Courses

MATH 537

Existence and uniqueness of solutions of abstract evolutionary equations. Global non-existence and blow up theorems. Applications to the study of the solvability and asymptotic behavior of solutions of initial boundary-value problems for reaction diffusion equations, Navier-Stokes equations, nonlinear Klein-Gordon equations and nonlinear Schrödinger equations.

GSSE - MATH
Credit:4

MATH 544

Stochastic processes, stopping times, Doob-Meyer decomposition, Doob's martingale convergence theorem, characterization of square integrable martingales, Radon-Nikodym theorem, Brownian motion, reflection principle, law of iterated logarithms.

GSSE - MATH
Credit:4
Pre-requisite: MATH. 541 or consent of the instructor

MATH 551

GSSE - MATH
Credit:3

MATH 564

Balanced incomplete block designs, group divisible designs and pairwise balanced designs. Resolvable designs, symmetric designs and designs having cyclic automorphisms. Pairwise orthogonal latin squares. Affine and projective geometries. Embeddings and nestings of designs.

GSSE - MATH
Credit:4

MATH 571

Topological spaces, subspaces, continuous functions, base for a topology, separation axioms, compactness, locally compact spaces, connectedness, path connectedness, finite product spaces, set theory and Zorn?s lemma, infinite product spaces, quotient spaces, homotopic paths, the fundamental group,induced homomorphisms, covering spaces, applications of the index, homotopic maps, maps into the punctured plane, vector fields, the Jordan curve theorem.

GSSE - MATH
Credit:4

MATH 541

An introduction to measure theory, Kolmogorov axioms, independence, random variables, product measures and joint probability, distribution laws, expectation, modes of convergence for sequences of random variables, moments of a random variable, generating functions, characteristic functions, distribution laws, conditional expectations, strong and weak law of large numbers, convergence theorems for probability measures, central limit theorems.

GSSE - MATH
Credit:4

MATH 550

GSSE - MATH
Credit:3

MATH 563

Error correcting coding theory. Hamming, Golay, cyclic, 2-error correcting BCH codes, Reed-Solomon, Convolutional, Reed-Muller and Preparata codes. Interaction of codes and combinatorial designs.

GSSE - MATH
Credit:4

MATH 566

Generalities on modules, categories, and functors. The socle and the Jacobson radical of a module. Semisimple modules. Chain conditions on modules. The Hopkins-Levitzki Theorem. The Wedderburn-Artin Theorem and its applications toM linear representations of finite groups. The ?Hom? functors and exactness. Injective modules. Essential monomorphisms, injective hulls. Projective modules. Superfluous epimorphisms, projective covers. Indecomposable direct sum decompositions of modules. The Krull-Remak-Schmidt-Azumaya Theorem. Krull dimension and Goldie dimension of modules and lattices.

GSSE - MATH
Credit:3

MATH 579

Literature survey and presentation on a subject determined by the instructor.

GSSE - MATH
Credit:1

MATH 538

Differentiable manifolds; differentiable forms; integration on manifolds; de Rhamm cohomology; connections and curvature

GSSE - MATH
Credit:4

MATH 545

From random walk to Brownian motion, quadratic variation and volatility, stochastic integrals, martingale property, Ito formula, geometric Brownian motion, solution of Black-Scholes equation, stochastic differentialequations, Feynman-Kac theorem, Cox-Ingersoll-Ross and Vasicek term structure models, Girsanov's theorem and risk neutral measures, Heath-Jarrow-Morton term structure model, exchange-rate instruments.

GSSE - MATH
Credit:4

MATH 552

GSSE - MATH
Credit:3

MATH 565

Matchings, edge colorings and vertex colorings of graphs. Connectivity, spanning trees, and disjoint paths in graphs. Cycles in graphs, embeddings. Planar graphs, directed graphs. Ramsey Theory, matroids, random graphs.

GSSE - MATH
Credit:4

MATH 572

Fundamental group, Seifert-van Kampen theorem, CW complexes, covering spaces and deck transformations; simplicial and singular homology, homotopy invariance, exact sequences and excision, cellular homology, Mayer-Vietoris sequences; cohomology, universal coefficient theorem, cup product, Kunneth formula, orientation, Poincare duality.

GSSE - MATH
Credit:4