptotic and perturbation methods: MATH 651 at McGill or MTH 6506 at Polytechnique.
  5. Students in shape optimization or control should take at least one course in optimization. The following courses are available: MATH 560 at McGill, MAT 6428, MAT 6439 (Optimisation et contrôle), MAT 6441 (Analyse et optimisation de forme) at U de M; MTH 6403 and MTH 6408 at Polytechnique.
  6. Students who wish to work on shape optimization or the control of distributed parameter systems will need to develop a strong background in real analysis and functional analysis.

We expect that future elaboration and formalization of this program will occur within the framework described above which allows also for the introduction of additional areas under the broad umbrella of the program title.

2026-27 Course Listings

Fall

Honours Linear Optimization

Honours level introduction to linear optimization and its applications: duality theory, fundamental theorem, sensitivity analysis, convexity, simplex algorithm, interior point methods, quadratic optimization, applications in game theory.

Prof. Tim Hoheisel

MATH 517

Institution: McGill University

Numerical Analysis 1

Development, analysis and effective use of numerical methods to solve problems arising in applications. Topics include direct and iterative methods for the solution of linear equations (including preconditioning), eigenvalue problems, interpolation, approximation, quadrature, solution of nonlinear systems.

Prof. Jean-Christophe Nave

MATH 578

Institution: McGill University

Advanced Partial Differential Equations 1

Classification and wellposedness of linear and nonlinear partial differential equations; energy methods; Dirichlet principle. Brief introduction to distributions; weak derivatives. Fundamental solutions and Green's functions for Poisson equation, regularity, harmonic functions, maximum principle. Representation formulae for solutions of heat and wave equations, Duhamel's principle. Method of Characteristics, scalar conservation laws, shocks.

Prof. Niky Kamran

MATH 580

Institution: McGill University

Modélisation mathématique et applications

Processus de modélisation mathématiques avancés : simulations, estimation de paramètres, interprétation. Utilisation des mathématiques dans un milieu multidisciplinaire (p. ex. oncologie, neurosciences, génétique). Étude de cas et projets appliqués.

Prof. David McLeod

MAT 6465

Institution: Université de Montréal

Théorie spectrale des graphes

Représentation et analyse des graphes par la décomposition spectrale des matrices dérivées de leurs topologies. Analyse harmonique sur les graphes. Applications au traitement de signal sur les graphes et à l’apprentissage profond géométrique.

Prof. Guy Wolf

MAT6495

Institution: Université de Montréal

Winter

Numerical Analysis II

The course will introduce some of the most widely used numerical methods for solving problems in linear algebra and differential equations. In linear algebra, topics of interest include solving linear systems, computing eigenvalues, and matrix factorizations. On the differential equations side, the course will cover methods for solving ordinary and partial differential equations, including approaches based on finite differences and finite elements. Time permitting, we will also explore topics such as modern approximation theory and physics-informed machine learning. The course will include a programming component, preferably in Python.

Prof. Simone Brugiapaglia

MAST 680, sec. II / 837

Institution: Concordia University

Honours Mathematical Models in Biology

The formulation and treatment of realistic mathematical models describing biological phenomena through such qualitative and quantitative mathematical techniques as local and global stability theory, bifurcation analysis, phase plane analysis, and numerical simulation. Concrete and detailed examples will be drawn from molecular, cellular and population biology and mammalian physiology.

Prof.

MATH 537

Institution: McGill University

Algorithmic Game Theory

Foundations of game theory. Computation aspects of equilibria. Theory of auctions and modern auction design. General equilibrium theory and welfare economics. Algorithmic mechanism design. Dynamic games.

Prof. Adrian Vetta

MATH 553

Institution: McGill University

Theory of Machine Learning

Concentration inequalities, PAC model, VC dimension, Rademacher complexity, convex optimization, gradient descent, boosting, kernels, support vector machines, regression and learning bounds. Further topics selected from: Gaussian processes, online learning, regret bounds, basic neural network theory.

Prof.

MATH 562

Institution: McGill University

Honours Convex Optimization

Convex sets and functions, subdifferential calculus, conjugate functions, Fenchel duality, proximal calculus. Subgradient methods, proximal-based methods. Conditional gradient method, ADMM. Applications including data classification, network-flow problems, image processing, convex feasibility problems, DC optimization, sparse optimization, and compressed sensing.

Prof. Tim Hoheisel

MATH 563

Institution: McGill University

Mathématiques biologiques

Examen de modèles fondamentaux utilisés en biologie mathématique et de leur analyse utilisant des outils modernes de calcul scientifique. Systèmes dynamiques discrets et continus, procédés stochastiques, modèles statistiques et simulation numérique.

Prof. Morgan Craig

MAT 6463

Institution: Université de Montréal

Calcul scientifique

Virgule flottante. ÉDOs. Modélisation et simulations. Méthodes directes et itératives pour la résolution de systèmes linéaires et non-linéaires. Optimisation sans contraintes. Valeurs propres. Décomposition en valeurs singulières. ÉDPs elliptiques et paraboliques. Équation de Black-Scholes.

Prof. Robert G. Owens

MAT 6473

Institution: Université de Montréal

Équations aux dérivées partielles (UQTR)

L'objectif du concours est de présenter les notions principales de résolution des équations aux dérivées partielles (EDP). Dans ce cours, nous présentons les sujets suivants :

  • EDP non linéaires du premier ordre. Solutions à l'aide de la méthode de Monge (description analytique du cône de Monge et le ruban caractéristique). Intégration complète et le crochet de Jacobi (méthode de Charpit et méthode de Jacobi), Méthode de Lagrange pour les équations de Hamilton-Jacobi.
  • EDP du deuxième ordre hyperbolique, elliptique et parabolique. Classification des EDP du second ordre par la méthode de Beltrami, Théorème d'existence des solutions et théorème de Cauchi-Kowaleska, Intégrale intermédiaire pour les équations linéaires de type hyperbolique, Résolution par la méthode de cascade de Laplace, Méthode d'intégration de Riemann, Problème de Sturm-Liouville et polynômes orthogonaux, Méthode de la moyenne sphérique, Méthode d'Hadamard et le principe de Duhamel, Fonction de Green et solution fondamentale.
  • Système quasilinéaire du premier ordre. Solution de rang 1 (ondes de Riemann), Superposition des ondes de Riemann (Solution de rang k>1), Systèmes en involution, Estimé du degré de liberté d'une solution au sens de Cartan.

Prof. Michel Grundland

MAP 6019

Institution: Université du Québec à Trois-Rivières