The fundamental group, covering spaces, core topics in homology and cohomology theory including CW complexes, universal coefficients, and Poincare duality.
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)
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.
Analysis and implementation of numerical methods for nonlinear partial differential equations including elliptic, hyperbolic, and/or parabolic problems.