Graduate Courses
601. Methods of Applied
Mathematics I.
Methods of linear algebra, vector analysis and
complex variables. Prerequisite: MATH 308 or equivalent.
602. Methods and
Applications of Partial Differential Equations.
Classification of linear
partial differential equations of the second order. Fourier
series, orthogonal functions, applications to partial
differential equations; special functions, Sturm-Liouville
theory, application to boundary value problems' introduction to
Green's functions, finite Fourier transforms. Prerequisites: MATH
601 or MATH 308 and 407.
603. Methods of
Applied Mathematics II.
Tensor algebra and analysis; partial differential equations
and boundary value problems; Laplace and Fourier transform methods for
partial differential equations. Prerequisites: MATH 601 or 311.
604.Mathematical Foundations of Continuum
Mechanics.
Mathematical description of continuum
mechanics principles, including: tensor analysis, generalized
description of kinematics and motion, conservation laws for mass
and momentum; invariance and symmetry principles; application to
generalized formulation of constitutive expressions for various
fluids and solids. Prerequisites: MATH 410 and MATH 451 or
equivalent. Cross-listed with MEMA 604
605.Mathematical Fluid Dynamics.
Derivation of basic equations of
motion; Navier-Stokes equations; potential equations; some exact
solutions in two and three dimensions; equations of boundary
layer theory; vorticity-stream function formulation and vortex
dynamics; introduction to hydrodynamic stability; introduction to
equations of turbulence. Prerequisites: MATH 601 or
equivalent.
606. Theory of Probability I.
Measure and integration, convergence concepts,
random variables, independence and conditional expectation, laws
of large numbers, central limit theorems, applications.
Prerequisites: MATH 411 and 447 or approval of instructor.
607. Real Variables I.
Lebesgue measure and integration theory, differentiation,
Lp-spaces, abstract integration, signed measures; Radon-Nikodym
theorem, Riesz representation theorem, integration on product
spaces. Prerequisite: MATH 447 or equivalent.
608. Real Variables II.
Banach spaces, theorems of Hahn-Banach and Banach-Steinhaus,
the closed graph and open mapping theorems, Hilbert spaces,
topological vector spaces and weak topologies. Prerequisite: MATH
607.
609. Numerical Analysis.
Interpolation, numerical evaluation of definite integrals and
solution of ordinary differential equations; stability and
convergence of methods and error estimates. Prerequisite:
Knowledge of computer programming (C or FORTRAN.)
610. Numerical Methods in Partial
Differential Equations.
Introduction to finite
difference and finite element methods for solving partial
differential equations; stability and convergence of methods and
error bounds. Prerequisite: MATH 417 or 609 or their
equivalent.
611. Introduction to Ordinary and
Partial Differential Equations.
Basic theory of ordinary differential equations;
existence and uniqueness, dependence on parameters, phase portraits, vector
fields. Partial differential equations of first order, method of
characteristics. Basic linear partial differential equations:
Laplace equation, heat (diffusion)
equation, wave equation and transport equation. Solution techniques and
qualitative properties. Prerequisite: MATH 410 or equivalent or
approval
of instructor.
612. Partial Differential Equations.
Theory of linear partial differential equations. Sobolev
spaces. Elliptic equations (including boundary value problems and
spectral theory). Linear evolution equations of parabolic and hyperbolic types
(including initial and boundary value problems). As time permits, additional
topics might be included. Prerequisite: MATH 611 and MATH 607 or MATH 641 or
approval of instructor.
613. Graph Theory.
One or more broad areas of graph theory or network theory, such as
planarity, connectivity, Hamiltonian graphs, colorings of graphs,
automorphisms of graphs, or network theory. Prerequisite: MATH
431 or equivalent, or approval of instructor.
614. Dynamical Systems and Chaos.
Discrete maps; continuous flows; dynamical
systems; Poincare maps; symbolic dynamics; chaos, strange
attractors; fractals; computer simulation of dynamical systems.
Prerequisites: MATH 308 and MATH 601 or equivalent.
615. Introduction to Classical Analysis.
Set-theorectic preliminaries; Cantor-Schroder-Bernstein
Theorem; review of sequences; limit inferior and limit
superior; infinite products; metric spaces; convergence of functions;
Dini's Theorem, Weierstrass Approximation Theorem;
Monotone functions; bounded variation; Helly's Selection Theorem;
Riemann-Stieltjes integration; Fourier series; Fejer's
Theorem; Parseval's Identify; Bernstein's Theorem on absolutely
convergent Fourier series. Prerequisite: MATH 409 or
equivalent.
617. Theory of Functions of a Complex
Variable I.
Holomorphic functions, complex
integral theorems, Runge's theorem, residue theorem, Laurent
series, conformal mapping, harmonic functions. Prerequisite: MATH
410.
618. Theory of Functions of a Complex
Variable II.
Infinite products, Weierstrass
factorization theorem, Mittag-Leffler's theorem, normal families,
Riemann mapping theorem, analytic continuation, Picard's theorems
and selected topics. Prerequisite: MATH 617.
619. Applied Probability.
Measure Theory; Lebesgue integration; random variables;
expectation; condition expectation martingales and random walks;
designed for beginning graduate students in mathematics,
statistics, the sciences and engineering and students in
economics and finance with strong mathematical background.
Prerequisites: MATH 409 and 411.
620. Algebraic Geometry I.
Affine and projective varieties; sheaves; cohomology; Riemann-Roch
Theorem for curves. Prerequisites: Math 653 or approval of instructor.
622. Differential Geometry I.
Surfaces in 3-D space and generalizations to submanifolds
of Euclidean space; smooth manifolds and mappings; tensors;
differential forms; Lie groups and algebras; Stokes' theorem;
deRham cohomology; Frobenius theorem; Riemannina manifolds.
Prerequisites: MATH 304 or equivalent; approval of instructor.
623. Differential Geometry II.
Curvature of Riemannian manifolds; vector bundles; connections;
Maurer-Cartan Form; Laplacian; geodesics; Chern-Gauss-Bonnet
theorem; additional topics to be selected by the instructor.
Prerequisites: MATH 622 or equivalent; approval of instructor.
625. Applied Stochastic
Differential Equations.
Stochastic integration, Ito Calculus
and applications of stochastic differential equations to finance
and engineering. Prerequisites: MATH 619 or approval of
instructor.
626. Analytic Number Theory.
Analytic properties of the Riemann zeta function and Dirichlet L-functions;
Dirichlet characters; prime number theorem; distribution of primes in arithmetic
progressions; Siegel's theorem; the large sieve inequalities; Bombieri-Vinogradov
theorem. Prerequisites: Math 617.
627. Theory of Numbers.
Quadratic residues; the Legendre, Jacobi and Kroneckor symbols;
quadratic reciprocity; residue characters; character sums; sums
of squares; diophantine equations. Prerequisite: Approval of
instructor.
628. Mathematics of Finance.
The pricing of financial derivatives in different market models;
discrete moedls Arrow-Debreu, Binomial model, Hedging; Stochastic
calculus; Brownian Motion, stochastic integrals, Ito formula;
continuous model, Black-Scholes formula for pricing European and
American option; equivalent Martingale Measures, pricing or
exotic options. Prerequisite: MATH 606 or 625 or approval of
instructor.
629. History of Mathematics.
Major events in the evolution of mathematical thought from
ancient times to the present, the development of various
important branches of mathematics, including numeration,
geometry, algebra, analysis, number theory, probability, and
applied mathematics. Prerequisite: MATH 304 of equivalent.
630. Combinatorics.
This is an introduction at the graduate level to the fundamental ideas and
results of combinatorics, including enumerative techniques, sieve
methods, partially ordered sets and generating functions. Prerequisite:
undergraduate discrete math course or permission of instructor.
636. Topology I.
Set theory, topological spaces, generalized convergence, compactness,
metrization, connectedness, uniform spaces, function spaces.
Prerequisite: Approval of instructor.
637. Topology II.
Continuation of MATH 636. Prerequisite: MATH 636 or approval of
instructor.
638. Hyperbolic Conservation Laws.
Introduction to basic theory and numerical methods for first order nonlinear partial
differential equations; basic existence-uniqueness theory for scalar conservation
laws; special equations and systems of interest in various applications and Riemann problem
solutions for such systems; design of numerical methods for general hyperbolic systems;
stability and convergence properties of numerical methods. Prerequisites: Math 612 or
Math 610 or approval of instructor.
639. Iterative Techniques.
Numerical methods for solving linear and nonlinear equations and
systems of equations; eigenvalue problems. Prerequisites:
Elementary linear algebra and knowledge of computer programming
(C or FORTRAN).
640. Linear Algebra for Applications.
Review of linear algebra; spectral
theory in inner product spaces; decomposition theorems; duality
theory and multilinear algebra; tensor products; applications.
May be taken concurrently with MATH 641. Prerequisites: MATH 304
or equivalent.
641. Analysis for Applications I.
Review of preliminary concepts; sequence and
function spaces; normed linear spaces, inner product spaces;
spectral theory for compact operators; fixed point theorems;
applications to integral equations and the calculus of variations.
Prerequisites: MATH 447, 640, or approval of instructor.
642. Analysis for Applications II.
Distributions and differential operators;
transform theory; spectral theory for unbounded self-adjoint
operators; applications to partial differential equations;
asymptotics and perturbation theory. Prerequisite: MATH 641.
643. Algebraic Topology I.
Fundamental ideas of algebraic topology, homotopy and
fundamental group, covering spaces, polyhedra. Prerequisite: Approval
of instructor.
644. Algebraic Topoplogy II.
Homology and cohomology theory. Prerequisite: MATH 643.
645. A Survey of Mathematical Problems I.
A survey of problems in various branches of
mathematics, such as logic, probability, graph theory, number
theory, algebra, and geometry. Prerequisites: MATH 409, 415 and
423; or approval of instructor.
646. A Survey of Mathematical Problems II.
A survey of problems in various branches of
mathematics such as algebra, geometry, differential equations,
real analysis, complex analysis, calculus of variations.
Prerequisite: MATH 645 or approval of instructor.
647. Mathematical Modelling.
The process and techniques of mathematical modelling; covers a
variety of applications areas and models such as ordinary and
partical differential equations, stochastic models, discrete
models and problems involving optimization. Prerequisite: MATH
442 or approval of instructor.
648. Computational Algebraic Geometry.
Broad introduction to algorithmic algebraic geometry,
including numerical and complexity theorectic aspects. Theory behind
the most effective modern
algorithms for polynomial system solving and the best current
quantitative/
geometric estimates on algebraic sets over various rings is derived.
Prerequisite:
MATH 653 or approval of instructor.
650. Several Complex Variables.
Introduction to function theory in
several complex variables with an emphasis on the analytic and
partial differential equations aspects of the subject.
Prerequisites: MATH 608, 618 or equivalents.
651. Optimization I.
Fundamentals of mathematical analysis underlying theory of
constrained optimizations for a finite number of variables,
necessary and sufficient conditions for constrained extrema of
equality constraint problems, sufficient conditions for
fulfillment of constraint qualification, computational methods
for concave programming problems and applications. Prerequisite:
MATH 410 or approval of instructor.
652. Optimization II.
Necessary conditions of calculus of variations, elementary theory
of games, formulation of basic control problem, Hestenes' necessar
conditions for optimal control, transformations, methods of
computation and applications. Prerequisite: MATH 651.
653. Algebra I.
Survey or groups, rings, ideals. Prerequisite: MATH 415 or approval of
instructor.
654. Algebra II.
Survey of modules, field extensions, Galois theory. Prerequisite: MATH 653
or approval of instructor.
655. Functional Analysis I.
Normed linear spaces, duality theory, reflexivity, operator
theory, Banach algebras, spectral theory, representation theory.
Prerequisite: MATH 608.
656. Functional Analysis II.
Topological linear spaces, locally convex spaces, duality in
locally convex spaces, ordered topological vector spaces,
distribution theory, applications to analysis. Prerequisite: MATH
655.
657. Spline Analysis and Applications.
Review of fundamental concepts of
approximation, polynomials and other tools; basic univariate
spline theory including bases, computational algorithms and
approximation power; Bezier curves; applications to
interpolation, discrete approximation, data fitting;
computer-aided geometric design (CAGD), nonlinear rational
B-splines (NURBS). Prerequisite: MATH 304 or equivalent.
658. Applied Harmonic Analysis.
Fourier series and Fourier Transform;
discrete (fast) Fourier transform; discrete cosine transform;
local cosine transform; Radon transform; filters; harmonic
analysis on the sphere; radial, periodic, and spherical basis
functions; applications. Prerequisite: MATH 304, 308 or
equivalent.
660. Computational Linear Algebra.
Techniques in matrix computation;
elimination methods, matrix decomposition, generalized inverses,
orthogonalization and least-squares, eigenvalue problems and
singular value decomposition, iterative methods and error
analysis. Prerequisites: MATH 417 or equivalent or CPSC 442 or
equivalent. Cross-listed with CPSC 660.
661. Mathematical Theory of Finite Element
Methods.
Will develop basic mathematical theory
of finite element method; construction of finite element spaces
and piece-wise polynomial approximation; Ritz-Galerkin methods
and variational crimes; energy and maximum norm estimates; mixed
finite element method; applications to diffusion-reaction
problems. Prerequisite: Approval of Instructor.
662. Seminar in Algebra.
Problems, methods and recent developments in algebra. This course
may be taken five times for credit as content varies.
Prerequisite: Approval of Instructor.
663. Seminar in Analysis.
Problems, methods and recent developments in analysis. This
course may be taken five times for credit as content varies.
Prerequisite: Approval of Instructor.
664. Seminar in Applied
Mathematics.
Problems, methods and recent
developments in applied mathematics. This course may be taken
five times for credit as content varies. Prerequisite: Approval
of Instructor.
666. Seminar in Geometry.
Problems, methods and recent developments in geometry. This
course may be taken five times for credit as content varies.
Prerequisite: Approval of Instructor.
667. Foundations and Methods of
Approximation.
Existence, uniqueness and
characterization of best approximations; polynomial and rational
approximants; Bernstein polynomials; Bernstein and Markov
inequalities; ridge functions; approximation from shift-invariant
subspaces; orthogonal polynomials; neural networks, radial basis
functions, scattered-data surface fitting; subdivision analysis.
Prerequisites: MATH 407 and 409.
668. Wavelet Analysis.
Time-frequency analysis, integral wavelet transform,
multiresolutional analysis, dyadic wavelets and inversions,
frames, classification of wavelets, dual basis and a duality
principle, wavelet decompositions and reconstructions, spline
wavelets, zero-crossings of spline-wavelets, wavelet packets,
multivariate wavelets. Prerequisites: MATH 304, MATH 409, MATH
417 or equivalents.
669. Seminar in Mathematical Biology.
Problems, methods and recent developments in Mathematical
Biology. Prerequisite:
Approval of Instructor.
670. Applied Mathematics I.
Mathematical tools of applied mathematics; Fredholm alternative;
integral operators; Green's functions; unbounded operators; Stone's
theorem; distributions; convolutions; Fourier transforms; applications.
Prerequisites: MATH 642 or equivalent.
671. Applied Mathematics II.
This course is in the process of being redesigned.
672. Hydrodynamic Stability.
Instability mechanisms; instability of interfacial and free
surface flows; thermal instability, centrifugal instability ,
instability of inviscid and viscous parallel shear flows;
fundamental concepts and applications of nonlinear instability;
the onset of turbulence; various transitions to turbulence.
Prerequisite: MATH 605 or equivalent, MATH 601 or equivalent.
673. Information, Secrecy, and
Authentication I.
Preliminaries; probability,
information, entropy, signals, channels; group-theoretic view of
messages; contemporary secrecy and digital signature systems;
one-time pads, DES, RSA, DSS, wheels, LFSR-based systems; analog
scramblers; key exchange, key management, secret sharing, access
structures; measures of security. Prerequisites: Graduate
classification and approval of instructor. Cross-listed with CPSC
673.
674. Information, Secrecy, and
Authentication II.
Classical and recent attacks;
login, compression, error control and genetic codes; finite and
infinite codes; matrices, graphs, duals, groups, morphisms,
composites, products, rates and classification of codes; the
confusion/diffusion/arithmetic/calculus extension of Shannon's
two design primitives. Prerequisites: Graduate Classification and
MATH 673 or approval of instructor. Cross-listed with CPSC
674.
676. Finite Element Methods in
Scientific Computation.
Basic finite element methods; structure of finite element
codes; assembling linear systems of equations and algorithmic aspects;
linear iterative solvers; adaptive mesh refinement; vector-valued
and mixed problems; nonlinear problems; visualization; parallelization
aspects. Additional topics
may be chosen by instructor. Prerequisites: MATH 610, ENGR finite
element class or MATH 419/609
plus instructor approval. Knowledge of C++.
684. Professional Internship.
Directed internship in an
organization to provide students with professional experience in
organization settings appropriate to the student's career
objectives. Prerequisite: Approval of department head.
685. Problems.
Offered to
enable students to undertake and complete, with credit, limited
investigations not within their thesis research and not covered
by any other courses in the curriculum. Prerequisites: Approval
of instructor.
689. Special Topics In...
Selected topics in an identified area of mathematics. May be
repeated for credit. Prerequisites: Approval of instructor.
691. Research.
Research for thesis or dissertation.
694. Mathematical Laboratory.
Generic computing or problem-solving
laboratory. May be taken multiple times for credit. Taken
concurrently with a lecture course for which it will serve as the
laboratory section. Prerequisite: Graduate classification.
695. Frontiers in Mathematical Research.
This course is designed to acquaint the
graduate student with the present status of investigative work in
a variety of mathematical fields. Content will depend on the
availability of visiting lecturers who will be selected because
of distinguished international recognition in their field of
research. May be taken two times for credit. Prerequisite:
Graduate classification.
696. Mathematical Communication and
Technology.
Techniques or oral, written, and
electronic communication of mathematics; effective classroom and
seminar presentation; TEX, AMS-TEX, and LATEX, hypertext;
Internet application; Maple and Matlab; classroom use of
computer graphics. Prerequisite: Approval of Instructor.

