Development of mathematical models and their solutions, including linear programming, the simplex algorithm, dual programming, parametric programming, integer programming, transportation models, assignment models, and network analysis. Prerequisite: MATH 1320 and 3351.
Course Descriptions
Undergraduate Course Descriptions
Introduction to Stochastic Processes (3.00)
MATH 4110
Topics in probability selected from Random walks, Markov processes, Brownian motion, Poisson processes, branching processes, stationary time series, linear filtering and prediction, queuing processes, and renewal theory. Prerequisite: MATH 3100 and a knowledge of matrix algebra, or instructor permission.
Mathematics of Derivative Securities (3.00)
MATH 4140
This class introduces students to the mathematics used in pricing derivative securities. Topics include a review of the relevant probability theory of conditional expectation and martingales/the elements of financial markets and derivatives/pricing contingent claims in the binomial & the finite market model/(time permitting) the Black-Scholes model. Prerequisites: MATH 3100 or APMA 3100. Students should have a knowledge of matrix algebra.
Mathematics for Physics (3.00)
MATH 4210
This course covers linear algebra/complex analysis/vector differential & integral calculus. Thus it is a compressed version of MATH 3351 & MATH 3340 and a review of some of the material in MATH 2310. Emphasis is on the physical interpretation. [This course does not count as a Mathematics elective for Mathematics majors if both MATH 3351 and MATH 3340 are to be counted.] Prerequisite: MATH 2310.
Partial Differential Equations and Applied Mathematics (3.00)
MATH 4220
This course is a beginning course in partial differential equations/Fourier analysis/special functions (such as spherical harmonics and Bessel functions). The discussion of partial differential equations will include the Laplace and Poisson equations and the heat and wave equations. Prerequisites: MATH 3250 and either MATH 3351 or MATH 4210.
Elementary Numerical Analysis (3.00)
MATH 4300
Includes Taylor's theorem, solution of nonlinear equations, interpolation and approximation by polynomials, numerical quadrature. May also cover numerical solutions of ordinary differential equations, Fourier series, or least-square approximation. Prerequisite: MATH 3250 and computer proficiency.
Introduction to Real Analysis (3.00)
MATH 4310
This course covers the basic topology of metric spaces/continuity and differentiation of functions of a single variable/Riemann-Stieltjes integration/convergence of sequences and series. Prerequisite: MATH 3310 or permission of instructor.
Algebraic Coding Theory (3.00)
MATH 4452
Introduces algebraic techniques for communicating information in the presence of noise. Includes linear codes, bounds for codes, BCH codes and their decoding algorithms. May also include quadratic residue codes, Reed-Muller codes, algebraic geometry codes, and connections with groups, designs, and lattices. Prerequisite: MATH 3351 and 3354, or instructor permission.
New Course in Mathematics (1.00 - 4.00)
MATH 4559
This course provides the opportunity to offer a new topic in the subject of mathematics.
Undergraduate Research Seminar (3.00)
MATH 4595
Emphasizes direct contact with advanced mathematical ideas, communication of these ideas, the discovery of new results and connections among them, and the experience of mathematics as a collaborative venture among researchers at all levels. Students work collaboratively and individually on research projects, and present their results to the class. Prerequisite: Instructor permission.
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