How would you rate the relevance of those courses to FE field

[Hui Huang]

I'd like to select several math courses this spring semester to prepare myself well for the application of the MFE program. Here are some candidates:


1. ODE: It would cover first order equations, second and nth order linear equations, series solutions, solution by Laplace transform, systems of linear equations. The thing is that I have learnt ODE during my one year study of calculus. Is it necessary to take a course specifically for ODE?

2. Intro to Survival analysis: It would cover the modern statistical methods for analyzing time-to-event data, such as Cox Regression, Kaplan-Meier estimator and so on. This course will not focus on financial data.

3. Non-parametric Statistics: order statistics, Wilcoxon test, Kendall test for independence, KS test, nonparametric regression and so on

4. Advanced Statistical Inference: frequentist estimation and testing, fiducial, Bayes, minimax, high-dimensional testing and estimation

5. Applied Computational Method II: numerical methods for ODEs and PDEs based on finite difference techniques with brief surveys of finite element and spectral methods. The only concern is that I haven't selected any PDE course before.

My rank of these five courses would be: 2 > 5>1>3>4. What do you guys think ?

Any comment would be helpful.

Thanks

 

[bigbadwolf]

1. ODE: It would cover first order equations, second and nth order linear equations, series solutions, solution by Laplace transform, systems of linear equations. The thing is that I have learnt ODE during my one year study of calculus. Is it necessary to take a course specifically for ODE?

A 2-semester or 3-semester calculus sequence in the US may involve some exposure to rudimentary aspects of ODEs but doesn't cover most of the material above. Did you cover all the material above in your calculus course? This material is foundational to studying differential equations further (both ordinary and partial).

 

[Hui Huang]

I don't think that the calculus course covered most of the materials as you pointed out. Basically it provided an intro to ODE and several classical methods to solve the ODE.

I will bear this in mind and thanks for your comment.

A 2-semester or 3-semester calculus sequence in the US may involves some exposure to rudimentary aspects of ODEs but doesn't cover most of the material above. Did you cover all the material above in your calculus course? This material is foundational to studying differential equations further (both ordinary and partial).