Fall 2017


Stochastic Processes I

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)

Stochastic Processes in Finance I

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 Numerical Methods for Partial Differential Equations

Introduction to the implementation and analysis of numerical algorithms for the numerical solution of the classic partial differential equations of science and engineering.

Industrial Mathematics I

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)

Differential Topology

The differential topology of smooth manifolds.

Algebraic Geometry I

The study of zero sets of polynomials: algebraic varieties, regular and rational map, and the Zariski topology.

Partial Differential Equations I

Introduction to the mathematical theory of partial differential equations covering the basic linear models of science and exact solution techniques.

Ordinary Differential Equations I

This sequence develops the qualitative theory for systems of ordinary differential equations. Topics include stability, Lyapunov functions, Floquet theory, attractors, invariant manifolds, bifurcation theory, normal forms. (1st of two courses)

Testing Statistical Hypotheses

Basic theories of testing statistical hypotheses, including a thorough treatment of testing in exponential class families. A careful mathematical treatment of the primary techniques of hypothesis testing utilized by statisticians.

Algebra I

Graduate level linear and abstract algebra including groups, rings, modules, and fields. (1st of two courses)


Subscribe to RSS - fa17