Introduction to the numerical solution of the classic problems of linear algebra including linear systems, least squares, SVD, eigenvalue problems. Crosslisted with CSE 6643.
Discrete time Markov chains, Poisson processes and renewal processes. Transient and limiting behavior. Average cost and utility measures of systems. Algorithm for computing performance measures. Modeling of inventories, and flows in manufacturing and computer networks. (Also listed as ISyE 6761)
Mathematical modeling of financial markets, derivative securities pricing, and portfolio optimization. Concepts from probability and mathematics are introduced as needed. Crosslisted with ISYE 6759.
Introduction to the implementation and analysis of numerical algorithms for the numerical solution of the classic partial differential equations of science and engineering.
Applied mathematics techniques to solve real-world problems. Topics include mathematical modeling, asymptotic analysis, differential equations and scientific computation. Prepares the student for MATH 6515. (1st of two courses)
Geometry, convergence, and structure of linear operators in infinite dimensional spaces. Applications to science and engineering, including integral equations and ordinary and partial differential equations.
The three course series MATH 6579, 6580, and 6221 is designed to provide a high level mathematical background for engineers and scientists.
This course is equivalent to MATH 6338. Students should not be able to obtain credit for both MATH 6580 and MATH 6338.
Mathematical methods for solving problems in the life sciences. Models-based course on basic facts from the theory of ordinary differential equations and numerical methods of their solution. Introduction to the control theory, diffusion theory, maximization, minimization and curve fitting.
This is the second of a two-semester sequence that develops basic probability concepts and models for working with financial markets and derivative securities. Continuous-time parameter stochastic processes are emphasized in this course. Mathematical concepts are introduced as needed.
