sp25

Archived: 

Combinatorics

Fundamental combinatorial structures including hypergraphs, transversal sets, colorings, Sperner families, intersecting families, packings and coverings, perfect graphs, and Ramsey theory. Algebraic and topological methods, applications.

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.

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 Dynamical Systems

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

Differential Geometry I

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

Numerical Approximation Theory

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

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.

Numerical Linear Algebra

Introduction to the numerical solution of the classic problems of linear algebra including linear systems, least squares, SVD, eigenvalue problems. Crosslisted with CSE 6643.

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