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.