sp22

Archived: 

Stochastic Processes and Stochastic Calculus II

An introduction to the Ito stochastic calculus and stochastic differential equations through a development of continuous-time martingales and Markov processes. (2nd of two courses in sequence)

Probabilistic Methods in Combinatorics

Applications of probabilistic techniques in discrete mathematics, including classical ideas using expectation and variance as well as modern tools, such as martingale and correlation inequalities.

Advanced Graph Theory

Selection of topics vary with each offering.

Fixed Income Securities

Description, institutional features, and mathematical modeling of fixed income securities. Use of both deterministic and stochastic models. Crosslisted with ISYE 6769.

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

Topics include L^p, Banach and Hilbert spaces, basic functional analysis.

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.

Pages

Subscribe to RSS - sp22