Introduction to Computer Programming
A course on computer programming emphasizing the program design process and pragmatic programming skills. It will use the Python programming language and will not assume previous programming experience. Material covered will include data types, variables, assignment, control structures, functions, scoping, compound data, string processing, modules, basic input/output (terminal and file), as well as more advanced topics such as recursion, exception handling and object-oriented programming. Program development and maintenance skills including debugging, testing, and documentation will also be taught. Assignments will include problems drawn from fields such as graphics, numerics, networking, and games. At the end of the course, students will be ready to learn other programming languages in courses such as CS 11, and will also be ready to take more in-depth courses such as CS 2 and CS 4.
Intermediate Computer Programming
Students must be placed into this course via the CS placement test. An intermediate course on computer programming emphasizing the program design process and pragmatic programming skills. It will use the Java programming language and will assume previous programming experience such as an AP CS A course. Material will focus on more advanced topics such as recursion, exception handling and object-oriented programming. Program development and maintenance skills including debugging, testing, and documentation will also be taught. Assignments will include problems drawn from fields such as graphics, numerics, networking, and games. At the end of the course, students will be ready to learn other programming languages in courses such as CS 11, and will also be ready to take more in-depth courses such as CS 2 and CS 4
Introduction to Programming Methods
CS 2 is a demanding course in programming languages and computer science. Topics covered include data structures, including lists, trees, and graphs; implementation and performance analysis of fundamental algorithms; algorithm design principles, in particular recursion and dynamic programming; Heavy emphasis is placed on the use of compiled languages and development tools, including source control and debugging. The course includes weekly laboratory exercises and projects covering the lecture material and program design. The course is intended to establish a foundation for further work in many topics in the computer science option.
Introduction to Software Design
CS 3 is a practical introduction to designing large programs in a low-level language. Heavy emphasis is placed on documentation, testing, and software architecture. Students will work in teams in two 5-week long projects. In the first half of the course, teams will focus on testing and extensibility. In the second half of the course, teams will use POSIX APIs, as well as their own code from the first five weeks, to develop a large software deliverable. Software engineering topics covered include code reviews, testing and testability, code readability, API design, refactoring, and documentation.
Fundamentals of Computer Programming
This course gives students the conceptual background necessary to construct and analyze programs, which includes specifying computations, understanding evaluation models, and using major programming language constructs (functions and procedures, conditionals, recursion and looping, scoping and environments, compound data, side effects, higher-order functions and functional programming, and object-oriented programming). It emphasizes key issues that arise in programming and in computation in general, including time and space complexity, choice of data representation, and abstraction management. This course is intended for students with some programming background who want a deeper understanding of the conceptual issues involved in computer programming.
Introduction to Discrete Mathematics
First term: a survey emphasizing graph theory, algorithms, and applications of algebraic structures. Graphs: paths, trees, circuits, breadth-first and depth-first searches, colorings, matchings. Enumeration techniques; formal power series; combinatorial interpretations. Topics from coding and cryptography, including Hamming codes and RSA. Second term: directed graphs; networks; combinatorial optimization; linear programming. Permutation groups; counting nonisomorphic structures. Topics from extremal graph and set theory, and partially ordered sets. Third term: elements of computability theory and computational complexity. Discussion of the P=NP problem, syntax and semantics of propositional and first-order logic. Introduction to the Gödel completeness and incompleteness theorems.
Introduction to Computer Science Research
This course will introduce students to research areas in CS through weekly overview talks by Caltech faculty and aimed at first-year undergraduates. More senior students may wish to take the course to gain an understanding of the scope of research in computer science. Graded pass/fail.
Introduction to Information and Data Systems Research
This course will introduce students to research areas in IDS through weekly overview talks by Caltech faculty and aimed at first-year undergraduates. Others may wish to take the course to gain an understanding of the scope of research in computer science. Graded pass/fail. Not offered 2022-23.
Introduction to Digital Logic and Embedded Systems
This course is intended to give the student a basic understanding of the major hardware and software principles involved in the specification and design of embedded systems. The course will cover basic digital logic, programmable logic devices, CPU and embedded system architecture, and embedded systems programming principles (interfacing to hardware, events, user interfaces, and multi-tasking).
Introduction to Computational Science and Engineering
This course is intended to serve as a practical introduction to the methods of computational science and engineering for students in all majors. The goal is to provide students exposure to and hands-on experience with commonly-used computational methods in science and engineering, with theoretical considerations confined to a level appropriate for first-year undergraduate students. Topics covered include computational simulation by discretization in space and time, numerical solution of linear and nonlinear equations, optimization, uncertainty quantification, and function approximation via interpolation and regression. Emphasis is on understanding trade-offs between computational effort and accuracy, and on developing working knowledge of how these tools can be used to solve a wide range of problems arising in applied math, science, and engineering. Assignments and in-class activities use MATLAB. No prior experience with MATLAB expected.
Computer Language Lab
A self-paced lab that provides students with extra practice and supervision in transferring their programming skills to a particular programming language. The course can be used for any language of the student's choosing, subject to approval by the instructor. A series of exercises guide students through the pragmatic use of the chosen language, building their familiarity, experience, and style. More advanced students may propose their own programming project as the target demonstration of their new language skills. This course is available for undergraduate students only. Graduate students should register for CS 111. CS 11 may be repeated for credit of up to a total of nine units.
Student-Taught Topics in Computing
Each section covers a topic in computing with associated sets or projects. Sections are designed and taught by an undergraduate student under the supervision of a CMS faculty member. CS 12 may be repeated for credit of up to a total of nine units.
Introduction to Computer Science in Industry
This course will introduce students to CS in industry through weekly overview talks by alums and engineers in industry. It is aimed at first and second year undergraduates. Others may wish to take the course to gain an understanding of the scope of computer science in industry. Additionally students will complete short weekly assignments aimed at preparing them for interactions with industry. Graded pass/fail.
Decidability and Tractability
This course introduces the formal foundations of computer science, the fundamental limits of computation, and the limits of efficient computation. Topics will include automata and Turing machines, decidability and undecidability, reductions between computational problems, and the theory of NP-completeness.
Data Structures & Parallelism
CS 22 is a demanding course that covers implementation, correctness, and analysis of data structures and some parallel algorithms. This course is intended for students who have already taken a data structures course at the level of CS 2. Topics include implementation and analysis of skip lists, trees, hashing, and heaps as well as various algorithms (including string matching, parallel sorting, parallel prefix). The course includes weekly written and programming assignments covering the lecture material.
Introduction to Computing Systems
Basic introduction to computer systems, including hardware-software interface, computer architecture, and operating systems. Course emphasizes computer system abstractions and the hardware and software techniques necessary to support them, including virtualization (e.g., memory, processing, communication), dynamic resource management, and common-case optimization, isolation, and naming.
This course introduces techniques for the design and analysis of efficient algorithms. Major design techniques (the greedy approach, divide and conquer, dynamic programming, linear programming) will be introduced through a variety of algebraic, graph, and optimization problems. Methods for identifying intractability (via NP-completeness) will be discussed.
Computer Science Education in K-14 Settings
This course will focus on computer science education in K-14 settings. Students will gain an understanding of the current state of computer science education within the United States, develop curricula targeted at students from diverse backgrounds, and gain hands on teaching experience. Through readings from educational psychology and neuropsychology, students will become familiar with various pedagogical methods and theories of learning, while applying these in practice as part of a teaching group partnered with a local school or community college. Each week students are expected to spend about 2 hours teaching, 2 hours developing curricula, and 2 hours on readings and individual exercises. Pass/Fail only. May not be repeated.
Multidisciplinary Systems Engineering
This course presents the fundamentals of modern multidisciplinary systems engineering in the context of a substantial design project. Students from a variety of disciplines will conceive, design, implement, and operate a system involving electrical, information, and mechanical engineering components. Specific tools will be provided for setting project goals and objectives, managing interfaces between component subsystems, working in design teams, and tracking progress against tasks. Students will be expected to apply knowledge from other courses at Caltech in designing and implementing specific subsystems. During the first two terms of the course, students will attend project meetings and learn some basic tools for project design, while taking courses in CS, EE, and ME that are related to the course project. During the third term, the entire team will build, document, and demonstrate the course design project, which will differ from year to year. First-year undergraduate students must receive permission from the lead instructor to enroll. Not offered 2022-23.
Individual research project, carried out under the supervision of a member of the ACM faculty (or other faculty as approved by the ACM undergraduate option representative). Projects must include significant design effort. Written report required. Open only to upper class students. Not offered on a pass/fail basis.
Individual research project, carried out under the supervision of a member of the computer science faculty (or other faculty as approved by the computer science undergraduate option representative). Projects must include significant design effort. Written report required. Open only to upperclass students. Not offered on a pass/fail basis.
Undergraduate Projects in Applied and Computational Mathematics
Supervised research or development in ACM by undergraduates. The topic must be approved by the project supervisor, and a formal final report must be presented on completion of research. Graded pass/fail.
Undergraduate Projects in Computer Science
Supervised research or development in computer science by undergraduates. The topic must be approved by the project supervisor, and a formal final report must be presented on completion of research. This course can (with approval) be used to satisfy the project requirement for the CS major. Graded pass/fail.
Senior Thesis in Control and Dynamical Systems
Research in control and dynamical systems, supervised by a Caltech faculty member. The topic selection is determined by the adviser and the student and is subject to approval by the CDS faculty. First and second terms: midterm progress report and oral presentation during finals week. Third term: completion of thesis and final presentation. Not offered on a pass/fail basis.
Undergraduate Reading in Computer Science
Supervised reading in computer science by undergraduates. The topic must be approved by the reading supervisor, and a formal final report must be presented on completion of the term. Graded pass/fail.
Introductory Methods of Applied Mathematics for the Physical Sciences
Complex analysis: analyticity, Laurent series, contour integration, residue calculus. Ordinary differential equations: linear initial value problems, linear boundary value problems, Sturm-Liouville theory, eigenfunction expansions, transform methods, Green's functions. Linear partial differential equations: heat equation, separation of variables, Laplace equation, transform methods, wave equation, method of characteristics, Green's functions.
Methods of Applied Mathematics
First term: Brief review of the elements of complex analysis and complex-variable methods. Asymptotic expansions, asymptotic evaluation of integrals (Laplace method, stationary phase, steepest descents), perturbation methods, WKB theory, boundary-layer theory, matched asymptotic expansions with first-order and high-order matching. Method of multiple scales for oscillatory systems. Second term: Applied spectral theory, special functions, generalized eigenfunction expansions, convergence theory. Gibbs and Runge phenomena and their resolution. Chebyshev expansion and Fourier Continuation methods. Review of numerical stability theory for time evolution. Fast spectrally-accurate PDE solvers for linear and nonlinear Partial Differential Equations in general domains. Integral-equations methods for linear partial differential equation in general domains (Laplace, Helmholtz, Schroedinger, Maxwell, Stokes). Homework problems in both 101 a and 101 b include theoretical questions as well as programming implementations of the mathematical and numerical methods studied in class.
Special Topics in Computer Science
The topics covered vary from year to year, depending on the students and staff. Primarily for undergraduates.
Seminar in Computer Science
Instructor's permission required.
Reading in Computer Science
Instructor's permission required.
Applied Linear Algebra
This is an intermediate linear algebra course aimed at a diverse group of students, including junior and senior majors in applied mathematics, sciences and engineering. The focus is on applications. Matrix factorizations play a central role. Topics covered include linear systems, vector spaces and bases, inner products, norms, minimization, the Cholesky factorization, least squares approximation, data fitting, interpolation, orthogonality, the QR factorization, ill-conditioned systems, discrete Fourier series and the fast Fourier transform, eigenvalues and eigenvectors, the spectral theorem, optimization principles for eigenvalues, singular value decomposition, condition number, principal component analysis, the Schur decomposition, methods for computing eigenvalues, non-negative matrices, graphs, networks, random walks, the Perron-Frobenius theorem, PageRank algorithm.
Applied Real and Functional Analysis
This course is about the fundamental concepts in real and functional analysis that are vital for many topics and applications in mathematics, physics, computing and engineering. The aim of this course is to provide a working knowledge of functional analysis with an eye especially for aspects that lend themselves to applications. The course gives an overview of the interplay between different functional spaces and focuses on the following three key concepts: Hahn-Banach theorem, open mapping and closed graph theorem, uniform boundedness principle. Other core concepts include: normed linear spaces and behavior of linear maps, completeness, Banach spaces, Hilbert spaces, Lp spaces, duality of normed spaces and dual operators, dense subspaces and approximations, hyperplanes, compactness, weak and weak* convergence. More advanced topics include: spectral theory, compact operators, theory of distributions (generalized functions), Fourier analysis, calculus of variations, Sobolev spaces with applications to PDEs, weak solvability theory of boundary value problems.
Introductory Methods of Computational Mathematics
The sequence covers the introductory methods in both theory and implementation of numerical linear algebra, approximation theory, ordinary differential equations, and partial differential equations. The linear algebra parts cover basic methods such as direct and iterative solution of large linear systems, including LU decomposition, splitting method (Jacobi iteration, Gauss-Seidel iteration); eigenvalue and vector computations including the power method, QR iteration and Lanczos iteration; nonlinear algebraic solvers. The approximation theory includes data fitting; interpolation using Fourier transform, orthogonal polynomials and splines; least square method, and numerical quadrature. The ODE parts include initial and boundary value problems. The PDE parts include finite difference and finite element for elliptic/parabolic/hyperbolic equations. Study of numerical PDE will include stability analysis. Programming is a significant part of the course.
Linear Analysis with Applications
Covers the basic algebraic, geometric, and topological properties of normed linear spaces, inner-product spaces, and linear maps. Emphasis is placed both on rigorous mathematical development and on applications to control theory, data analysis and partial differential equations.
Prerequisites ACM 95/100 ab or equivalent. This course gives an overview of different mathematical models used to describe a variety of phenomena arising in the biological, engineering, physical and social sciences. Emphasis will be placed on the principles used to develop these models, and on the unity and cross-cutting nature of the mathematical and computational tools used to study them. Applications will include quantum, atomistic and continuum modeling of materials; epidemics, reacting-diffusing systems; crowd modeling and opinion formation. Mathematical tools will include ordinary, partial and stochastic differential equations, as well as Markov chains and other stochastic processes. Not offered 2022-23.
Introduction to Feedback Control Systems
An introduction to analysis and design of feedback control systems, including classical control theory in the time and frequency domain. Input/output modeling of dynamical systems using differential equations and transfer functions. Stability and performance of interconnected systems, including use of block diagrams, Bode plots, the Nyquist criterion, and Lyapunov functions. Design of feedback controllers in state space and frequency domain based on stability, performance and robustness specifications.
Causation and Explanation
An examination of theories of causation and explanation in philosophy and neighboring disciplines. Topics discussed may include probabilistic and counterfactual treatments of causation, the role of statistical evidence and experimentation in causal inference, and the deductive-nomological model of explanation. The treatment of these topics by important figures from the history of philosophy such as Aristotle, Descartes, and Hume may also be considered.
Graduate Programming Practicum
A self-paced lab that provides students with extra practice and supervision in transferring their programming skills to a particular programming language. The course can be used for any language of the student's choosing, subject to approval by the instructor. A series of exercises guide the student through the pragmatic use of the chosen language, building his or her familiarity, experience, and style. More advanced students may propose their own programming project as the target demonstration of their new language skills. This course is available for graduate students only. CS 111 may be repeated for credit of up to a total of nine units. Undergraduates should register for CS 11.
Optimal Control and Estimation
Optimization-based design of control systems, including optimal control and receding horizon control. Introductory random processes and optimal estimation. Kalman filtering and nonlinear filtering methods for autonomous systems.
This course provides an introduction to Bayesian Statistics and its applications to data analysis in various fields. Topics include: discrete models, regression models, hierarchical models, model comparison, and MCMC methods. The course combines an introduction to basic theory with a hands-on emphasis on learning how to use these methods in practice so that students can apply them in their own work. Previous familiarity with frequentist statistics is useful but not required.
This course is a both a theoretical and practical introduction to functional programming, a paradigm which allows programmers to work at an extremely high level of abstraction while simultaneously avoiding large classes of bugs that plague more conventional imperative and object-oriented languages. The course will introduce and use the lazy functional language Haskell exclusively. Topics include: recursion, first-class functions, higher-order functions, algebraic data types, polymorphic types, function composition, point-free style, proving functions correct, lazy evaluation, pattern matching, lexical scoping, type classes, and modules. Some advanced topics such as monad transformers, parser combinators, dynamic typing, and existential types are also covered.
Introduction to Probability Models
This course introduces students to the fundamental concepts, methods, and models of applied probability and stochastic processes. The course is application oriented and focuses on the development of probabilistic thinking and intuitive feel of the subject rather than on a more traditional formal approach based on measure theory. The main goal is to equip science and engineering students with necessary probabilistic tools they can use in future studies and research. Topics covered include sample spaces, events, probabilities of events, discrete and continuous random variables, expectation, variance, correlation, joint and marginal distributions, independence, moment generating functions, law of large numbers, central limit theorem, random vectors and matrices, random graphs, Gaussian vectors, branching, Poisson, and counting processes, general discrete- and continuous-timed processes, auto- and cross-correlation functions, stationary processes, power spectral densities.
Reasoning about Program Correctness
This course presents the use of logic and formal reasoning to prove the correctness of sequential and concurrent programs. Topics in logic include propositional logic, basics of first-order logic, and the use of logic notations for specifying programs. The course presents a programming notation and its formal semantics, Hoare logic and its use in proving program correctness, predicate transformers and weakest preconditions, and fixed-point theory and its application to proofs of programs. Not offered 2022-23.
Probability Theory and Stochastic Processes
This course offers a rigorous introduction to probability and stochastic processes. Emphasis is placed on the interaction between inequalities and limit theorems, as well as contemporary applications in computing and mathematical sciences. Topics include probability measures, random variables and expectation, independence, concentration inequalities, distances between probability measures, modes of convergence, laws of large numbers and central limit theorem, Gaussian and Poisson approximation, conditional expectation and conditional distributions, filtrations, and discrete-time martingales.
Various approaches to computability theory, e.g., Turing machines, recursive functions, Markov algorithms; proof of their equivalence. Church's thesis. Theory of computable functions and effectively enumerable sets. Decision problems. Undecidable problems: word problems for groups, solvability of Diophantine equations (Hilbert's 10th problem). Relations with mathematical logic and the Gödel incompleteness theorems. Decidable problems, from number theory, algebra, combinatorics, and logic. Complexity of decision procedures. Inherently complex problems of exponential and superexponential difficulty. Feasible (polynomial time) computations. Polynomial deterministic vs. nondeterministic algorithms, NP-complete problems and the P = NP question. Not offered 2022-23.
Stochastic Processes and Regression
Stochastic processes: Branching processes, Poisson point processes, Determinantal point processes, Dirichlet processes and Gaussian processes (including the Brownian motion). Regression: Gaussian vectors, spaces, conditioning, processes, fields and measures will be presented with an emphasis on linear regression. Kernel and variational methods in numerical approximation, signal processing and learning will also be covered through their connections with Gaussian process regression.
Automata-Theoretic Software Analysis
An introduction to the use of automata theory in the formal analysis of both concurrent and sequentially executing software systems. The course covers the use of logic model checking with linear temporal logic and interactive techniques for property-based static source code analysis. Not offered 2022-23.
Advanced Digital Systems Design
Advanced digital design as it applies to the design of systems using PLDs and ASICs (in particular, gate arrays and standard cells). The course covers both design and implementation details of various systems and logic device technologies. The emphasis is on the practical aspects of ASIC design, such as timing, testing, and fault grading. Topics include synchronous design, state machine design, ALU and CPU design, application-specific parallel computer design, design for testability, CPLDs, FPGAs, VHDL, standard cells, timing analysis, fault vectors, and fault grading. Students are expected to design and implement both systems discussed in the class as well as self-proposed systems using a variety of technologies and tools. Given in alternate years; offered 2022-23.
This course is an introduction to quantum cryptography: how to use quantum effects, such as quantum entanglement and uncertainty, to implement cryptographic tasks with levels of security that are impossible to achieve classically. The course covers the fundamental ideas of quantum information that form the basis for quantum cryptography, such as entanglement and quantifying quantum knowledge. We will introduce the security definition for quantum key distribution and see protocols and proofs of security for this task. We will also discuss the basics of device-independent quantum cryptography as well as other cryptographic tasks and protocols, such as bit commitment or position-based cryptography. Not offered 2022-23.
Introduction to the basic theory and usage of relational database systems. It covers the relational data model, relational algebra, and the Structured Query Language (SQL). The course introduces the basics of database schema design and covers the entity-relationship model, functional dependency analysis, and normal forms. Additional topics include other query languages based on the relational calculi, data-warehousing and dimensional analysis, writing and using stored procedures, working with hierarchies and graphs within relational databases, and an overview of transaction processing and query evaluation. Extensive hands-on work with SQL databases.
This class studies mathematical optimization from the viewpoint of convexity. Topics covered include duality and representation of convex sets; linear and semidefinite programming; connections to discrete, network, and robust optimization; relaxation methods for intractable problems; as well as applications to problems arising in graphs and networks, information theory, control, signal processing, and other engineering disciplines.
Database System Implementation
This course explores the theory, algorithms, and approaches behind modern relational database systems. Topics include file storage formats, query planning and optimization, query evaluation, indexes, transaction processing, concurrency control, and recovery. Assignments consist of a series of programming projects extending a working relational database, giving hands-on experience with the topics covered in class. The course also has a strong focus on proper software engineering practices, including version control, testing, and documentation. Not offered 2022-23.
Projects in Database Systems
Students are expected to execute a substantial project in databases, write up a report describing their work, and make a presentation. Not offered 2022-23.
This course explores the major themes and components of modern operating systems, such as kernel architectures, the process abstraction and process scheduling, system calls, concurrency within the OS, virtual memory management, and file systems. Students must work in groups to complete a series of challenging programming projects, implementing major components of an instructional operating system. Most programming is in C, although some IA32 assembly language programming is also necessary. Familiarity with the material in CS 24 is strongly advised before attempting this course.
Digital Circuit Design with FPGAs and VHDL
Study of programmable logic devices (FPGAs). Detailed study of the VHDL language, accompanied by tutorials of popular synthesis and simulation tools. Review of combinational circuits (both logic and arithmetic), followed by VHDL code for combinational circuits and corresponding FPGA-implemented designs. Review of sequential circuits, followed by VHDL code for sequential circuits and corresponding FPGA-implemented designs. Review of finite state machines, followed by VHDL code for state machines and corresponding FPGA-implemented designs. Final project. The course includes a wide selection of real-world projects, implemented and tested using FPGA boards.
Shannon's mathematical theory of communication, 1948-present. Entropy, relative entropy, and mutual information for discrete and continuous random variables. Shannon's source and channel coding theorems. Mathematical models for information sources and communication channels, including memoryless, Markov, ergodic, and Gaussian. Calculation of capacity and rate-distortion functions. Universal source codes. Side information in source coding and communications. Network information theory, including multiuser data compression, multiple access channels, broadcast channels, and multiterminal networks. Discussion of philosophical and practical implications of the theory. This course, when combined with EE 112, EE/Ma/CS/IDS 127, EE/CS 161, and EE/CS/IDS 167, should prepare the student for research in information theory, coding theory, wireless communications, and/or data compression. EE/Ma/CS 126 a offered 2022-23; EE/Ma/CS 126 b not offered 2022-23.
Applied Data Analysis
Fundamentally, this course is about making arguments with numbers and data. Data analysis for its own sake is often quite boring, but becomes crucial when it supports claims about the world. A convincing data analysis starts with the collection and cleaning of data, a thoughtful and reproducible statistical analysis of it, and the graphical presentation of the results. This course will provide students with the necessary practical skills, chiefly revolving around statistical computing, to conduct their own data analysis. This course is not an introduction to statistics or computer science. I assume that students are familiar with at least basic probability and statistical concepts up to and including regression.
Calculus of Variations
First and second variations; Euler-Lagrange equation; Hamiltonian formalism; action principle; Hamilton-Jacobi theory; stability; local and global minima; direct methods and relaxation; isoperimetric inequality; asymptotic methods and gamma convergence; selected applications to mechanics, materials science, control theory and numerical methods. Not offered 2022-23.
This course develops from first principles the theory and practical implementation of the most important techniques for combating errors in digital transmission or storage systems. Topics include highly symmetric linear codes, such as Hamming, Reed-Muller, and Polar codes; algebraic block codes, e.g., BCH, Reed-Solomon (including a self-contained introduction to the theory of finite fields); and sparse graph codes with iterative decoding, i.e., LDPC code and turbo codes. Students will become acquainted with encoding and decoding algorithms, design principles and performance evaluation of codes. Not offered 2022-23.
Interactive Theorem Proving
This course introduces students to the modern practice of interactive tactic-based theorem proving using the Coq theorem prover. Topics will be drawn from logic, programming languages and the theory of computation. Topics will include: proof by induction, lists, higher-order functions, polymorphism, dependently-typed functional programming, constructive logic, the Curry-Howard correspondence, modeling imperative programs, and other topics if time permits. Students will be graded partially on attendance and will be expected to participate in proving theorems in class.
This course covers the foundations of experimental realization on robotic systems. This includes software infrastructure to operate physical hardware, integrate various sensor modalities, and create robust autonomous behaviors. Using the Python programming language, assignments will explore techniques from simple polling to interrupt driven and multi-threaded architectures, ultimately utilizing the Robotic Operating System (ROS). Developments will be integrated on mobile robotic systems and demonstrated in the context of class projects.
This course presents a survey of software engineering principles relevant to all aspects of the software development lifecycle. Students will examine industry best practices in the areas of software specification, development, project management, testing, and release management, including a review of the relevant research literature. Assignments give students the opportunity to explore these topics in depth. Programming assignments use Python and Git, and students should be familiar with Python at a CS 1 level, and Git at a CS 2/CS 3 level, before taking the course.
Linear Systems Theory
Basic system concepts; state-space and I/O representation. Properties of linear systems, including stability, performance, robustness. Reachability, observability, minimality, state and output-feedback.
CS 131 is a course on programming languages and their implementation. It teaches students how to program in a number of simplified languages representing the major programming paradigms in use today (imperative, object-oriented, and functional). It will also teach students how to build and modify the implementations of these languages. Emphasis will not be on syntax or parsing but on the essential differences in these languages and their implementations. Both dynamically-typed and statically-typed languages will be implemented. Relevant theory will be covered as needed. Implementations will mostly be interpreters, but some features of compilers will be covered if time permits. Enrollment limited to 30 students.
Covers full-stack web development with HTML5, CSS, client-side JS (ES6) and server-side JS (Node.js/Express) for web API development. Concepts including separation of concerns, the client-server relationship, user experience, accessibility, and security will also be emphasized throughout the course. Assignments will alternate between formal and semi-structured student-driven projects, providing students various opportunities to apply material to their individual interests. No prior web development background is required, though students who have prior experience may still benefit from learning best practices and HTML5/ES6 standards.
The course develops the core concepts of robotics. The first quarter focuses on classical robotic manipulation, including topics in rigid body kinematics and dynamics. It develops planar and 3D kinematic formulations and algorithms for forward and inverse computations, Jacobians, and manipulability. The second quarter transitions to planning, navigation, and perception. Topics include configuration space, sample-based planners, A* and D* algorithms, to achieve collision-free motions. Course work transitions from homework and programming assignments to more open-ended team-based projects.
This course builds up, and brings to practice, the elements of robotic systems at the intersection of hardware, kinematics and control, computer vision, and autonomous behaviors. It presents selected topics from these domains, focusing on their integration into a full sense-think-act robot. The lectures will drive team-based projects, progressing from building custom robotic arms (5 to 7 degrees of freedom) to writing all necessary software (utilizing the Robotics Operating system, ROS). Teams are required to implement and customize general concepts for their selected tasks. Working systems will autonomously operate and demonstrate their capabilities during final presentations.
Power System Analysis
We are at the beginning of a historic transformation to decarbonize our energy system. This course introduces the basics of power systems analysis: phasor representation, 3-phase transmission system, transmission line models, transformer models, per-unit analysis, network matrix, power flow equations, power flow algorithms, optimal powerflow (OPF) problems, unbalanced power flow analysis and optimization,swing dynamics and stability.
Information Theory and Applications
This class introduces information measures such as entropy, information divergence, mutual information, information density, and discusses the relations of those quantities to problems in data compression and transmission, statistical inference, and control. The course does not require a prior exposure to information theory; it is complementary to EE 126 a.
Real-World Algorithm Implementation
This course introduces algorithms in the context of their usage in the real world. The course covers compression, semi-numerical algorithms, RSA cryptography, parsing, and string matching. The goal of the course is for students to see how to use theoretical algorithms in real-world contexts, focusing both on correctness and the nitty-gritty details and optimizations. Students will choose to implement projects based on depth in an area or breadth to cover all the topics.
This course is identical to CS 38. Only graduate students for whom this is the first algorithms course are allowed to register for CS 138. See the CS 38 entry for prerequisites and course description.
Analysis and Design of Algorithms
This course develops core principles for the analysis and design of algorithms. Basic material includes mathematical techniques for analyzing performance in terms of resources, such as time, space, and randomness. The course introduces the major paradigms for algorithm design, including greedy methods, divide-and-conquer, dynamic programming, linear and semidefinite programming, randomized algorithms, and online learning. Not offered 2022-23.
Overview of measure theory. Random walks and the Strong law of large numbers via the theory of martingales and Markov chains. Characteristic functions and the central limit theorem. Poisson process and Brownian motion. Topics in statistics.
Network Control Systems
Variety of case studies and projects from control, communication and computing in complex tech, bio, neuro, eco, and socioeconomic networks, particularly smartgrid, internet, sensorimotor control, cell biology, medical physiology, ecosystems, and human and animal social organization. Leveraging universal laws and architectures including laws, layers, levels, diversity, and sweet spots, but adding domain specific details. Optional math and more domain details will be available for each topic, and students are encouraged to pursue one or more in greater depths. CDS 231 focuses on the theory and math motivated by 141.
Hack Society: Projects from the Public Sector
There is a large gap between the public and private sectors' effective use of technology. This gap presents an opportunity for the development of innovative solutions to problems faced by society. Students will develop technology-based projects that address this gap. Course material will offer an introduction to the design, development, and analysis of digital technology with examples derived from services typically found in the public sector. Not offered 2022-23.
Programming distributed systems. Mechanics for cooperation among concurrent agents. Programming sensor networks and cloud computing applications. Applications of machine learning and statistics by using parallel computers to aggregate and analyze data streams from sensors.
Ordinary and Partial Differential Equations
The mathematical theory of ordinary and partial differential equations, including a discussion of elliptic regularity, maximal principles, solubility of equations. The method of characteristics. Not offered 2022-23.
This course focuses on the link layer (two) through the transport layer (four) of Internet protocols. It has two distinct components, analytical and systems. In the analytical part, after a quick summary of basic mechanisms on the Internet, we will focus on congestion control and explain: (1) How to model congestion control algorithms? (2) Is the model well defined? (3) How to characterize the equilibrium points of the model? (4) How to prove the stability of the equilibrium points? We will study basic results in ordinary differential equations, convex optimization, Lyapunov stability theorems, passivity theorems, gradient descent, contraction mapping, and Nyquist stability theory. We will apply these results to prove equilibrium and stability properties of the congestion control models and explore their practical implications. In the systems part, the students will build a software simulator of Internet routing and congestion control algorithms. The goal is not only to expose students to basic analytical tools that are applicable beyond congestion control, but also to demonstrate in depth the entire process of understanding a physical system, building mathematical models of the system, analyzing the models, exploring the practical implications of the analysis, and using the insights to improve the design. Not offered 2022-23.
Networks: Structure & Economics
Social networks, the web, and the internet are essential parts of our lives, and we depend on them every day. This course studies how they work and the "big" ideas behind our networked lives. Questions explored include: What do networks actually look like (and why do they all look the same)?; How do search engines work?; Why do memes spread the way they do?; How does web advertising work? For all these questions and more, the course will provide a mixture of both mathematical analysis and hands-on labs. The course expects students to be comfortable with graph theory, probability, and basic programming.
Projects in Networking
Students are expected to execute a substantial project in networking, write up a report describing their work, and make a presentation.
Control and Optimization of Networks
This is a research-oriented course meant for undergraduates and beginning graduate students who want to learn about current research topics in networks such as the Internet, power networks, social networks, etc. The topics covered in the course will vary, but will be pulled from current research in the design, analysis, control, and optimization of networks. Usually offered in odd years.
Digital Ventures Design
This course aims to offer the scientific foundations of analysis, design, development, and launching of innovative digital products and study elements of their success and failure. The course provides students with an opportunity to experience combined team-based design, engineering, and entrepreneurship. The lectures present a disciplined step-by-step approach to develop new ventures based on technological innovation in this space, and with invited speakers, cover topics such as market analysis, user/product interaction and design, core competency and competitive position, customer acquisition, business model design, unit economics and viability, and product planning. Throughout the term students will work within an interdisciplinary team of their peers to conceive an innovative digital product concept and produce a business plan and a working prototype. The course project culminates in a public presentation and a final report. Every year the course and projects focus on a particular emerging technology theme. Not offered 2022-23.
Selected Topics in Computational Vision
The class will focus on an advanced topic in computational vision: recognition, vision-based navigation, 3-D reconstruction. The class will include a tutorial introduction to the topic, an exploration of relevant recent literature, and a project involving the design, implementation, and testing of a vision system.
This course will equip students to engage with active research at the intersection of social and information sciences, including: algorithmic game theory and mechanism design; auctions; matching markets; and learning in games.
Probability and Algorithms
Part a: The probabilistic method and randomized algorithms. Deviation bounds, k-wise independence, graph problems, identity testing, derandomization and parallelization, metric space embeddings, local lemma. Part b: Further topics such as weighted sampling, epsilon-biased sample spaces, advanced deviation inequalities, rapidly mixing Markov chains, analysis of boolean functions, expander graphs, and other gems in the design and analysis of probabilistic algorithms. Parts a & b are given in alternate years.
This course describes a diverse array of complexity classes that are used to classify problems according to the computational resources (such as time, space, randomness, or parallelism) required for their solution. The course examines problems whose fundamental nature is exposed by this framework, the known relationships between complexity classes, and the numerous open problems in the area. Not offered 2022-23.
Introduction to Cryptography
This course is an introduction to the foundations of cryptography. The first part of the course introduces fundamental constructions in private-key cryptography, including one-way functions, pseudo-random generators and authentication, and in public-key cryptography, including trapdoor one-way functions, collision-resistant hash functions and digital signatures. The second part of the course covers selected topics such as interactive protocols and zero knowledge, the learning with errors problem and homomorphic encryption, and quantum cryptography: quantum money, quantum key distribution. The course is mostly theoretical and requires mathematical maturity. There will be a small programming component. Not offered 2022-23.
Current Topics in Theoretical Computer Science
May be repeated for credit, with permission of the instructor. Students in this course will study an area of current interest in theoretical computer science. The lectures will cover relevant background material at an advanced level and present results from selected recent papers within that year's chosen theme. Students will be expected to read and present a research paper.
Inverse Problems and Data Assimilation
Models in applied mathematics often have input parameters that are uncertain; observed data can be used to learn about these parameters and thereby to improve predictive capability. The purpose of the course is to describe the mathematical and algorithmic principles of this area. The topic lies at the intersection of fields including inverse problems, differential equations, machine learning and uncertainty quantification. Applications will be drawn from the physical, biological and data sciences. Not offered 2022-23.
Machine Learning & Data Mining
This course will cover popular methods in machine learning and data mining, with an emphasis on developing a working understanding of how to apply these methods in practice. The course will focus on basic foundational concepts underpinning and motivating modern machine learning and data mining approaches. We will also discuss recent research developments.
Introduction to the theory, algorithms, and applications of automated learning. How much information is needed to learn a task, how much computation is involved, and how it can be accomplished. Special emphasis will be given to unifying the different approaches to the subject coming from statistics, function approximation, optimization, pattern recognition, and neural networks.
Statistical Inference is a branch of mathematical engineering that studies ways of extracting reliable information from limited data for learning, prediction, and decision making in the presence of uncertainty. This is an introductory course on statistical inference. The main goals are: develop statistical thinking and intuitive feel for the subject; introduce the most fundamental ideas, concepts, and methods of statistical inference; and explain how and why they work, and when they don't. Topics covered include summarizing data, fundamentals of survey sampling, statistical functionals, jackknife, bootstrap, methods of moments and maximum likelihood, hypothesis testing, p-values, the Wald, Student's t-, permutation, and likelihood ratio tests, multiple testing, scatterplots, simple linear regression, ordinary least squares, interval estimation, prediction, graphical residual analysis.
Fundamentals of Statistical Learning
The main goal of the course is to provide an introduction to the central concepts and core methods of statistical learning, an interdisciplinary field at the intersection of statistics, machine learning, information and data sciences. The course focuses on the mathematics and statistics of methods developed for learning from data. Students will learn what methods for statistical learning exist, how and why they work (not just what tasks they solve and in what built-in functions they are implemented), and when they are expected to perform poorly. The course is oriented for upper level undergraduate students in IDS, ACM, and CS and graduate students from other disciplines who have sufficient background in probability and statistics. The course can be viewed as a statistical analog of CMS/CS/CNS/EE/IDS 155. Topics covered include supervised and unsupervised learning, regression and classification problems, linear regression, subset selection, shrinkage methods, logistic regression, linear discriminant analysis, resampling techniques, tree-based methods, support-vector machines, and clustering methods. Not offered 2022-23.
Advanced Topics in Machine Learning
This course focuses on current topics in machine learning research. This is a paper reading course, and students are expected to understand material directly from research articles. Students are also expected to present in class, and to do a final project.
Fundamentals of Information Transmission and Storage
Basics of information theory: entropy, mutual information, source and channel coding theorems. Basics of coding theory: error-correcting codes for information transmission and storage, block codes, algebraic codes, sparse graph codes. Basics of digital communications: sampling, quantization, digital modulation, matched filters, equalization.
Big Data Networks
Next generation networks will have tens of billions of nodes forming cyber-physical systems and the Internet of Things. A number of fundamental scientific and technological challenges must be overcome to deliver on this vision. This course will focus on (1) How to boost efficiency and reliability in large networks; the role of network coding, distributed storage, and distributed caching; (2) How to manage wireless access on a massive scale; modern random access and topology formation techniques; and (3) New vistas in big data networks, including distributed computing over networks and crowdsourcing. A selected subset of these problems, their mathematical underpinnings, state-of-the-art solutions, and challenges ahead will be covered. Given in alternate years. Not offered 2022-23.
Data, Algorithms and Society
This course examines algorithms and data practices in fields such as machine learning, privacy, and communication networks through a social lens. We will draw upon theory and practices from art, media, computer science and technology studies to critically analyze algorithms and their implementations within society. The course includes projects, lectures, readings, and discussions. Students will learn mathematical formalisms, critical thinking and creative problem solving to connect algorithms to their practical implementations within social, cultural, economic, legal and political contexts. Enrollment by application. Taught concurrently with VC 72 and can only be taken once as CS/IDS 162 or VC 72.
This course covers the construction of compilers: programs which convert program source code to machine code which is directly executable on modern hardware. The course takes a bottom-up approach: a series of compilers will be built, all of which generate assembly code for x86 processors, with each compiler adding features. The final compiler will compile a full-fledged high-level programming language to assembly language. Topics covered include register allocation, conditionals, loops and dataflow analysis, garbage collection, lexical scoping, and type checking. This course is programming intensive. All compilers will be written in the OCaml programming language.
Foundations of Machine Learning and Statistical Inference
The course assumes students are comfortable with analysis, probability, statistics, and basic programming. This course will cover core concepts in machine learning and statistical inference. The ML concepts covered are spectral methods (matrices and tensors), non-convex optimization, probabilistic models, neural networks, representation theory, and generalization. In statistical inference, the topics covered are detection and estimation, sufficient statistics, Cramer-Rao bounds, Rao-Blackwell theory, variational inference, and multiple testing. In addition to covering the core concepts, the course encourages students to ask critical questions such as: How relevant is theory in the age of deep learning? What are the outstanding open problems? Assignments will include exploring failure modes of popular algorithms, in addition to traditional problem-solving type questions.
Computational cameras overcome the limitations of traditional cameras, by moving part of the image formation process from hardware to software. In this course, we will study this emerging multi-disciplinary field at the intersection of signal processing, applied optics, computer graphics, and vision. At the start of the course, we will study modern image processing and image editing pipelines, including those encountered on DSLR cameras and mobile phones. Then we will study the physical and computational aspects of tasks such as coded photography, light-field imaging, astronomical imaging, medical imaging, and time-of-flight cameras. The course has a strong hands-on component, in the form of homework assignments and a final project. In the homework assignments, students will have the opportunity to implement many of the techniques covered in the class. Example homework assignments include building an end-to-end HDR (High Dynamic Range) imaging pipeline, implementing Poisson image editing, refocusing a light-field image, and making your own lensless "scotch-tape" camera. Not offered 2022-23.
Introduction to Data Compression and Storage
The course will introduce the students to the basic principles and techniques of codes for data compression and storage. The students will master the basic algorithms used for lossless and lossy compression of digital and analog data and the major ideas behind coding for flash memories. Topics include the Huffman code, the arithmetic code, Lempel-Ziv dictionary techniques, scalar and vector quantizers, transform coding; codes for constrained storage systems. Given in alternate years; not offered 2022-23.
Mobile robots need to perceive their environment and localize themselves with respect to maps thereof. They further require planners to move along collision-free paths. This course builds up mobile robots in team-based projects. Teams will write all necessary software from low-level hardware I/O to high level algorithms, using the robotic operating system (ROS). The final systems will autonomously maneuver to reach their goals or track various objectives.
Mathematics of Signal Processing
This course covers classical and modern approaches to problems in signal processing. Problems may include denoising, deconvolution, spectral estimation, direction-of-arrival estimation, array processing, independent component analysis, system identification, filter design, and transform coding. Methods rely heavily on linear algebra, convex optimization, and stochastic modeling. In particular, the class will cover techniques based on least-squares and on sparse modeling. Throughout the course, a computational viewpoint will be emphasized.
Computer Graphics Laboratory
This is a challenging course that introduces the basic ideas behind computer graphics and some of its fundamental algorithms. Topics include graphics input and output, the graphics pipeline, sampling and image manipulation, three-dimensional transformations and interactive modeling, basics of physically based modeling and animation, simple shading models and their hardware implementation, and some of the fundamental algorithms of scientific visualization. Students will be required to perform significant implementations.
Computer Graphics Projects
This laboratory class offers students an opportunity for independent work including recent computer graphics research. In coordination with the instructor, students select a computer graphics modeling, rendering, interaction, or related algorithm and implement it. Students are required to present their work in class and discuss the results of their implementation and possible improvements to the basic methods. May be repeated for credit with instructor's permission. Not offered 2022-23.
Advanced Topics in Digital Design with FPGAs and VHDL
Quick review of the VHDL language and RTL concepts. Dealing with sophisticated, multi-dimensional data types in VHDL. Dealing with multiple time domains. Transfer of control versus data between clock domains. Clock division and multiplication. Using PLLs. Dealing with global versus local and synchronous versus asynchronous resets. How to measure maximum speed in FPGAs (for both registered and unregistered circuits). The (often) hard task of time closure. The subtleties of the time behavior in state machines (a major source of errors in large, complex designs). Introduction to simulation. Construction of VHDL testbenches for automated testing. Dealing with files in simulation. All designs are physically implemented using FPGA boards.
Computer Graphics Research
The course will go over recent research results in computer graphics, covering subjects from mesh processing (acquisition, compression, smoothing, parameterization, adaptive meshing), simulation for purposes of animation, rendering (both photo- and nonphotorealistic), geometric modeling primitives (image based, point based), and motion capture and editing. Other subjects may be treated as they appear in the recent literature. The goal of the course is to bring students up to the frontiers of computer graphics research and prepare them for their own research. Not offered 2022-23.
Discrete Differential Geometry: Theory and Applications
Working knowledge of multivariate calculus and linear algebra as well as fluency in some implementation language is expected. Subject matter covered: differential geometry of curves and surfaces, classical exterior calculus, discrete exterior calculus, sampling and reconstruction of differential forms, low dimensional algebraic and computational topology, Morse theory, Noether's theorem, Helmholtz-Hodge decomposition, structure preserving time integration, connections and their curvatures on complex line bundles. Applications include elastica and rods, surface parameterization, conformal surface deformations, computation of geodesics, tangent vector field design, connections, discrete thin shells, fluids, electromagnetism, and elasticity. Part b not offered 2022-23.
Numerical Algorithms and their Implementation
This course gives students the understanding necessary to choose and implement basic numerical algorithms as needed in everyday programming practice. Concepts include: sources of numerical error, stability, convergence, ill-conditioning, and efficiency. Algorithms covered include solution of linear systems (direct and iterative methods), orthogonalization, SVD, interpolation and approximation, numerical integration, solution of ODEs and PDEs, transform methods (Fourier, Wavelet), and low rank approximation such as multipole expansions. Not offered 2022-23.
Some experience with computer graphics algorithms preferred. The use of Graphics Processing Units for computer graphics rendering is well known, but their power for general parallel computation is only recently being explored. Parallel algorithms running on GPUs can often achieve up to 100x speedup over similar CPU algorithms. This course covers programming techniques for the Graphics processing unit, focusing on visualization and simulation of various systems. Labs will cover specific applications in graphics, mechanics, and signal processing. The course will use nVidia's parallel computing architecture, CUDA. Labwork requires extensive programming.
Part a: Multiscale methodology for partial differential equations (PDEs) and for stochastic differential equations (SDEs). Basic theory of underlying PDEs; basic theory of Gaussian processes; basic theory of SDEs; multiscale expansions. Part b: Transition from quantum to continuum modeling of materials. Schrodinger equation and semi-classical limit; molecular dynamics and kinetic theory; kinetic theory, Boltzmann equation and continuum mechanics. Part b not offered 2022-23.
Master’s Thesis Research
Introduction to Computational Biology and Bioinformatics
Biology is becoming an increasingly data-intensive science. Many of the data challenges in the biological sciences are distinct from other scientific disciplines because of the complexity involved. This course will introduce key computational, probabilistic, and statistical methods that are common in computational biology and bioinformatics. We will integrate these theoretical aspects to discuss solutions to common challenges that reoccur throughout bioinformatics including algorithms and heuristics for tackling DNA sequence alignments, phylogenetic reconstructions, evolutionary analysis, and population and human genetics. We will discuss these topics in conjunction with common applications including the analysis of high throughput DNA sequencing data sets and analysis of gene expression from RNA-Seq data sets.
Vision: From Computational Theory to Neuronal Mechanisms
Lecture, laboratory, and project course aimed at understanding visual information processing, in both machines and the mammalian visual system. The course will emphasize an interdisciplinary approach aimed at understanding vision at several levels: computational theory, algorithms, psychophysics, and hardware (i.e., neuroanatomy and neurophysiology of the mammalian visual system). The course will focus on early vision processes, in particular motion analysis, binocular stereo, brightness, color and texture analysis, visual attention and boundary detection. Students will be required to hand in approximately three homework assignments as well as complete one project integrating aspects of mathematical analysis, modeling, physiology, psychophysics, and engineering. Given in alternate years; not offered 2022-23.
This course aims at a quantitative understanding of how the nervous system computes. The goal is to link phenomena across scales from membrane proteins to cells, circuits, brain systems, and behavior. We will learn how to formulate these connections in terms of mathematical models, how to test these models experimentally, and how to interpret experimental data quantitatively. The concepts will be developed with motivation from some of the fascinating phenomena of animal behavior, such as: aerobatic control of insect flight, precise localization of sounds, sensing of single photons, reliable navigation and homing, rapid decision-making during escape, one-shot learning, and large-capacity recognition memory.
Reading and Independent Study
Graded pass/fail only.
Independent Work in Control and Dynamical Systems
Research project in control and dynamical systems, supervised by a CDS faculty member.
This course investigates computation by molecular systems, emphasizing models of computation based on the underlying physics, chemistry, and organization of biological cells. We will explore programmability, complexity, simulation of, and reasoning about abstract models of chemical reaction networks, molecular folding, molecular self-assembly, and molecular motors, with an emphasis on universal architectures for computation, control, and construction within molecular systems. If time permits, we will also discuss biological example systems such as signal transduction, genetic regulatory networks, and the cytoskeleton; physical limits of computation, reversibility, reliability, and the role of noise, DNA-based computers and DNA nanotechnology. Part a develops fundamental results; part b is a reading and research course: classic and current papers will be discussed, and students will do projects on current research topics.
Design and Construction of Programmable Molecular Systems
This course will introduce students to the conceptual frameworks and tools of computer science as applied to molecular engineering, as well as to the practical realities of synthesizing and testing their designs in the laboratory. In part a, students will design and construct DNA circuits and self-assembled DNA nanostructures, as well as quantitatively analyze the designs and the experimental data. Students will learn laboratory techniques including fluorescence spectroscopy and atomic force microscopy and will use software tools and program in Mathematica. Part b is an open-ended design and build project requiring instructor’s permission for enrollment. Enrollment in part a is limited to 24 students, and part b limited to 8 students.
Undergraduate Reading in the Information and Data Sciences
Supervised reading in the information and data sciences by undergraduates. The topic must be approved by the reading supervisor and a formal final report must be presented on completion of the term. Graded pass/fail.
Undergraduate Projects in Information and Data Sciences
Supervised research in the information and data sciences. The topic must be approved by the project supervisor and a formal report must be presented upon completion of the research. Graded pass/fail.
Undergraduate thesis in the Information and Data Sciences
Individual research project, carried out under the supervision of a faculty member and approved by the option representative. Projects must include significant design effort and a written Report is required. Open only to upperclass students. Not offered on a pass/fail basis.
Partial Differential Equations
This course offers an introduction to the theory of Partial Differential Equations (PDEs) commonly encountered across mathematics, engineering and science. The goal of the course is to study properties of different classes of linear and nonlinear PDEs (elliptic, parabolic and hyperbolic) and the behavior of their solutions using tools from functional analysis with an emphasis on applications. We will discuss representative models from different areas such as: heat equation, wave equation, advection-reaction-diffusion equation, conservation laws, shocks, predator prey models, Burger's equation, kinetic equations, gradient flows, transport equations, integral equations, Helmholtz and Schrödinger equations and Stoke's flow. In this course you will use analytical tools such as Gauss's theorem, Green's functions, weak solutions, existence and uniqueness theory, Sobolev spaces, well-posedness theory, asymptotic analysis, Fredholm theory, Fourier transforms and spectral theory. More advanced topics include: Perron's method, applications to irrotational flow, elasticity, electrostatics, special solutions, vibrations, Huygens' principle, Eikonal equations, spherical means, retarded potentials, water waves, various approximations, dispersion relations, Maxwell equations, gas dynamics, Riemann problems, single- and double-layer potentials, Navier-Stokes equations, Reynolds number, potential flow, boundary layer theory, subsonic, supersonic and transonic flow. Not offered 2022-23.
Topics in Linear Algebra and Convexity
Topic varies by year. 2022-23: Matrix Analysis. This class develops some foundational results about matrices that have wide application in computational mathematics, statistics, engineering, and related fields. Tools from analysis (real, complex, functional, convex) play a key role. Topics may include multilinear algebra, majorization and doubly stochastic matrices, variational principles for eigenvalues, eigenvalue localization regions, unitarily invariant norms, operator monotonicity and convexity, convexity of matrix functions, matrix means, matrix inequalities, perturbation theory, tensor products and linear matrix equations, Hadamard products, nonnegative matrices, positive and completely positive linear maps, positive-definite functions. Not offered 2022-23.
Topics in Computational Mathematics
This course provides an introduction to Monte Carlo methods with applications in Bayesian computing and rare event sampling. Topics include Markov chain Monte Carlo (MCMC), Gibbs samplers, Langevin samplers, MCMC for infinite-dimensional problems, convergence of MCMC, parallel tempering, umbrella sampling, forward flux sampling, and sequential Monte Carlo. Emphasis is placed both on rigorous mathematical development and on practical coding experience.
Numerical Methods for PDEs
Finite difference and finite volume methods for hyperbolic problems. Stability and error analysis of nonoscillatory numerical schemes: i) linear convection: Lax equivalence theorem, consistency, stability, convergence, truncation error, CFL condition, Fourier stability analysis, von Neumann condition, maximum principle, amplitude and phase errors, group velocity, modified equation analysis, Fourier and eigenvalue stability of systems, spectra and pseudospectra of nonnormal matrices, Kreiss matrix theorem, boundary condition analysis, group velocity and GKS normal mode analysis; ii) conservation laws: weak solutions, entropy conditions, Riemann problems, shocks, contacts, rarefactions, discrete conservation, Lax-Wendroff theorem, Godunov's method, Roe's linearization, TVD schemes, high-resolution schemes, flux and slope limiters, systems and multiple dimensions, characteristic boundary conditions; iii) adjoint equations: sensitivity analysis, boundary conditions, optimal shape design, error analysis. Interface problems, level set methods for multiphase flows, boundary integral methods, fast summation algorithms, stability issues. Spectral methods: Fourier spectral methods on infinite and periodic domains. Chebyshev spectral methods on finite domains. Spectral element methods and h-p refinement. Multiscale finite element methods for elliptic problems with multiscale coefficients. Not offered 2022-23.
Topics in Optimization
Material varies year-to-year. Example topics include discrete optimization, convex and computational algebraic geometry, numerical methods for large-scale optimization, and convex geometry. Not offered 2022-23.
Markov Chains, Discrete Stochastic Processes and Applications
Stable laws, Markov chains, classification of states, ergodicity, von Neumann ergodic theorem, mixing rate, stationary/equilibrium distributions and convergence of Markov chains, Markov chain Monte Carlo and its applications to scientific computing, Metropolis Hastings algorithm, coupling from the past, martingale theory and discrete time martingales, rare events, law of large deviations, Chernoff bounds.
Advanced Topics in Probability
The topic of this course changes from year to year and is expected to cover areas such as stochastic differential equations, stochastic control, high-dimensional probability, concentration inequalities, empirical process theory, and random matrix theory.
The theory of quantum information and quantum computation. Overview of classical information theory, compression of quantum information, transmission of quantum information through noisy channels, quantum error-correcting codes, quantum cryptography and teleportation. Overview of classical complexity theory, quantum complexity, efficient quantum algorithms, fault-tolerant quantum computation, physical implementations of quantum computation.
Robust Control Theory
Synthesis of robust control systems. Co-design of sparse and limited (delayed, localized, quantized, saturating, noisy) sensing, communications, computing, and actuation using System Level Synthesis (SLS). Layering, localization, and distributed control. Interplay between automation, optimization, control, modeling and system identification, and machine learning. Computational scalability exploiting sparsity and structure. Start with linear input/output models (multi-state difference and differential equations). Stability, input/output norms. Uncertainty, including noise, disturbances, parametric uncertainty, unmodeled dynamics, and structured uncertainty (LTI/LTV). Tradeoffs, robustness versus efficiency, conservation laws and hard limits in time and frequency domain. Nonlinear dynamics and sum of squares, global stability, regions of attraction. Motivation throughout from case studies in tech, neuro, bio, and socioeconomic networks, as introduced in CDS 141, but not a prerequisite.
Computational Fluid Dynamics
Development and analysis of algorithms used in the solution of fluid mechanics problems. Numerical analysis of discretization schemes for partial differential equations including interpolation, integration, spatial discretization, systems of ordinary differential equations; stability, accuracy, aliasing, Gibbs and Runge phenomena, numerical dissipation and dispersion; boundary conditions. Survey of finite difference, finite element, finite volume and spectral approximations for the numerical solution of the incompressible and compressible Euler and Navier-Stokes equations, including shock-capturing methods.
This course studies nonlinear dynamical systems beginning from first principles. Topics include: existence and uniqueness properties of solutions to nonlinear ODEs, stability of nonlinear systems from the perspective of Lyapunov, and behavior unique to nonlinear systems; for example: stability of periodic orbits, Poincaré maps and stability/invariance of sets. The dynamics of robotic systems will be used as a motivating example.
This course studies nonlinear control systems from Lyapunov perspective. Beginning with feedback linearization and the stabilization of feedback linearizable system, these concepts are related to control Lyapunov functions, and corresponding stabilization results in the context of optimization based controllers. Advanced topics that build upon these core results will be discussed including: stability of periodic orbits, controller synthesis through virtual constraints, safety-critical controllers, and the role of physical constraints and actuator limits. The control of robotic systems will be used as a motivating example.
Advanced Robotics: Planning
Advanced topics in robotic motion planning and navigation, including inertial navigation, simultaneous localization and mapping, Markov Decision Processes, Stochastic Receding Horizon Control, Risk-Aware planning, robotic coverage planning, and multi-robot coordination. Course work will consist of homework, programming projects, and labs. Given in alternate years.
Advanced Robotics: Kinematics
Advanced topics in robot kinematics and robotic mechanisms. Topics include a Lie Algebraic viewpoint on kinematics and robot dynamics, a review of robotic mechanisms, and a detailed development of robotic grasping and manipulation. Given in alternate years. Not offered 2022-23.
Hybrid Systems: Dynamics and Control
This class studies hybrid dynamical systems: systems that display both discrete and continuous dynamics. This includes topics on dynamic properties unique to hybrid system: stability types, hybrid periodic orbits, Zeno equilibria and behavior. Additionally, the nonlinear control of these systems will be considered in the context of feedback linearization and control Lyapunov functions. Applications to mechanical systems undergoing impacts will be considered, with a special emphasis on bipedal robotic walking. Not offered 2022-23.
Specification and design of control systems that operate in the presence of uncertainties and unforeseen events. Robust and optimal linear control methods, including LQR, LQG and LTR control. Design and analysis of model reference adaptive control (MRAC) for nonlinear uncertain dynamical systems with extensions to output feedback. Given in alternate years.
Mathematical treatment of system identification methods for dynamical systems, with applications. Nonlinear dynamics and models for parameter identification. Gradient and least-squares estimators and variants. System identification with adaptive predictors and state observers. Parameter estimation in the presence of non-parametric uncertainties. Introduction to adaptive control. Not offered 2022-23.
Mathematical treatment of data-driven machine learning methods for controlling robotic and dynamical systems with various uncertainties. Gradient and least-squares estimators and variants for dynamical systems for system identification and residual learning. Adaptive control methods for online adaptation and combination with deep learning. Learning-based control certificates such as neural Lyapunov functions and neural contraction metrics.
Topics in Learning and Games
This course is an advanced topics course intended for graduate students with a background in optimization, linear systems theory, probability and statistics, and an interest in learning, game theory, and decision making more broadly. We will cover the basics of game theory including equilibrium notions and efficiency, learning algorithms for equilibrium seeking, and discuss connections to optimization, machine learning, and decision theory. While there will be some initial overview of game theory, the focus of the course will be on modern topics in learning as applied to games in both cooperative and non-cooperative settings. We will also discuss games of partial information and stochastic games as well as hierarchical decision-making problems (e.g., incentive and information design).
Closed Loop Flow Control
This course seeks to introduce students to recent developments in theoretical and practical aspects of applying control to flow phenomena and fluid systems. Lecture topics in the second term drawn from: the objectives of flow control; a review of relevant concepts from classical and modern control theory; high-fidelity and reduced-order modeling; principles and design of actuators and sensors. Third term: laboratory work in open- and closed-loop control of boundary layers, turbulence, aerodynamic forces, bluff body drag, combustion oscillations and flow-acoustic oscillations. Not offered 2022-23.
Special Topics in Applied Mathematics
Measure transport is a rich mathematical topic at the intersection of analysis, probability and optimization. The core idea behind this theory is to rearrange the mass of a reference measure to match a target measure. In particular, optimal transport seeks a rearrangement that transports mass with minimal cost. The theory of optimal transport dates back to Monge in 1781, with significant advancements by Kantorovich in 1942 and later in the '90s, e.g. by Brenier. In recent years, measure transport has become an indispensable tool for representing probability distributions and for defining measures of similarity between distributions. These methods enjoy applications in image retrieval, signal and image representation, inverse problems, cancer detection, texture and color modelling, shape and image registration, and machine learning, to name a few. This class will introduce the foundations of measure transport, present its connections and applications in various fields, and lastly explore modern computational methods for finding discrete and continuous transport maps, e.g. Sinkhorn's algorithm and normalizing flows.
Special Topics in Financial Mathematics
A basic knowledge of probability and statistics as well as transform methods for solving PDEs is assumed. This course develops some of the techniques of stochastic calculus and applies them to the theory of financial asset modeling. The mathematical concepts/tools developed will include introductions to random walks, Brownian motion, quadratic variation, and Ito-calculus. Connections to PDEs will be made by Feynman-Kac theorems. Concepts of risk-neutral pricing and martingale representation are introduced in the pricing of options. Topics covered will be selected from standard options, exotic options, American derivative securities, term-structure models, and jump processes. Not offered 2022-23.
Advanced Topics in Applied and Computational Mathematics
Advanced topics in applied and computational mathematics that will vary according to student and instructor interest. May be repeated for credit.
Advanced Topics in Systems and Control
Topics dependent on class interests and instructor. May be repeated for credit.
Advanced Topics in Computing and Mathematical Sciences
Advanced topics that will vary according to student and instructor interest. May be repeated for credit. Not offered 2022-23.
Topics in Computer Graphics
Each term will focus on some topic in computer graphics, such as geometric modeling, rendering, animation, human-computer interaction, or mathematical foundations. The topics will vary from year to year. May be repeated for credit with instructor's permission. Not offered 2022-23.
Research in Computer Science
Approval of student's research adviser and option adviser must be obtained before registering.
Reading in Computer Science
Instructor's permission required.
Seminar in Computer Science
Instructor's permission required.
Center for the Mathematics of Information Seminar
Instructor's permission required.
Computing and Mathematical Sciences Colloquium
This course is a research seminar course covering topics at the intersection of mathematics, computation, and their applications. Students are asked to attend one seminar per week (from any seminar series on campus) on topics related to computing and mathematical sciences. This course is a requirement for first-year PhD students in the CMS department.
Research in Applied and Computational Mathematics
Research in Control and Dynamical Systems
Research in the field of control and dynamical systems. By arrangement with members of the staff, properly qualified graduate students are directed in research.
Research in Computing and Mathematical Sciences
Research in the field of computing and mathematical science. By arrangement with members of the staff, properly qualified graduate students are directed in research.
The online version of the Caltech Catalog is provided as a convenience; however, the printed version is the only authoritative source of information about course offerings, option requirements, graduation requirements, and other important topics.