Introduction

The third year specialization « Applied mathematics and risk engineering » is devoted to mathematical modeling and numerical simulation of problems arising in engineering.Students study a wide range of stochastic and deterministic methods concerning ordinary and partial differential equa-tions, optimization problems, discrete and time-continuous stochastic processes, statistics., together with the associated numerical methods.Opportunity is given to the best students to complete their formation with a master degree in one of the three following fields : applied mathematics, fInance / insurance, biomathematics / biostatistics.

Program

MIR 3.4 - Project

2 modules to choose among:

  • MIR 3.1 - When Convexity meets Sparsity
  • MIR 3.2 - Bayesian statistical methods for complex numerical models
  • MIR 3.3 - Deterministic mathematical models for the environment

Requirements

The MOD Course "Statistiques appliquées aux sciences de l’ingénieur" is madatory.

At least one of MOD among MOD "Equations différentielles stochastiques et méthodes numériques probabilites", MOD "Modélisation et analyse des EDP" and MOD "Méthodes numériques pour les EDP" is advised.

2 MOS Courses among "Decision support algorithms", "Time series econometrics" and "Physical problems in unbounded media : mathematical analysis and numerics"

Career opportunities

Job opportunities are given mostly by R&D in industrial firms, risk management in finance or insurance, data science, pharmaceutical industry, academic research

Code

25_I_G_S09_FO_MIR

Managers

  • Matthieu BONNIVARD

Credits

ECTS