Georgia Institute of Technology College of Sciences

This sequence develops the qualitative theory for systems of differential equations. Topics include stability, Lyapunov functions, Floquet theory, attractors, invariant manifolds, bifurcation theory, and normal forms. (2nd of two courses)

Basic theories of statistical estimation, including optimal estimation in finite samples and asymptotically optimal estimation. A careful mathematical treatment of the primary techniques of estimation utilized by statisticians.

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

Graduate level linear and abstract algebra including rings, fields, modules, some algebraic number theory and Galois theory. (2nd of two courses)

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)

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

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

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

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.

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