Mathematics has profoundly changed our world, from the way we communicate with each other and listen to music, to banking and computers. This course is designed for those without college mathematics who want to understand the mathematical concepts behind important modern applications. The course consists of individual modules, each focusing on a particular application (e.g. compression, animation and using statistics to explain, or hide, facts). The emphasis is on ideas, not on sophisticated mathematical techniques, but there will be substantial problem-set requirements. Students will learn by doing simple examples.

This course will introduce the basic theory, models and techniques for ordinary and partial differential equations. Emphasis will be placed on the connection with other disciplines of science and engineering. We will try to strike a balance between the theoretical (e.g. existence and uniqueness issues, qualitative properties) and the more practical issues such as analytical and numerical approximations.

A broad introduction to numerical algorithms used in scientific computing. The course begins with a review of the basic principles of numerical analysis, including sources of error, stability, and convergence. The theory and implementation of techniques for linear and nonlinear systems of equations and ordinary and partial differential equations are covered in detail. Examples of the application of these methods to problems in engineering and the sciences permeate the course material. Issues related to the implementation of efficient algorithms on modern high-performance computing systems are discussed.

Topics in complex analysis and functional analysis, with emphasis on applications in physics and engineering. Topics include power series, singularities, contour integration, Cauchy's theorems, and Fourier series; an introduction to measure theory and the Lebesgue integral; Hilbert spaces, linear operators, and adjoints; the spectral theorem, and its application to Sturm-Liouville problems.

Introduction to numerical methods with emphasis on algorithms, applications and numerical analysis. Topics covered include solution of nonlinear equations; numerical differentiation, integration, and interpolation; direct and iterative methods for solving linear systems; computation of eigenvectors and eigenvalues; and approximation theory. Lectures include mathematical proofs where they provide insight and are supplemented with numerical demos using MATLAB.

This course focuses on computational methods in cryo-EM, including three-dimensional ab-initio modelling, structure refinement, resolving structural variability of heterogeneous populations, particle picking, model validation, and resolution determination. Special emphasis is given to methods that play a significant role in many other data science applications. These comprise of key elements of statistical inference, image processing, optimization, and dimensionality reduction. The software packages RELION and ASPIRE are routinely used for class demonstration on both simulated and publicly available experimental datasets.

Composites, porous media, foams, colloids, geological media, and biological media are all examples of heterogeneous materials. The relationship between the macroscopic (transport, mechanical, electromagnetic, and chemical) properties and material microstructure is formulated. Topics include statistical characterization of the microstructure; percolation theory; fractals; sphere packings; Monte Carlo techniques; image analysis; homogenization theory; cluster and perturbation expansions; variational bounding techniques; topology optimization methods; and cross-property relations. Biological and cosmological applications are discussed.

An introduction to nonasymptotic methods for the study of random structures in high dimension that arise in probability, statistics, computer science, and mathematics. Emphasis is on developing a common set of tools that has proved to be useful in different areas. Topics may include: concentration of measure; functional, transportation cost, martingale inequalities; isoperimetry; Markov semigroups, mixing times, random fields; hypercontractivity; thresholds and influences; Stein's method; suprema of random processes; Gaussian and Rademacher inequalities; generic chaining; entropy and combinatorial dimensions; selected applications.