Spring 2017


Stochastic Processes II

Continuous time Markov chains. Uniformization, transient and limiting behavior. Brownian motion and martingales. Optional sampling and convergence. Modeling of inventories, finance, flows in manufacturing and computer networks. (Also listed as ISyE 6762)

Math Methods of Applied Sciences II

Review of vector calculus and and its application to partial differential equations.

Numerical Methods for Dynamical Systems

Approximation of the dynamical structure of a differential equation and preservation of dynamical structure under discretization.

Numerical Approximation Theory

Theoretical and computational aspects of polynomial, rational, trigonometric, spline and wavelet approximation.

Iterative Methods for Systems of Equations

Iterative methods for linear and nonlinear systems of equations including Jacobi, G-S, SOR, CG, multigrid, fixed point methods, Newton quasi-Newton, updating, gradient methods. Crosslisted with CSE 6644.

Numerical Methods in Finance

This course contains the basic numerical and simulation techniques for the pricing of derivative securities.

Industrial Mathematics II

Applications of mathematical techniques from MATH 6514 to solve real-world problems. Group projects to solve industrial problems in topics chosen by the instructor. (2nd of two courses)

Differential Geometry I

Core topics in differential and Riemannian geometry including Lie groups, curvature, relations with topology.

Algebraic Topology I

Core topics in homology and cohomology theory including CW complexes, universal coefficients, and Poincare duality. Higher homotopy groups.

Partial Differential Equations II

This course covers the general mathematical theory of linear stationary and evolution problems plus selected topics chosen on the instructor's interests.


Subscribe to RSS - sp17