sp16

Spring 2016

Archived: 

Probability II

Develops the probability basis requisite in modern statistical theories and stochastic processes. (2nd of two courses)

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.

Real Analysis II

This course is a continuation of MATH 6337. It covers L^p and Hilbert spaces, and an introduction to operator theory and functional analysis.

 

This course is equivalent to MATH 6580. Students should not be able to obtain credit for both MATH 6580 and MATH 6338.

Real Analysis I

Lebesgue measure and integration, differentiation, abstract measure theory.

 

This course is equivalent to MATH 6579. Students should not be able to obtain credit for both MATH 6579 and MATH 6337.

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 Ordinary Differential Equations

Analysis and implementation of numerical methods for initial and two point boundary value problems for ordinary differential equations.

Advanced Numerical Methods for Partial Differential Equations

Analysis and implementation of numerical methods for nonlinear partial differential equations including elliptic, hyperbolic, and/or parabolic problems.

Numerical Methods in Finance

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

Differential Geometry I

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

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