UPPER DIVISION MATHEMATICS & STATISTICS COURSES
FALL 1999
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MATH 305. EARLY MATHEMATICS FROM A HISTORICAL PERSPECTIVE.
W 4:00-6:45 Stone
DESCRIPTION: This course will cover the history of mathematics from its early beginnings through the medieval period and on to selected developments in the modern period.
PREREQUISITE(S): Math 163.
BASIS FOR GRADING: Exams (2 or 3), attendance, class participation, paper.
THIS COURSE IS GOOD PREPARATION FOR: Students of Mathematics Education.
TEXTBOOKS:
(1) History of Mathematics, 3rd ed. by David Burton, McGraw Hill Publ.
(2) Journey Through Genius, 1990 by William Dunham, Penguin Books.
RECOMMENDED:
(1) Agnesi to Zeno: Over 100 Vignettes From the History of Math, 1996by Sanderson Smith, Key Curriculum Press.
(2) A History of Pi, 1971 by Petr Beckmann, St. Martin’s Press.
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MATH 309. APPLICATIONS OF MATHEMATICS.
TR 2:00-3:15 Hagstrom
DESCRIPTION: Introduction to dynamic models and their computational analysis. Introduction to, and extensive use of, Mathematica software.
PREREQUISITE(S): One year of calculus.
BASIS FOR GRADING: Homework and projects.
TEXTBOOKS: (1) Mathematica: A Practical Approach, 2nd ed. by Blachman and
Williams, Prentice-Hall.
Mathematical Association of America.
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MATH 311. VECTOR ANALYSIS.
Section 001 MWF 9:00-9:50 Putkaradze
002 MW 1:00-2:15 Lorenz
DESCRIPTION: Vector algebra, functions, curves, arc length, line integrals, directional derivative and gradient, divergence, curl, Gauss’ and Stokes’ theorems, applications.
PREREQUISITE(S): Math 264 or permission of chairperson.
BASIS FOR GRADING: Homework and tests.
THIS COURSE IS GOOD PREPARATION FOR: Upper division courses in pure/applied math.
TEXTBOOKS: Introduction to Vector Analysis, 7th ed. by Davis and Snider, Quant
Systems Publ.
RECOMMENDED:
(1) Schaum’s Outlines of Vector Analysis, by M. Spiegel, McGraw-Hill.
(2) Div Grad Curl and All That, 3rd ed. by H.M. Schey, WW Norton & Co.
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MATH 312. PARTIAL DIFFERENTIAL EQUATIONS FOR ENGINEERING.
MWF 1:00-1:50 Ellison
DESCRIPTION: Introduction to the theory and applications of partial differential equations. The solution of some classical partial differential equations, like the heat equation, the wave equation and the potential equation, will be considered. Fourier series and integrals, Bessel functions and Legendre polynomials will be studied in connection with these equations.
PREREQUISITE(S): Math 264 and 316.
BASIS FOR GRADING: Homework and exams.
THIS COURSE IS GOOD PREPARATION FOR: Math 463, 466, 472; and advanced courses in engineering, math, and physics.
TEXTBOOK: Introduction to Partial Differential Equations with Matlab, 1998 by Jeffrey
Cooper, Springer-Verlag: Birkhauser Publ.
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MATH 314. LINEAR ALGEBRA WITH APPLICATIONS.
Section 001 TR 9:30-10:45 Coutsias
002 MW 1:00- 2:15 Galicki
003 TR 2:00- 3:15 Staff
DESCRIPTION: An introduction to linear systems and matrix algebra. Applications to graphics, population dynamics and differential equations will be discussed.
PREREQUISITE(S): Math 162 and 163.
BASIS FOR GRADING: Homework, quizzes, computer projects, and final exam.
TEXTBOOK: Linear Algebra With Applications, 5th ed. by S.J. Leon, Prentice-Hall Publ.
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MATH 316. APPLIED ORDINARY DIFFERENTIAL EQUATIONS.
Section 001 MWF 10:00-10:50 Embid
002 MW 11:00-11:50 Nitsche
003 MW 1:00- 2:15 Wofsy
004 MW 5:30- 6:45 Staff
DESCRIPTION: Covers first order differential equations, second order linear and special non-linear differential equations, Laplace transforms and discontinuous forcing functions, linear systems of differential equations including a study of eigenvalues and eigenvectors, phase plane analysis and stability of linear systems. Integrated into the course are computer assignments covering numerical approximations to first order, second order, and linear systems of differential equations.
PREREQUISITE(S): Math 163.
BASIS FOR GRADING: Quizzes, exams, computer problems, and final.
THIS COURSE IS GOOD PREPARATION FOR: Mechanics, circuits, vibrating systems, mathematical modeling in all fields of biological, physical, and social sciences.
TEXTBOOKS: Elementary Differential Equations and Boundary Value Problems, 6th ed.
by Boyce and DiPrima, Wiley and Sons Inc.
RECOMMENDED:
Maple V Learning Guide, 1996 by Heal/Hansel/Rickland, by Springer-
Verlag: Waterloo Maple.
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MATH 317. ELEMENTARY COMBINATORICS.
MWF 9:00-9:50 Buium
DESCRIPTION: Set theory, induction, enumeration theory, arrangements, selections, combinations, permutations, generating functions, and recurrence relations.
PREREQUISITE(S): One year of calculus.
BASIS FOR GRADING: Tests and homework.
THIS COURSE IS GOOD PREPARATION FOR: Math 317, 318, and computer engineering.
TEXTBOOK: Not available.
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MATH 321. LINEAR ALGEBRA.
TR 2:00-3:15 Boyer
DESCRIPTION: This is a standard course in linear algebra with emphasis on geometric content. Efforts will be made to motivate new concepts before their definitions. Topics to be convered: vectors, matrices, vector spaces, linear transformations, orthogonal projections, inner product spaces, determinants, eigenvalues, and eigenvectors.
PREREQUISITE(S): Math 264.
BASIS FOR GRADING: Homework, tests, and final.
THIS COURSE IS GOOD PREPARATION FOR: Most advanced pure and applied mathematics courses.
TEXTBOOKS: Linear Algebra, 3rd ed. by Larry Smith, Springer-Verlag.
RECOMMENDED:
Interactive Linear Algebra with Maple V, 1998 by Deeba and
Gunawardena, Springer-Verlag.
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MATH 322. MODERN ALGEBRA I.
MWF 10:00-10:50 Nakamaye
DESCRIPTION: Groups, rings, homomorphisms, permutation groups, quotient structure, ideal theory, and fields.
PREREQUISITE(S): Math 264.
TEXTBOOK: Undergraduate Algebra, 2nd ed. by Serge Lang, Springer-Verlag.
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MATH 327. DISCRETE STRUCTURES.
TR 2:00-3:15 Loring
DESCRIPTION: We will begin with an overview of sets, functions, and proofs. Then, we will study recursion, counting methods, combinatorics, and graph theory.
PREREQUISITE(S): One year of calculus.
BASIS FOR GRADING: Homework, midterm, and final.
THIS COURSE IS GOOD PREPARATION FOR: Electrical engineering and computer science.
TEXTBOOK: Discrete Mathematics with Graph Theory, 1998 by Goodaire and
Parmenter, Prentice-Hall Publ.
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MATH 338. MATHEMATICS FOR SECONDARY TEACHERS.
M 4:00-6:30 Kelly
DESCRIPTION: We discuss secondary mathematics topics from an advanced point of view. I tope to deepen your knowldege of algebra, geometry, trigonometry, analytic geometry, and calculus. The course is open only to students who plan to teach mathematics.
PREREQUISITE(S): One year of calculus.
BASIS FOR GRADING: Problems at the board, homework, and two exams.
THIS COURSE IS GOOD PREPARATION FOR: Teaching math.
TEXTBOOK: Modern Analytic Geometry, 1988 by Wooten et al., Houghton-Mifflin Publ.
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MATH 345. ELEMENTS OF MATHEMATICAL STATISTICS AND PROBABILITY
THEORY.
Section 001 TR 9:30-10:45 Huzurbazar
002 TR 2:00- 3:15 Koltchinskii
DESCRIPTION: Basic probability, discrete random variables, continuous random variables, independence, joint distributions, expected values, variances and covariances, confidence intervals, correlation, hypothesis testing, and tests for one and two sample problems. Topics from: Markov chains, queues, sums of random variables, systems models, and reliability.
PREREQUISITE(S): One year of calculus.
BASIS FOR GRADING: Quizzes, midterms, and final.
THIS COURSE IS GOOD PREPARATION FOR: Statistics, statistics in engineering, and statistics in biology and geology.
TEXTBOOK: Concepts in Probability and Stochastic Modeling, 1995 by Higgins and
McNutty, ITP: Duxbury Press.
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MATH 347. DATA ANALYSIS I.
TR 9:30-10:45 Christensen
DESCRIPTION: Statistical tools for scientific research, including parametric and non-parametric methods for ANOVA and group comparisons, simple linear and multiple linear regression, and basic ideas of experimental design and analysis, Emphasis placed on the use of statistical packages such as SAS.
PREREQUISITE(S): An introductory statistics course or permission of instructor.
TEXTBOOKS: Notes are provided in the department.
RECOMMENDED:
Analysis of Variance, Design, and Regression: Applied Statistical
Methods, by Ronald Christensen, CRC Press: Chapman & Hall.
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MATH 356. SYMBOLIC LOGIC.
MW 1:00-2:45 Staff
DESCRIPTION: This is a first course in logical theory. Its primary goal is to study the notion of logical entailment and related concepts, such as consistency and contingency. Formal systems are developed to analyze these notions rigorously.
NOTE: This course is cross-listed as PHIL 356. Please see Philosophy Department for other information regarding this course.
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MATH 361. ADVANCED CALCULUS I.
M 11:00-11:50 and TR 11:00-12:15 Loring
DESCRIPTION: We will carefully examine the concepts of limit, continuity, and derivative, and then study Riemann integration.
PREREQUISITE(S): Math 264.
BASIS FOR GRADING: Midterm, homework, and final.
THIS COURSE IS GOOD PREPARATION FOR: Graduate study.
TEXTBOOK: The Way of Analysis, 1995 by R.S. Strichartz, Jones & Bartlett.
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MATH 375. INTRODUCTION TO NUMERICAL COMPUTING.
TR 9:30-10:45 Hagstrom
DESCRIPTION: Introduction to basic problems in real number computation: linear algebra, integration, and differentiation. Emphasizes the use of MATLAB.
PREREQUISITE(S): Math 163 and some ability in Fortran or C programming.
BASIS FOR GRADING: Homework and projects.
THIS COURSE IS GOOD PREPARATION FOR: All work in scientific and engineering computation.
TEXTBOOK: Introduction to Scientific Computing: A Matrix-Vector Approach Using
MATLAB, 2nd ed. by C. van Loan, Prentice-Hall Publishing.
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MATH 422. MODERN ALGEBRA FOR ENGINEERS.
MWF 10:00-10:50 Nakamaye
DESCRIPTION: Groups, rings, homomorphisms, permutation groups, quotient structure, ideal theory, and fields.
PREREQUISITE(S): Math 264.
TEXTBOOK: Undergraduate Algebra, 2nd ed. by Serge Lang, Springer-Verlag.
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MATH 431. INTRODUCTION TO TOPOLOGY.
TR 9:30-10:45 Boyer
DESCRIPTION: Metric spaces, topological spaces, continuity, and algebraic topology.
PREREQUISITE(S): Math 361.
TEXTBOOKS: Introduction to Topology, by Gamelin and Greene, Saunders College.
RECOMMENDED:
Topological Spaces, 1997 by Buskes and Van Rooij, Springer-Verlag.
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MATH 441. PROBABILITY AND ITS APPLICATIONS.
TR 12:30-1:45 Bedrick
DESCRIPTION: This is a beginning course, but suitable for students who wish a systematic development of probability. The course covers the standard discrete and continuous distributions, moments, expectation, conditional probability, joint distributions, independence, laws of large numbers, and the central limit theorem.
PREREQUISITE(S): Math 264 or equivalent (3 semesters of calculus).
BASIS FOR GRADING: Regular homework plus a midterm and final.
THIS COURSE IS GOOD PREPARATION FOR: Future coursework in probability, statistics, applied math, and other scientific areas.
TEXTBOOK: A First Course in Probability, 5th ed. by S. Ross, Prentice-Hall Publishing.
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MATH 445. APPLIED REGRESSION ANALYSIS.
MW 2:30-3:45 Wofsy
DESCRIPTION: Regression analysis deals with making inferences from data, concerning the dependence of one variable on one or more other variables. We will cover simple linear regression, multiple regression, diagnostics, and model selection, and introduce logistic regression and nonlinear regression.
PREREQUISITE(S): Math 345 or 347, or consent of instructor.
BASIS FOR GRADING: Homework and exams.
THIS COURSE IS GOOD PREPARATION FOR: Stat 545 and other graduate courses in statistics.
TEXTBOOK: Analysis of Variance, Design, and Regression, by Ronald Christensen,
CRC Press: Chapman and Hall.
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MATH 449. TOPICS IN PROBABILITY AND STATISTICS.
TR 2:00-3:15 Christensen
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MATH 461. INTRODUCTORY REAL ANALYSIS FOR ENGINEERS.
M 11:00-11:50 and TR 11:00-12:15 Loring
DESCRIPTION: We will carefully examine the concepts of limit, continuity, and derivative, and then study Riemann integration.
PREREQUISITE(S): Math 264.
BASIS FOR GRADING: Midterm, homework, and final.
THIS COURSE IS GOOD PREPARATION FOR: Graduate study.
TEXTBOOK: The Way of Analysis, 1995 by R.S. Strichartz, Jones & Bartlett.
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MATH 462. INTRODUCTION TO ORDINARY DIFFERENTIAL EQUATIONS.
MWF 12:00-12:50 Embid
DESCRIPTION: Local existence and uniqueness theorem, flows, linearized stability analysis for critical points and the stable manifold theorem. Gradient and Hamiltonian systems. Global existence theorems, limit sets and attractors, periodic orbits and Floquet theory, the Poincaire map. Introduction to structural stability and bifurcation theory. Hopf’s theorem for periodic solutions. Introduction to multi-scale perturbation theory.
PREREQUISITE(S): Math 316, 314 or 321, 361, or permission of instructor.
BASIS FOR GRADING: Homework.
THIS COURSE IS GOOD PREPARATION FOR: Study of dynamical systems in math, physics, and engineering.
TEXTBOOKS: (1) Qualitative Theory of Ordinary Differential Equations, 1994 by Brauer
and Nohel, Dover Publ.
(2) Lectures on Ordinary Differential Equations, 1990 by Hurewitz,
Dover Publ.
Smith, Oxford University Press.
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MATH 464. APPLIED MATRIX THEORY.
TR 2:00-3:15 Coutsias
DESCRIPTION: Determinants; theory of linear equations; matrix analysis of differential equations; eigenvalues, eigenvectors, and canonical forms; variational principles; generalized inverses.
PREREQUISITE(S): Math 314 or 321 or permission of instructor.
TEXTBOOK: Linear Algebra and Its Applications, 3rd ed. by G. Strang, Saunders
College Publ.
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MATH 471. INTRODUCTION TO SCIENTIFIC COMPUTING.
This course is cross-listed as CS 471.
MW 3:00-3:50 and MW 4:00-5:15 Steinberg
DESCRIPTION: Introduction to scientific computing fundamentals, exposure to high performance programming language and scientific computing tools, and case studies of scientific problem solving techniques.
PREREQUISITE(S): Math 312, and 314 or 321, or permission of instructor.
TEXTBOOKS: Designing and Building Parallel Programs, by Ian Foster, Addison-
Wesley Publ.
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MATH 499. INDIVIDUAL STUDY.
ARRANGED WITH VARIOUS PROFESSORS.
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MATH 505. NUMERICAL ANALYSIS II.
MWF 10:00-10:50 Lorenz
DESCRIPTION: This course covers implementation and analysis of basic numerical methods for a variety of problems. The main emphasis is the numerical approximation of differential equations. Other topics are: numerical interpolation, differentiation, and integration; iterative solution of nonlinear systems; splines; and fast Fourier transform.
PREREQUISITE(S): Math 316 or 361 or equivalent, and some knowledge of programming.
THIS COURSE IS GOOD PREPARATION FOR: The course will meet basic needs for engineers, scientists, and applied mathematician who are interested in obtaining quantitative approximations for analytical problems.
TEXTBOOKS: (1) Numerical Mathematics, by K. Hoffmann, Springer-Verlag Publ.
(2) Numerical Analysis of Differential Equations, by A. Iserles,
Cambridge University Press.
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MATH 510. INTRODUCTION TO ANALYSIS I.
MWF 1:00-1:50 Kapitula
DESCRIPTION: Real number system, basic set theory, point-set topology, sequences, series, integration, and differentiation.
PREREQUISITE(S): Math 321 and 361.
BASIS FOR GRADING: Homework and final.
THIS COURSE IS GOOD PREPARATION FOR: The course lays the necessary foundation to get an advanced degree in pure and applied mathematics.
TEXTBOOK: Mathematical Analysis: An Introduction, 1996 by Andrew Browder,
Springer-Verlag.
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MATH 512. INTRODUCTION TO ORDINARY DIFFERENTIAL EQUATIONS.
MWF 12:00-12:50 Embid
DESCRIPTION: Local existence and uniqueness theorem, flows, linearized stability analysis for critical points and the stable manifold theorem. Gradient and Hamiltonian systems. Global existence theorems, limit sets and attractors, periodic orbits and Floquet theory, the Poincaire map. Introduction to structural stability and bifurcation theory. Hopf’s theorem for periodic solutions. Introduction to multi-scale perturbation theory.
PREREQUISITE(S): Math 316, 314 or 321, 361, or permission of instructor.
BASIS FOR GRADING: Homework.
THIS COURSE IS GOOD PREPARATION FOR: Study of dynamical systems in math, physics, and engineering.
TEXTBOOKS: (1) Qualitative Theory of Ordinary Differential Equations, 1994 by Brauer
and Nohel, Dover Publ.
(2) Lectures on Ordinary Differential Equations, 1990 by Hurewitz,
Dover Publ.
(3) Nonlinear Ordinary Differential Equations, 2nd ed. by Jordan and
Smith, Oxford University Press.
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MATH 514. APPLIED MATRIX THEORY.
TR 2:00-3:15 Coutsias
DESCRIPTION: Determinants; theory of linear equations; matrix analysis of differential equations; eigenvalues, eigenvectors, and canonical forms; variational principles; generalized inverses.
PREREQUISITE(S): Math 314 or 321 or permission of instructor.
TEXTBOOK: Linear Algebra and Its Applications, 3rd ed. by G. Strang, Saunders
College Publ.
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MATH 520. ABSTRACT ALGEBRA I.
MWF 12:00-12:50 Nakamaye
DESCRIPTION: Theory of groups, permutation groups, Sylow theorems. Introduction to ring theory, polynomial rings. Principal ideal domains.
PREREQUISITE(S): Math 264.
TEXTBOOKS: Algebra, 3rd ed. by S. Lang, Addison-Wesley Publ.
RECOMMENDED: Algebra, 1974 by Hungerford, Springer-Verlag Publ.
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MATH 532. ALGEBRAIC TOPOLOGY I.
TR 9:30-10:45 Boyer
DESCRIPTION: Introduction to homology and cohomology theories, Homotopy theory, and CW complexes.
PREREQUISITE(S): Math 431 and 521, or permission of instructor.
TEXTBOOKS: Topology and Geometry, 1993 by G.E. Bredon, Springer-Verlag.
RECOMMENDED:
American Mathematical Society.
Society.
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MATH 536. INTRODUCTION TO DIFFERENTIABLE MANIFOLDS.
4:00-5:15 Galicki
DESCRIPTION: Topics include: topological manifolds, local and global theory of smooth manifolds, vector fields flows and foliations, Lie groups, exterior algebra of p-forms, integration and Stoke’s theorem, cohomology, symplectic and Riemannian manifolds.
PREREQUISITE(S): Math 510 and 511.
BASIS FOR GRADING: Homework.
THIS COURSE IS GOOD PREPARATION FOR: Starting a Ph.D. project in differential geometry.
TEXTBOOKS: Differentiable Manifolds – A First Course, 1993 by Lawrence Conlon,
Springer-Verlag: Birkhauser.
RECOMMENDED:
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MATH 546. THEORY OF LINEAR MODELS.
TR 12:30-1:45 Huzurbazar
DESCRIPTION: Theory of linear models discussed in STAT 440/540 and 445/545. Linear spaces, matrices, projections. Multivariate normal distribution and theory of quadratic forms. Non-full rank models and estimability. Gauss-Markov theorem. Distribution theory for normality assumptions. Hypothesis testing and confidence regions.
PREREQUISITE(S): STAT 553, STAT 545, and linear algebra or instructor’s permission.
TEXTBOOK: Plane Answers to Complex Questions, 2nd ed. by Ronald Christensen,
Springer-Verlag.
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MATH 550. SAMPLING THEORY AND PRACTICE.
TR 2:00-3:15 Christensen
DESCRIPTION: Basic methods of survey sampling, simple random sampling, stratified sampling, cluster sampling, systematic sampling and general sampling schemes. Estimation based on auxiliary information. Design of complex samples and case studies.
PREREQUISITE(S): STAT 345 or instructor’s permission.
TEXTBOOK: Sampling: Design and Analysis, by S. Lohr, ITP: Duxbury Press.
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MATH 551. PROBLEMS.
ARRANGED WITH VARIOUS PROFESSORS.
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MATH 555. TIME SERIES ANALYSIS, THEORY AND APPLICATIONS.
TR 11:00-12:15 Koltchinskii
DESCRIPTION: Time series models, spectral representations and spectral analysis, filtering and prediction problems, multivariate time series and their spectral analysis, and state-space models and Kalman filtering.
PREREQUISITE(S): Math 441.
BASIS FOR GRADING: Midterm exams and final exam.
THIS COURSE IS GOOD PREPARATION FOR: Advanced classes in statistics, image and signal analysis, and econometrics.
TEXTBOOK: Time Series: Theory and Methods, 1996 by Brockwell and Davis,
Springer-Verlag Publ.
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MATH 559.001. SELECTED TOPICS IN STATISTICS:
BIOSTATISTICAL METHODS I.
This course is cross-listed as Biomed 588.
T 9:30-11:30 and R 9:30-11:00 Bedrick
DESCRIPTION: This course covers basic statistical methods used in the medical sciences. Types of data will be discussed. Methods of summarizing data through graphical displays and numerical summaries (measures of central tendency, percentiles, and variability) will be studied. Probability concepts will be covered to form the basis of statistical inference. Confidence intervals and hypothesis testing will be studied. Methods for statistical inference will focus on population means for one-sample, paired samples and two independent samples. Both normal-theory and nonparametric approaches will be studied. Methods of summarizing and analyzing discrete data will include proportions and tests of association and independence for two-way tables. The course will conclude with an introduction to simple linear regression. Emphasis will be placed on conducting statistical analyses on the computer.
PREREQUISITE(S):
Math 121 or permission of instructor.BASIS FOR GRADING: Homework plus exams.
THIS COURSE IS GOOD PREPARATION FOR: Coursework in epidemiology and biostatistics.
TEXTBOOKS: (1) Fundamental of Biostatistics, 4th ed. by Bernard Rosner, ITP:
Duxbury .
(2) JMP Start Statistics (software), by Sall and Lehman, ITP: Duxbury.
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MATH 559.002. SELECTED TOPICS IN STATISTICS:
NONPARAMETRIC CURVE ESTIMATION.
MWF 1:00-1:50 Efromovich
DESCRIPTION: The course covers all modern topics of nonparametric curve estimation including density estimation, nonparametric regression, nonparametric time series, and estimation of multivariate functions. Modern tools, including wavelets, are discussed. My own software, available on WWW, will be used to analyze a broad spectrum of simulated and real data sets.
PREREQUISITE(S): Permission of instructor.
BASIS FOR GRADING: Homework, quizzes, and computer projects.
THIS COURSE IS GOOD PREPARATION FOR: Making a Ph.D.
TEXTBOOK: Nonparametric Curve Estimation: Methods, Theory, and Appications,
1999 by Sam Efromovich, Springer-Verlag.
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MATH 561. FUNCTIONS OF A COMPLEX VARIABLE I.
MWF 2:00-2:50 Buchner
DESCRIPTION: Analytic functions, power series in one complex variable, Cauchy-Riemann equations, Cauchy’s integral formula, conformal mapping, residues, and applications.
PREREQUISITE(S): Math 362, 311, or permission of instructor.
BASIS FOR GRADING: Homework, midterm and final.
THIS COURSE IS GOOD PREPARATION FOR: Pure and applied mathematics, theoretical physics, and engineering.
TEXTBOOKS: Functions of One Complex Variable Vol. 1., by J. Conway, Springer-
Verlag Publ.
RECOMMENDED:
Classical Topics in Complex Function Theory, by R. Remmert, Springer-
Verlag Publ.
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MATH 563. FUNCTIONS OF A REAL VARIABLE, MEASURE, AND INTEGRATION I.
MWF 9:00-9:50 Pereyra
DESCRIPTION:
Measure theory extends familiar notions of length, volume, and integration to more general settings. First, we will introduce measurable functions, measures, and measure spaces (in particular, Lebesque measure). Next, we develop integration theory and prove basic convergence theorems. We will also study Lebesque spaces and basic inequalities, modes of convergence, decomposition of measures, and product measures. Many examples will be taken from probability theory.PREREQUISITE(S): Math 510 (or 361).
BASIS FOR GRADING: Homework and one project.
THIS COURSE IS GOOD PREPARATION FOR: Probability (Math 541), Functional Analysis (Math 581), and any advanced course in Analysis, Partial Differential Equations, etc.
TEXTBOOKS: The Elements of Integration and Lebesque Measure, 1995 by R. Bottle,
Wiley and Sons Classic Library.
RECOMMENDED:
G. Folland, Wiley and Sons Inc.
Igari, American Mathematical Society.
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MATH 568. STOCHASTIC DIFFERENTIAL EQUATIONS.
MWF 11:00-11:50 Ellison
DESCRIPTION: This course is intended for students of mathematics, engineering and science, who are interested in dynamical systems subjected to random excitation. Students can choose between two tracks: a theory track and an applications track. The lectures will include the following topics: Physical Brownian motion and the associated Wiener process. Gaussian processes. Markov processes including the Chapman-Kolmogorov equation and its differential form which includes the Liouville, Fokker-Planck, and master equations as special cases. Martingales. Basic theory of Ito stochasic differential equations and the Stratonovich interpretation. Connection between the Ito sde and the Fokker-Planck equation. Analytic and numerical solution techniques, as well as perturbation techniques.
PREREQUISITE(S):
A working knowledge of differential equations and some background in either analysis or elementary (non-measure theoretic) probability.BASIS FOR GRADING: Homework and/or projects.
THIS COURSE IS GOOD PREPARATION FOR:
TEXTBOOKS: Stochastic Differential Equations: An Introduction with Applications, 5th
ed. by B. Oksendal, Springer-Verlag.
RECOMMENDED:
Natural Sciences, 2nd ed. by C.W. Gardiner, Springer-Verlag.
Wentzell, Springer-Verlag.
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MATH 578. NUMERICAL PARTIAL DIFFERENTIAL EQUATIONS.
TR 9:30-10:45 Sulsky
DESCRIPTION: Comprehensive coverage of basic issues such as stability and convergence of solutions for partial differential equations of the elliptic, hyperbolic and parabolic type. Finite difference, finite element, and spectral methods will be discussed.
PREREQUISITE(S): Math 463, 504, and 505.
BASIS FOR GRADING: Computer projects and homework.
THIS COURSE IS GOOD PREPARATION FOR: Advanced work in applied mathematics or other engineering and science fields.
TEXTBOOKS:
RECOMMENDED:
(1) Numerical Solution of Partial Differential Equations, 1994 by Morton
and Myers, Cambridge University Press.
(2) Numerical Solution of Partial Differential Equations by the Finite
Element Method, 1987 by C. Johnson, Cambridge University Press.
(3) Numerical Analysis of Spectral Methods, Theory, and Applications,
1977 by Gottlieb and Orszag, SIAM Publ.
(4) Finite Difference Schemes and Partial Differential Equations, 1989 by
J. Strikweida, CRC Press: Chapman and Hall.
(5) A Practical Guide to Pseudospectral Methods, 1996 by B. Fornberg,
Cambridge University Press.
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MATH 583. METHODS OF APPLIED MATHEMATICS I.
MW 4:00-5:15 Gibson
DESCRIPTION: A study of Hilbert spaces and other complete metric spaces, approximation in Hilbert spaces, basic operator theory, integral equations, the Fredholm alternative, introduction to distribution theory, Green’s functions, and differential operators.
PREREQUISITE(S): Math 312, 314 or 321, 316, 361 or equivalent.
BASIS FOR GRADING: Homework and exams.
THIS COURSE IS GOOD PREPARATION FOR: Most graduate level applied mathematics or physics.
TEXTBOOK: Principles of Applied Mathematics, 1988 by James Keener, Addison-
Wesley Publ.
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MATH 598. PRACTICUM. ARRANGED.
MATH 639. SEMINAR IN GEOMETRY AND TOPOLOGY. ARRANGED.
MATH 649. SEMINAR IN PROBABILITY AND STATISTICS.
F 12:00-12:50 Schrader
MATH 650. SEMINAR IN READING AND RESEARCH. ARRANGED.
MATH 669. SEMINAR IN ANALYSIS. ARRANGED.
MATH 679. SEMINAR IN APPLIED MATHEMATICS. ARRANGED.
MATH 689. SEMINAR IN FUNCTIONAL ANALYSIS. ARRANGED.
MATH 699. DISSERTATION. ARRANGED.