# Department of Mathematics

Department website: http://www.math.ncsu.edu/

The department offers Bachelor of Science degrees in Mathematics and in Applied Mathematics with an optional concentration in Financial Mathematics. These programs provide a core of basic mathematics courses along with flexible choices of electives, which permit both a well-rounded education and preparation for math-related careers. Students may focus their studies in financial mathematics, mathematical biology, mathematical physics, mathematical statistics, or computational mathematics. Employment objectives can be focused on quantitative careers in business or government, teaching at the secondary level, or graduate study in mathematics and/or related areas.

Specific curriculum requirements are available on the Registration and Records website.

## Academic Enrichments

Many undergraduates in the Mathematics Department participate in research programs with members of our faculty presenting their results in both regional and national meetings. The research projects come from many areas of pure and applied mathematics including chaos theory, the path-space of various surfaces, numerical methods for solid mechanics, and math modeling in the life-sciences, such as orthopedic soft tissues and blood flow in the brain. Other enrichment activities include special topics courses, such as The Mathematics of Ranking and Clustering, and programs away from campus, such as the NSF sponsored Research Experience for Undergraduates, the Budapest Semester in Mathematics, and the Society for Undergraduate Mathematics, a Student Chapter of the Mathematical Association of America, opened to all students interested in Mathematics.

Talented students are encouraged to consider a 5-year Accelerated Bachelors/Masters Program (ABM). A key feature of the program is counting up to 12 hours of graduate courses to both the BS and MS degrees. Students can choose between the MS in Mathematics, Applied Mathematics, or Financial Mathematics.

### Honors Program

Students who demonstrate high aptitude in mathematics are invited to participate in the Mathematics Honors Program. The program provides intensive mentoring and preparation for graduate studies. Students are invited to join the program if they are recommended by a teacher in an upper-level math course and have a math GPA of 3.5 or higher. To complete the program, students must take MA 426 Mathematical Analysis II, at least three graduate level math courses, and do a research project. Math Honors students often study abroad at programs such as the Budapest Semesters in Mathematics or Math in Moscow and participate in funded summer research at other universities.

## Awards

The department recognizes its superior students with the following annual awards:

- Hubert V. and Mary Alice Park Scholarship, for an outstanding rising junior or senior in mathematics.
- John W. Cell Scholarship, for an outstanding rising junior or senior in mathematics;
- Carey Mumford Scholarship, for an outstanding sophomore, junior, or senior in mathematics.
- Levine-Anderson Award, for the student who has the best performance in the William Lowell Putnam Examination (not restricted to math majors).
- Charles N. Anderson Scholarship, for an outstanding sophomore in mathematics.
- Charles F. Lewis Scholarship, for an outstanding senior who is a double major in mathematics/mathematics education.
- Mrs. Roberts C. Bullock Scholarship, for an outstanding mathematics major with a demonstrated interest in the English language.
- Dr. Rebecca R. Bullock Memorial Scholarship Endowment, for an outstanding mathematics major with a demonstrated interest in the English language.
- Howard A. Petrea Scholarship, for an outstanding junior or senior in mathematics.
- H. Thomas and Sue Banks Scholarship, for an outstanding undergraduate pursuing degrees in one of the departments of the college, with preference for math majors.
- Gordon Family Scholarship, for an outstanding undergraduate majoring in mathematics. Recipients must agree to volunteer one hour a week as a math tutor at the SAS Learning Center at Kentwood.
- Marvin and Mary Chaney Scholarship, for an outstanding undergraduate majoring in mathematics.
- Dr. Daniel Teague and Dr. Jo-Ann Cohen Scholarship, for an outstanding undergraduate in mathematics with an interest in K-12 mathematics education.
- Fulton and Ruby H. Starling Scholarship, for an outstanding undergraduate pursuing degrees in one of the departments of the college, with preference to a student from Robeson County and with preference for math majors.
- James W. Mauney Scholarship, for an outstanding undergraduate majoring in mathematics.

The department also has a chapter of the National Mathematical Honorary Fraternity Pi Mu Epsilon. Membership is open to those students with superior performance in mathematics courses.

## Minor in Mathematics

The minor program consists of the successful completion with a grade of C- or better of any 15 hours selected from the Department of Mathematics’ list of approved courses. The list includes MA 225 Foundations of Advanced Mathematics as well as any MA courses at the 300, 400, and 500 levels.

## Department Head

A. Chertock

## Director of Undergraduate Programs

A.N. Duca

## Director of Graduate Programs

P.A. Gremaud

## Director of Multimedia Center

H.T. Tran

## Assistant Department Head and Coordinator of Classroom Instruction

M.A. Fenn

## Administrator of Graduate Programs

S. Sullivant

## Professors

H.T. Banks

S.L. Campbell

A. Chertock

M.T. Chu

J.D. Cohen

P.L. Combettes

P.A. Gremaud

M.A. Haider

P.L. Hersh

H. Hong

I. Ipsen

K. Ito

N. Jing

E.L. Kaltofen

C.T. Kelley

A. Kheyfets

Z. Li

X.B. Lin

A. Lloyd

S.R. Lubkin

R.H. Martin

N. Medhin

C.D. Meyer

K.C. Misra

M.S. Olufsen

N. Reading

J. Rodriguez

M. Shearer

J.W. Silverstein

R.C. Smith

E.L. Stitzinger

S. Sullivant

A. Szanto

H.T. Tran

S.V. Tsynkov

D. Zenkov

## Adjunct professors

K. Berenhaut

J. Betts

S. Bhattacharya

W. Chen

P. Drineas

H. El-Marsri

J. Harlim

J. Hauenstein

M. Hoefer

D. Knoll

E. Mann-Peck

P. Schlosser

## Associate professors

B. Bakalov

L. Bociu

M. Kang

I.A. Kogan

L.K. Norris

T. Pang

## Professor Emeriti

J.W. Bishir

R.E. Chandler

E.N. Chukwu

L.O. Chung

H.L. Davison

J.C. Dunn

J.E. Franke

R.O. Fulp

R.E. Hartwig

L. Helminck

J.R. Kolb

T. Lada

J.A. Marlin

C.V. Pao

E.L. Peterson

M.S. Putcha

N.J. Rose

S. Schecter

J.F. Selgrade

C.E. Siewert

M. Singer

R. E. White

## Associate Professor Emeritus

G.D. Faulkner

D.E. Garoutte

L.B. Page

S.O. Paur

R. Savage

J.S. Scroggs

R. Silber

D. Ullrich

W.M. Waters, Jr.

## Assistant Professor

A. Alexanderian

K.B. Flores

M. Gilman

R. Ke

T. Lidman

R.I. Liu

M. Medvinsky

T.K. Nguyen

D. Papp

A.K. Saibaba

R. Sazdanovic

C.L. Vinzant

## Assistant Professor Emeritus

H.J. Charlton

## Teaching Associate Professor

A.N. Duca

M.A. Fenn

J.R. Griggs

## Teaching Assistant Professor

B. Burns-Williams

A. Cooper

B. Maultsby

## Lecturers

E. Brown

E.J. Dempster

L.A. Kurtz

### MA - Mathematics Courses

**MA 101 Intermediate Algebra** *4. *

Preparation for MA 103, MA 105, MA 107, MA 111, and MA 114. Reviews main topics from high school Algebra I and Algebra II emphasizing functions and problem solving. Other concepts and skills covered include algebraic operations, factoring, linear equations, graphs, exponents, radicals, complex numbers, quadratic equations, radical equations, inequalities, systems of equations, compound inequalities, absolute value in equations and inequalities. MA 101 may not be counted as credit toward meeting graduation. Credit for MA 101 is not allowed if student has prior credit in any other mathematical course.

**MA 103 Topics in Contemporary Mathematics** *3. Prerequisite: MA 101 or equivalent completed in high school. *

Primarily for students in Humanities and Social Sciences. Illustrations of contemporary uses of mathematics, varying from semester to semester, frequently including sets and logic, counting procedures, probability, modular arithmetic, and game theory.

**MA 103A Topics in Contemporary Mathematics** *3. AGI Only and MAA 102. *

Primarily for students in Humanities and Social Sciences. Illustrations of contemporary uses of mathematics, varying from semester to semester, frequently including sets and logic, counting procedures, probability, modular arithmetic, and game theory.

**MA 105 Mathematics of Finance** *3. Prerequisite: MA 101 or equivalent completed in high school. *

Simple and compound interest, annuities and their application to amortization and sinking fund problems, installment buying, calculation of premiums of life annuities and life insurance.

**MA 107 Precalculus I** *3. Prerequisite: C- or better in MA 101, or a 450 or better on the SAT Subject Test in Mathematics Level 2 or the NCSU Math Skills Test.. *

Algebra and basic trigonometry; polynomial, rational, exponential, logarithmic and trigonometric functions and their graphs. Credit for MA 107 does not count toward graduation for students in Engineering, College of Sciences, Bio and Ag Engineering (Science Program), Bio Sci (all options), Math Edu, Sci Edu, Textiles, and B.S. degrees in CHASS. Credit is not allowed for both MA 107 and MA 111.

**MA 108 Precalculus II** *3. Prerequisite: C- or better in MA 107. *

Algebra, analytic geometry and trigonometry; inequalities, conic sections, complex numbers, sequences and series, solving triangles, polar coordinates, and applications.Credit for MA 108 does not count toward graduation for students in Engineering, College of Sciences, Design, Bio and Ag Engineering (Science Program), Bio Sci (all options), Math Edu, Sci Edu, Textiles, and B.S. degrees in CHASS. Credit is not allowed for both MA 108 and MA 111. Also, MA 108 should not be counted toward the GER mathematical sciences.

**MA 111 Precalculus Algebra and Trigonometry** *3. Prerequisite: C- or better in MA 101, or 480 or better on the SAT Subject Test in Mathematics Level 2 or the NCSU Math Skills Test.. *

Real numbers, functions and their graphs (special attention to polynomial, rational, exponential, logarithmic, and trigonometric functions), analytic trigonometry. Credit in MA 111 does not count toward graduation for students in Engr., College of Sciences., Design, Biological & Ag. Engr. (Science Program), Biological Sci.(all options),Math. Edu., Forestry, & Textiles. Credit is not allowed for both MA 111 and either MA 107 or MA 108.

**MA 114 Introduction to Finite Mathematics with Applications** *3. Prerequisite: MA 101 or equivalent completed in high school.. *

Elementary matrix algebra including arithmetic operations, inverses, and systems of equations; introduction to linear programming including simplex method; sets and counting techniques, elementary probability including conditional probability; Markov chains; applications in the behavioral, managerial and biological sciences. Computer use for completion of assignments.

**MA 116 Introduction to Scientific Programming (Math)** *3. Prerequisite: MA 141, and either COS 100 or E 115; Corequisite: MA 241. *

Computer-based mathematical problem solving and simulation techniques using MATLAB. Emphasizes scientific programming constructs that utilize good practices in code development, including documentation and style. Covers user-defined functions, data abstractions, data visualization and appropriate use of pre-defined functions. Applications are from science and engineering. Prerequisites: MA 141 and either PMS 100 or E115. Corequisite: MA 241.

**MA 121 Elements of Calculus** *3. Prerequisite: MA 107 or 111 with a C- or better, or 480 on the SAT Subject Test in Mathematics Level 2 or the NCSU Math Skills Test, or 2 or better on an AP Calculus exam. Credit is not allowed for both MA 121 and MA 131 or MA 141.. *

For students who require only a single semester of calculus. Emphasis on concepts and applications of calculus, along with basic skills. Algebra review, functions, graphs, limits, derivatives, integrals, logarithmic and exponential functions, functions of several variables, applications in management, applications in biological and social sciences. Credit is not allowed in more than one of MA 121, 131, 141. MA 121 may not be substituted for MA 131 or MA 141 as a curricular requirement.

**MA 131 Calculus for Life and Management Sciences A** *3. Prerequisite: C- or better in MA 107 or MA 111, or 520 or better on the SAT Subject Test in Mathematcs Level 2 or the NCSU Math Skills Test, or 2 or better on an AP Calculus exam. Credit is not allowed for both MA 131 and MA 121 or MA 141.. *

First order finite difference models; derivatives - limits, power rule, graphing, and optimization; exponential and logarithmic functions - growth and decay models; integrals - computation, area, total change; applications in life, management, and social sciences. Credit not allowed for more than one of MA 121, 131, and 141.

**MA 132 Computational Mathematics for Life and Management Sciences** *1. Prerequisite: C- or better in MA 121 or MA 131. *

Computational aspects of calculus for the life and management sciences; use of spreadsheets and a computer algebra system; applications to data models, differential equation models, and optimization.

**MA 141 Calculus I** *4. Prerequisite: MA 111 or MA 108 with grade of C- or better, or 550 or better on the SAT Subject Test in Mathematics Level 2 or the NCSU Math Skills Test, or 2 or better on an AP Calculus exam. Credit is not allowed for both MA 141 and MA 121 or MA 131.. *

First of three semesters in a calculus sequence for science and engineering majors. Functions, graphs, limits, derivatives, rules of differentiation, definite integrals, fundamental theorem of calculus, applications of derivatives and integrals. Use of computation tools. Credit is not allowed for more than one of MA 141, 131, 121.

**MA 151 Calculus for Elementary Education I** *3. Prerequisite: C- or better in MA 107 or MA 111, or 520 or better on the SAT Subject Test in Mathematcs Level 2 or the NCSU Math Skills Test, or 2 or better on an AP Calculus exam. Credit is not allowed for both MA 131 and MA 121 or MA 141.. *

Calculus for Elementary Education I is the first semester of a two semester sequence of courses designed for the Elementary Education Program. Topics will include sequences, limit, and derivative. Also, topics related to teaching elementary mathematics will be discussed.
Students cannot receive credit for more than one of MA 151, MA 121, MA 131, or MA 141. MA 151 is not an accepted prerequisite for MA 231 and MA 241.
This course is restricted to Elementary Education majors only.

**MA 152 Calculus for Elementary Education II** *3. Prerequisite: MA 151. *

Calculus for Elementary Education II is the second semester of a two semester sequence of courses designed for the Elementary Education Program. Topics will include derivative, integrals, difference equations, and differential equations. Also, topics related to teaching elementary mathematics will be discussed.
This course is restricted to Elementary Education majors only. Students cannot receive credit for both MA 152 and MA 121, MA 131, or MA 141. MA 152 is not an accepted prerequisite for MA 241.

**MA 205 Elements of Matrix Computations** *3. Prerequisite: C- in MA 121, 131, or 141. *

Complex numbers and Euler's formula. Vectors in 2-D and 3-D, lines, planes, vector products and determinants. Vectors in n-D, matrices and matrix products. Algebraic systems, row operations, inverse matrices and LU factors. Least squares, undetermined systems and null and column spaces. Applications to linear systems of differential equations and/or to visualization and image filters. Emphasis is on by-hand computations, but it is to include applications and computing tools. Students cannot receive credit for more than one of MA 205, MA 305, or MA 405.

**MA 225 Foundations of Advanced Mathematics** *3. Prerequisite: MA 241. *

Introduction to mathematical proof with focus on properties of the real number system. Elementary symbolic logic, mathematical induction, algebra of sets, relations, functions, countability. Algebraic and completeness properties of the reals.

**MA 231 Calculus for Life and Management Sciences B** *3. Prerequisite: MA 131 or MA 141; Credit is not allowed for both MA 231 and MA 241.. *

Functions of several variables - partial derivatives, optimization, least squares, Lagrange multiplier method; differential equations - population growth, finance and investment models, systems, numerical methods; MA 121 is not an accepted prerequisite for MA 231.

**MA 241 Calculus II** *4. Prerequisite: MA 141 with grade of C- or better or AP Calculus credit. Credit is not allowed for both MA 241 and MA 231.. *

Second of three semesters in a calculus sequence for science and engineering majors. Techniques and applications of integration, elementary differential equations, sequences, series, power series, and Taylor's Theorem. Use of computational tools.

**MA 242 Calculus III** *4. Prerequisite: MA 241 with grade of C- or better or AP Calculus credit, or Higher Level IB credit.. *

Third of three semesters in a calculus sequence for science and engineering majors. Vectors, vector algebra, and vector functions. Functions of several variables, partial derivatives, gradients, directional derivatives, maxima and mimima. Multiple integration. Line and surface integrals, Green's Theorem, Divergence Theorems, Stokes' Theorem, and applications. Use of computational tools.

**MA 302 Numerical Applications to Differential Equations** *1. Prerequisite: MA 241. *

Numerical methods for approximating solutions for differential equations, with an emphasis on Runge-Kutta-Fehlberg methods with stepsize control. Applications to population, economic, orbital and mechanical models.

**MA 303 Linear Analysis** *3. Prerequisite: MA 241. *

Linear difference equations of first and second order, compound interest and amortization. Matrices and systems of linear equations, eigenvalues, diagonalization, systems of difference and differential equations, transform methods, population problems. Credit not allowed if credit has been obtained for MA 341 or MA 405.

**MA 305 Introductory Linear Algebra and Matrices** *3. Prerequisite: MA 241 or MA 231 with MA 132. *

The course is an elementary introduction to matrix theory and linear algebra. Emphasis is given to topics that will be useful in other disciplines, including systems of equations, Euclidean vector spaces, determinants, eigenvalues and eigenvectors, linear transformations, similarity, and applications such as numerical solutions of equations and computer graphics. Compares with MA 405 Introductory Linear Algebra, more emphasis is placed on methods and calculations,. Credit is not allowed for both MA 305 and MA 405.

**MA 315 Mathematics Methods in Atmospheric Sciences** *4. Prerequisite: MA 116, MA 141, MA 241; Corequisite: MA 242. *

For sophomore meteorology and marine science students. A complement to MA 242 designed to prepare students for quantitative atmospheric applications. Topics include an introduction to vectors and vector calculus, atmospheric waves, phase and group velocity, perturbation analysis, fourier decomposition, matrix operations, chaos and predictability. For MY, MMY, and MRM majors only.

**MA 325 Introduction to Applied Mathematics** *3. Prerequisite: (MA 231 or MA 242) and (MA 116 or CSC 112 or CSC 114 or CSC 116). *

Introduces students with multivariable calculus to five different areas of applied mathematics. These areas will be five three-week modules, which lead to higher level courses in the application areas. Topics will vary, and examples of modules areheat and mass transfer, biology and population, probability and finance, acoustic models, cryptography as well as others.

**MA 331 Differential Equations for the Life Sciences** *3. P: MA 231 or MA 241; X: Credit cannot be given for both MA 341 and MA 331. *

This course provides students with an understanding of how mathematics and life sciences can stimulate and enrich each other. The course topics include first order differential equations, separable equations, second order systems, vector and matrix systems, eigenvectors/eigenvalues, graphical and qualitative methods. The methods are motivated with examples from the biological sciences (growth models, kinetics and compartmental models, epidemic models, predator-prey, etc). Computational modeling will be carried out using SimBiology, a MATLAB toolbox based graphical user interface, which which automates and simplifies the process of modeling biological systems. Credit cannot be given for both MA 341 and MA 331.

**MA 335 Symbolic Logic** *3. Prerequisite: LOG 201 or MA 225 or CSC 226. *

Intermediate level introduction to modern symbolic logic focusing on standard first-order logic; topics include proofs, interpretations, applications and basic metalogical results.

**MA 341 Applied Differential Equations I** *3. Prerequisite: MA 242 or (MA 132 and MA 231). *

Differential equations and systems of differential equations. Methods for solving ordinary differential equations including Laplace transforms, phase plane analysis, and numerical methods. Matrix techniques for systems of linear ordinary differential equations. Credit is not allowed for both MA 301 and MA 341.

**MA 351 Introduction to Discrete Mathematical Models** *3. Prerequisite: MA 224, 225, 231 or 241. *

Basic concepts of discrete mathematics, including graph theory, Markov chains, game theory, with emphasis on applications; problems and models from areas such as traffic flow, genetics, population growth, economics, and ecosystem analysis.

**MA 401 Applied Differential Equations II** *3. Prerequisite: MA 341; Credit not allowed for both MA 401 and MA 501. *

Wave, heat and Laplace equations. Solutions by separation of variables and expansion in Fourier Series or other appropriate orthogonal sets. Sturm-Liouville problems. Introduction to methods for solving some classical partial differential equations.Use of power series as a tool in solving ordinary differential equations. Credit for both MA 401 and MA 501 will not be given.

**MA 402 Mathematics of Scientific Computing** *3. P: (MA 341 or MA 405) and programming proficiency (MATLAB, C++, Java, Fortran, or other language). *

This course will provide an overview of methods to solve quantitative problems and analyze data. The tools to be introduced are mathematical in nature and have links to Algebra, Analysis, Geometry, Graph Theory, Probability and Topology. Students will acquire an appreciation of (I) the fundamental role played by mathematics in countless applications and (II) the exciting challenges in mathematical research that lie ahead in the analysis of large data and uncertainties. Students will work on a project for each unit. While this is not a programming class, the students will do some programming through their projects.

**MA 403 Introduction to Modern Algebra** *3. Prerequisite: MA 225. *

Sets and mappings, equivalence relations, rings, integral domains, ordered integral domains, ring of integers. Other topics selected from fields, polynomial rings, real and complex numbers, groups, permutation groups, ideals, and quotient rings. Credit is not allowed for both MA 403 and MA 407.

**MA 405 Introduction to Linear Algebra** *3. Prerequisite: MA 241 (MA 225 recommended); Corequisite: MA 341 is recommended. *

This course offiers a rigorous treatment of linear algebra, including systems of linear equations, matrices, determinants, abstract vector spaces, bases, linear independence, spanning sets, linear transformations, eigenvalues and eigenvectors, similarity, inner product spaces, orthogonality and orthogonal bases, factorization of matrices. Compared with MA 305 Introductory Linear Algebra, more emphasis is placed on theory and proofs. MA 225 is recommended as a prerequisite. Credit is not allowed for both MA 305 and MA 405.

**MA 407 Introduction to Modern Algebra for Mathematics Majors** *3. Prerequisite: MA 225 and MA 405. *

Elementary number theory, equivalence relations, groups, homomorphisms, cosets, Cayley's Theorem, symmetric groups, rings, polynomial rings, quotient fields, principal ideal domains, Euclidean domains. Credit is not allowed for both MA 403 and MA 407.

**MA 408 Foundations of Euclidean Geometry** *3. Prerequisite: MA 225. *

An examination of Euclidean geometry from a modern perspective. The axiomatic approach with alternative possibilities explored using models.

**MA 410 Theory of Numbers** *3. Prerequisite: One year of calculus. *

Arithmetic properties of integers. Congruences, arithmetic functions, diophantine equations. Other topics chosen from quadratic residues, the quadratic reciprocity Law of Gauss, primitive roots, and algebraic number fields.

**MA 412 Long-Term Actuarial Models** *3. Prerequisite: MA 241 or MA 231, Corequisite: MA 421, BUS(ST) 350, ST 301, ST 305, ST 311, ST 361, ST 370, ST 371, ST 380 or equivalent. *

Long-term probability models for risk management systems. Theory and applications of compound interest, probability distributions of failure time random variables, present value models of future contingent cash flows, applications to insurance, health care, credit risk, environmental risk, consumer behavior and warranties.

**MA 413 Short-Term Actuarial Models** *3. Prerequisite: MA 241 or MA 231, and one of MA 421, ST 301, ST 305, ST 370, ST 371, ST 380, ST 421.. *

Short-term probability models for risk management systems. Frequency distributions, loss distributions, the individual risk model, the collective risk model, stochastic process models of solvency requirements, applications to insurance and businessdecisions.

**MA 416 Introduction to Combinatorics** *3. Prerequisite: MA 225 or CSC 226. *

Basic principles of counting: addition and multiplication principles, generating functions, recursive methods, inclusion-exclusion, pigeonhole principle; basic concepts of graph theory: graphs, digraphs, connectedness, trees; additional topics from:Polya theory of counting, Ramsey theory; combinatorial optimization - matching and covering, minimum spanning trees, minimum distance, maximum flow; sieves; mobius inversion; partitions; Gaussian numbers and q-analogues; bijections and involutions; partially ordered sets.

**MA 421 Introduction to Probability** *3. Prerequisite: MA 242. *

Axioms of probability, conditional probability and independence, basic combinatorics, discrete and continuous random variables, joint densities and mass functions, expectation, central, limit theorem, simple stochastic processes.

**MA 425 Mathematical Analysis I** *3. Prerequisite: MA 225 (MA 407 desirable). *

Real number system, functions and limits, topology on the real line, continuity, differential and integral calculus for functions of one variable. Infinite series, uniform convergence. Credit is not allowed for both MA 425 and MA 511.

**MA 426 Mathematical Analysis II** *3. Prerequisite: MA 425 and 405. *

Calculus of several variables, topology in n-dimensions, limits, continuity, differentiability, implicit functions, integration. Credit is not allowed for both MA 426 and MA 512.

**MA 427 Introduction to Numerical Analysis I** *3. Prerequisite: MA 341 or 301 and programming language efficiency. *

Theory and practice of computational procedures including approximation of functions by interpolating polynomials, numerical differentiation and integration, and solution of ordinary differential equations including both initial value and boundary value problems. Computer applications and techniques.

**MA 428 Introduction to Numerical Analysis II** *3. Prerequisite: MA 405 or MA 305 and programming language proficiency.. *

Computational procedures including direct and iterative solution of linear and nonlinear equations, matrices and eigenvalue calculations, function approximation by least squares, smoothing functions, and minimax approximations.

**MA 430 Mathematical Models in the Physical Sciences** *3. Prerequisite: MA 341 and MA 405. *

Application of mathematical techniques to topics in the physical sciences. Problems from such areas as conservative and dissipative dynamics, calculus of variations, control theory, and crystallography.

**MA 432 Mathematical Models in Life and Social Sciences** *3. Prerequisite: MA 341, (MA 305 or MA 405), and programming proficiency; Corequisite: (MA 421 or ST 371). *

Topics from differential and difference equations, probability, and matrix algebra applied to formulation and analysis of mathematical models in biological and social science (e.g., population growth).

**MA 437 Applications of Algebra** *3. Prerequisite: MA 403 or 407, MA 405. *

Error correcting codes, cryptography, crystallography, enumeration techniques, exact solutions of linear equations, and block designs.

**MA 440 Game Theory** *3. Prerequisite: MA 231 or MA 242. *

Game Theory as a language for modeling situations involving conflict and cooperation in the social, behavioral, economic, and biological sciences. Backward induction; dominated strategies; Nash equilibria; games with incomplete information; repeated games; evolutionary dynamics.

**MA 444 Problem Solving Strategies for Competitions** *1. *

Analyze the most common problem-solving techniques and illustrate their use by interesting examples from past Putnam and Virginia Tech math competitions. Problem solving methods are divided into groups and taught by professors of the math department. After the lecture, students practice writing the solutions for the assignment and have informal discussions in the next class.

**MA 450 Methods of Applied Mathematics I** *3. Prerequisite: MA 341. *

Mathematical methods covered include dimensional analysis, asymptotics, continuum modeling and traffic flow analysis. These topics are discussed in the context of applications and real data.
This course is independent of MA 451 Methods of Applied Mathematics II.

**MA 451 Methods of Applied Mathematics II** *3. Prerequisite: MA 341. *

The mathematical methods of this course give insight into physical continuum processes such as fluid flow and the deformation of solid elastic materials. Techniques include the modeling and formulation of equations of motion, the use of Lagrangian and Eulerian variables; further topics are: examples of incompressible fluid flow, calculus of variations and applications to optimal control problems.
This course is independent of MA 450 Methods of Applied Mathematics I.

**MA 491 Reading in Honors Mathematics** *1-6. Prerequisite: Membership in honors program. *

A reading (independent study) course available as an elective for students participating in the mathematics honors program.

**MA 493 Special Topics in Mathematics** *1-6. *

Directed individual study or experimental course offerings.

**MA 494 Major Paper in Math** *1. Corequisite: MA class at the 400-level or above. *

Introduces students to one or more forms of writing used in scientific and research environments. Students are required to take a companion math course at the 400-level or above, and adapt writing assignment(s) to the topics in the companion course.Instruction covers all phases of the writing process (planning, drafting, revising, and critiquing other people's work). Emphasis is placed on organizing for needs of a variety of readers; concise, clear expression.

**MA 499 Independent Research in Mathematics** *1-6. *

Study and research in mathematics. Topics for theoretical, modeling or computational investigation. Consent of Department Head. Honors Program should enroll in MA 491H. At most 6 hours total of MA 499 and 491H credit can be applied towards an undergraduate degree. Individualized/Independent Study and Research courses require a Course Agreement for Students Enrolled in Non-Standard Courses be completed by the student and faculty member prior to registration by the department.

**MA 501 Advanced Mathematics for Engineers and Scientists I** *3. Prerequisite: MA 341; credit not allowed for both MA 501 and MA 401. *

Survey of mathematical methods for engineers and scientists. Ordinary differential equations and Green's functions; partial differential equations and separation of variables; special functions, Fourier series. Applications to engineering and science. Not for credit by mathematics majors. Credit for this course and MA 401 is not allowed.

**MA 502 Advanced Mathematics for Engineers and Scientists II** *3. Prerequisite: MA 341.. *

Determinants and matrices; line and surface integrals, integral theorems; complex integrals and residues; distribution functions of probability. Not for credit by mathematics majors. Any student receiving credit for MA 502 may receive credit for, atmost, one of the following: MA 405, MA 512, MA 513.

**MA 504 Introduction to Mathematical Programming** *3. Prerequisite: MA 242, MA 405. *

Basic concepts of linear, nonlinear and dynamic programming theory. Not for majors in OR at Ph.D. level.

**MA 505 Linear Programming** *3. Prerequisite: MA 405. *

Introduction including: applications to economics and engineering; the simplex and interior-point methods; parametric programming and post-optimality analysis; duality matrix games, linear systems solvability theory and linear systems duality theory; polyhedral sets and cones, including their convexity and separation properties and dual representations; equilibrium prices, Lagrange multipliers, subgradients and sensitivity analysis.

**MA 507 Analysis For Secondary Teachers** *3. Prerequisite: Graduate standing. *

A course to update and broaden secondary teacher's capability and point-of-view with respect to topics in analysis. Historical development, logical refinement and applications of concepts such as limits, continuity, differentiation and integration. May be taken for graduate credit for certificate renewal by secondary school teachers. Credit towards graduate degree may be allowed only for students in mathematics education.

**MA 508 Geometry For Secondary Teachers** *3. Prerequisite: Graduate standing. *

Topics in geometry of concern to secondary teachers in their work and provision for background and enrichment. Various approaches to study of geometry, including vector geometry, transformational geometry and axiomatics. Course may be taken for graduate credit and for certificate renewal by secondary school teachers. Credit towards a graduate degree may be allowed only for students in mathematics education.

**MA 509 Abstract Algebra For Secondary Teachers** *3. Prerequisite: Graduate standing. *

From advanced viewpoint, an investigation of topics in algebra from high school curriculum. Theory of equations, polynomial rings, rational functions and elementary number theory. Course may be taken for graduate credit for certificate renewal by secondary school teachers. Credit towards a graduate degree may be allowed only for students in mathematics education.

**MA 510 Selected Topics In Mathematics For Secondary Teachers** *1-6. Prerequisite: Graduate standing. *

Coverage of various topics in mathematics of concern to secondary teachers. Topics selected from areas such as mathematics of finance, probability, statistics, linear programming and theory of games, intuitive topology, recreational math, computers and applications of mathematics. Course may be taken for graduate credit for certification renewal by secondary school teachers. Credit towards a graduate degree may be allowed only for students in mathematics education.

**MA 511 Advanced Calculus I** *3. Prerequisite: MA 341. *

Fundamental theorems on continuous functions; convergence theory of sequences, series and integrals; the Riemann integral. Credit for both MA 425 and MA 511 is not allowed.

**MA 512 Advanced Calculus II** *3. Prerequisite: MA 341. *

General theorems of partial differentiation; implicit function theorems; vector calculus in 3-space; line and surface integrals; classical integral theorems. Credit will not be given for both MA 426 and MA 512.

**MA 513 Introduction To Complex Variables** *3. Prerequisite: MA 242. *

Operations with complex numbers, derivatives, analytic functions, integrals, definitions and properties of elementary functions, multivalued functions, power series, residue theory and applications, conformal mapping.

**MA 515 Analysis I** *3. Prerequisite: MA 426. *

Metric spaces: contraction mapping principle, Tietze extension theorem, Ascoli-Arzela lemma, Baire category theorem, Stone-Weierstrass theorem, LP spaces. Banach spaces: linear operators, Hahn-Banach theorem, open mapping and closed graph theorems. Hilbert spaces: projection theorem, Riesz representation theorem, Lax-Milgram theorem, complete orthonormal sets.

**MA 518 Geometry of Curves and Surfaces** *3. Prerequisite: MA 242 and MA 405. *

Geometry of curves and surfaces in space; Arclength, torsion, and curvature of curves; Tangent spaces, shape operators, and curvatures of surfaces; metrics, covariant derivatives, geodesics, and holonomy. Applications in the physical sciences and/or projects using computer algebra.

**MA 520 Linear Algebra** *3. Prerequisite: MA 405. *

Vector spaces. Bases and dimension. Changes of basis. Linear transformations and their matrices. Linear functionals. Simultaneous triangularization and diagonalization. Rational and Jordan canonical forms. Bilinear forms.

**MA 521 Abstract Algebra I** *3. Prerequisite: MA 405 and MA 407. *

Groups, normal subgroups, quotient groups, Cayley's theorem, Sylow's theorem. Rings, ideals and quotient rings, polynomial rings. Elements of field theory.

**MA 522 Computer Algebra** *3. Prerequisite: MA 407 or MA 521 and MA 405 or MA 520. *

Basic techniques and algorithms of computer algebra. Integer arithmetic, primality tests and factorization of integers, polynomial arithmetic, polynomial factorization, Groebner bases, integration in finite terms.

**MA 523 Linear Transformations and Matrix Theory** *3. Prerequisite: MA 405. *

Vector spaces, linear transformations and matrices, orthogonality, orthogonal transformations with emphasis on rotations and reflections, matrix norms, projectors, least squares, generalized inverses, definite matrices, singular values.

**MA 524 Combinatorics I** *3. Prerequisite: MA 405 and MA 407. *

Enumerative combinatorics, including placements of balls in bins, the twelvefold way, inclusion/exclusion, sign-reversing involutions and lattice path enumeration. Partically ordered sets, lattices, distributive lattices, Moebius functions, and rational generating functions.

**MA 526 Algebraic Geometry** *3. Prerequisite: MA 521. *

Abstract theory of solutions of systems of polynomial equations. Topics covered: ideals and affine varieties, the Nullstellensatz, irreducible varieties and primary decomposition, morphisms and rational maps, computational aspects including Groebner bases and elimination theory, projective varieties and homogeneous ideals, Grassmannians, graded modules, the Hilbert function, Bezout's theorem.

**MA 528 Options and Derivatives Pricing** *3. Prerequisites: MA 341 and MA 405 and MA 421. *

The course covers (i) structure and operation of derivative markets, (ii) valuation of derivatives, (iii) hedging of derivatives, and (iv) applications of derivatives in areas of risk management and financial engineering. Models and pricing techniques include Black-Scholes model, binomial trees, Monte-Carlo simulation. Specific topics include simple no-arbitrage pricing relations for futures/forward contracts; put-call parity relationship; delta, gamma, and vega hedging; implied volatility and statistical properties; dynamic hedging strategies; interest-rate risk, pricing of fixed-income product; credit risk, pricing of defaultable securities.

**MA 531 Dynamic Systems and Multivariable Control I** *3. Prerequisite: MA 341, MA 405. *

Introduction to modeling, analysis and control of linear discrete-time and continuous-time dynamical systems. State space representations and transfer methods. Controllability and observability. Realization. Applications to biological, chemical, economic, electrical, mechanical and sociological systems.

**MA 532 Ordinary Differential Equations I** *3. Prerequisite: MA 341, 405, 425 or 511, Corequisite: MA 426 or 512. *

Existence and uniqueness theorems, systems of linear equations, fundamental matrices, matrix exponential, nonlinear systems, plane autonomous systems, stability theory.

**MA 534 Introduction To Partial Differential Equations** *3. Prerequisite: MA 425 or MA 511, MA 341, Corequisite: MA 426 or 512. *

Linear first order equations, method of characteristics. Classification of second order equations. Solution techniques for the heat equation, wave equation and Laplace's equation. Maximum principles. Green's functions and fundamental solutions.

**MA 537 Nonlinear Dynamics and Chaos** *3. Prerequisite: MA 341 and MA 405. *

Usage of computer experiments for demonstration of nonlinear dynamics and chaos and motivation of mathematical definitions and concepts. Examples from finance and ecology as well as traditional science and engineering. Difference equations and iteration of functions as nonlinear dynamical systems. Fixed points, periodic points and general orbits. Bifurcations and transition to chaos. Symbolic dynamics, chaos, Sarkovskii's Theorem, Schwarzian derivative, Newton's method and fractals.

**MA 540 Uncertainty Quantification for Physical and Biological Models** *3. Prerequisite: MA 341 and basic knowledge of probability, linear algebra, and scientific computation. *

Introduction to uncertainty quantification for physical and biological models. Parameter selection techniques, Bayesian model calibration, propagation of uncertainties, surrogate model construction, local and global sensitivity analysis.

**MA 544 Computer Experiments In Mathematical Probability** *3. Prerequisite: MA 421. *

Exposure of student to practice of performing mathematical experiments on computer, with emphasis on probability. Programming in an interactive language such as APL, MATLAB or Mathematica. Mathematical treatment of random number generation and application of these tools to mathematical topics in Monte Carlo method, limit theorems and stochastic processes for purpose of gaining mathematical insight.

**MA 546 Probability and Stochastic Processes I** *3. Prerequisite: MA 421 and MA 425 or MA 511. *

Modern introduction to Probability Theory and Stochastic Processes. The choice of material is motivated by applications to problems such as queueing networks, filtering and financial mathematics. Topics include: review of discrete probability and continuous random variables, random walks, markov chains, martingales, stopping times, erodicity, conditional expectations, continuous-time Markov chains, laws of large numbers, central limit theorem and large deviations.

**MA 547 Financial Mathematics** *3. Prerequisite: MA(ST) 546. *

Stochastic models of financial markets. No-arbitrage derivativepricing. From discrete to continuous time models. Brownian motion, stochastic calculus, Feynman-Kac formula and tools for European options and equivalent martingale measures. Black-Scholes formula. Hedging strategies and management of risk. Optimal stopping and American options. Term structure models and interest rate derivatives. Stochastic volatility models.

**MA 548 Monte Carlo Methods for Financial Math** *3. Prerequisites: (MA 421 or ST 421), MA 341, and MA 405. *

Monte Carlo (MC) methods for accurate option pricing, hedging and risk management. Modeling using stochastic asset models (e.g. geometric Brownian motion) and parameter estimation. Stochastic models, including use of random number generators, random paths and discretization methods (e.g. Euler-Maruyama method), and variance reduction. Implementation using Matlab. Incorporation of the latest developments regarding MC methods and their uses in Finance.

**MA 549 Financial Risk Analysis** *3. Prerequisites: MA 405 and (MA 421 or ST 421) and (MA/ST 412 or MA/ST 413). *

This course focuses on mathematical methods to analyze and manage risks associated with financial derivatives. Topics covered include aggregate loss distributions, extreme value theory, default probabilities, Value-at-Risk and expected shortfall, coherent risk measures, correlation and copula, applications of principle component analysis and Monte Carlo simulations in financial risk management, how to use stochastic differential equations to price financial risk derivatives, and how to back-test and stress-test models.

**MA 551 Introduction to Topology** *3. Prerequisite: MA 426. *

Set theory, topological spaces, metric spaces, continuous functions, separation, cardinality properties, product and quotient topologies, compactness, connectedness.

**MA 555 Introduction to Manifold Theory** *3. Prerequisite: MA 405 and MA 426. *

An introduction to smooth manifolds. Topics include: topological and smooth manifolds, smooth maps and differentials, vector fields and flows, Lie derivatives, vector bundles, tensors, differential forms, exterior calculus, and integration on manifolds.

**MA 561 Set Theory and Foundations Of Mathematics** *3. Prerequisite: MA 407. *

Logic and axiomatic approach, the Zermelo-Fraenkel axioms and other systems, algebra of sets and order relations, equivalents of the Axiom of Choice, one-to-one correspondences, cardinal and ordinal numbers, the Continuum Hypothesis.

**MA 565 Graph Theory** *3. Prerequisite: CSC 224 or MA 351.. *

Basic concepts of graph theory. Trees and forests. Vector spaces associated with a graph. Representation of graphs by binary matrices and list structures. Traversability. Connectivity. Matchings and assignment problems. Planar graphs. Colorability. Directed graphs. Applications of graph theory with emphasis on organizing problems in a form suitable for computer solution.

**MA 573 Mathematical Modeling of Physical and Biological Processes I** *3. Prerequisite: MA 341 and knowledge of high-level programming language.. *

Introduction to model development for physical and biological applications. Mathematical and statistical aspects of parameter estimation. Compartmental analysis and conservation laws, heat transfer, and population and disease models. Analytic and numerical solution techniques and experimental validation of models. Knowledge of high-level programming languages required.

**MA 574 Mathematical Modeling of Physical and Biological Processes II** *3. Prerequisite: MA/BMA 573. *

Model development, using Newtonian and Hamiltonian principles, for acoustic and fluid applications, and structural systems including membranes, rods, beams, and shells. Fundamental aspects of electromagnetic theory. Analytic and numerical solution techniques and experimental validation of models.

**MA 580 Numerical Analysis I** *3. Prerequisite: MA 405; MA 425 or MA 511; high-level computer language. *

Algorithm behavior and applicability. Effect of roundoff errors, systems of linear equations and direct methods, least squares via Givens and Householder transformations, stationary and Krylov iterative methods, the conjugate gradient and GMRES methods, convergence of method.

**MA 583 Introduction to Parallel Computing** *3. Prerequisite: CSC 302 or MA 402 or MA/CSC 428 or MA/CSC 580. *

Introduction to basic parallel architectures, algorithms and programming paradigms; message passing collectives and communicators; parallel matrix products, domain decomposition with direct and iterative methods for linear systems; analysis of efficiency, complexity and errors; applications such as 2D heat and mass transfer.

**MA 584 Numerical Solution of Partial Differential Equations--Finite Difference Methods** *3. Prerequisite: MA 501; knowledge of a high level programming language. *

Survey of finite difference methods for partial differential equations including elliptic, parabolic and hyperbolic PDE's. Consideration of both linear and nonlinear problems. Theoretical foundations described; however, emphasis on algorithm design and implementation.

**MA 587 Numerical Solution of Partial Differential Equations--Finite Element Method** *3. Prerequisite: MA 501; knowledge of a high level programming language. *

Introduction to finite element method. Applications to both linear and nonlinear elliptic and parabolic partial differential equations. Theoretical foundations described; however, emphasis on algorithm design and implementation.

**MA 591 Special Topics** *1-6. *

**MA 676 Master's Project** *3. *

Investigation of some topic in mathematics to a deeper and broader extent than typically done in a classroom situation. For the applied mathematics student the topic usually consists of a realistic application of mathematics to student's minor area.A written and oral report on the project required.

**MA 685 Master's Supervised Teaching** *1-3. Prerequisite: Master's student. *

Teaching experience under the mentorship of faculty who assist the student in planning for the teaching assignment, observe and provide feedback to the student during the teaching assignment, and evaluate the student upon completion of the assignment.

**MA 689 Non-Thesis Master Continuous Registration - Full Time Registration** *3. Prerequisite: Master's student. *

For students in non-thesis master's programs who have completed all credit hour requirements for their degree but need to maintain full-time continuous registration to complete incomplete grades, projects, final master's exam, etc. Students may register for this course a maximum of one semester.

**MA 690 Master's Examination** *1-9. Prerequisite: Master's student. *

For students in non thesis master's programs who have completed all other requirements of the degree except preparing for and taking the final master's exam.

**MA 693 Master's Supervised Research** *1-9. Prerequisite: Master's student. *

Instruction in research and research under the mentorship of a member of the Graduate Faculty.

**MA 695 Master's Thesis Research** *1-9. Prerequisite: Master's student. *

Thesis Research.

**MA 696 Summer Thesis Research** *1. Prerequisite: Master's student. *

For graduate students whose programs of work specify no formal course work during a summer session and who will be devoting full time to thesis research.

**MA 699 Master's Thesis Preparation** *1-9. Prerequisite: Master's student. *

For students who have completed all credit hour requirements and full-time enrollment for the master's degree and are writing and defending their thesis. Credits Arranged.

**MA 706 Nonlinear Programming** *3. Prerequisite: OR(IE,MA) 505 and MA 425. *

An advanced mathematical treatment of analytical and algorithmic aspects of finite dimensional nonlinear programming. Including an examination of structure and effectiveness of computational methods for unconstrained and constrained minimization. Special attention directed toward current research and recent developments in the field.

**MA 708 Integer Programming** *3. Prerequisite: MA 405, OR (MA,IE) 505, Corequisite: Some familiarity with computers (e.g., CSC 112). *

General integer programming problems and principal methods of solving them. Emphasis on intuitive presentation of ideas underlying various algorithms rather than detailed description of computer codes. Students have some "hands on" computing experience that should enable them to adapt ideas presented in course to integer programming problems they may encounter.

**MA 715 Analysis II** *3. Prerequisite: MA 515. *

Integration: Legesgue measure and integration, Lebesgue-dominated convergence and monotone convergence theorems, Fubini's theorem, extension of the fundamental theorem of calculus. Banach spaces: Lp spaces, weak convergence, adjoint operators, compact linear operators, Fredholm-Fiesz Schauder theory and spectral theorem.

**MA 716 Advanced Functional Analysis** *3. Prerequisite: MA 715. *

Advanced topics in functional analysis such as linear topological spaces; Banach algebra, spectral theory and abstract measure theory and integration.

**MA 719 Vector Space Methods in System Optimization** *3. Prerequisite: MA 405, 511. *

Introduction to algebraic and function-analytic concepts used in system modeling and optimization: vector space, linear mappings, spectral decomposition, adjoints, orthogonal projection, quality, fixed points and differentials. Emphasis on geometricinsight. Topics include least square optimization of linear systems, minimum norm problems in Banach space, linearization in Hilbert space, iterative solution of system equations and optimization problems. Broad range of applications in operations research and system engineering including control theory, mathematical programming, econometrics, statistical estimation, circuit theory and numerical analysis.

**MA 720 Lie Algebras** *3. Prerequisite: MA 520, MA 521. *

Definition of Lie algebras and examples. Nilpotent, solvable and semisimple Lie algebras. Engel's theorem, Lie's Theorem, Killing form and Cartan's criterion. Weyl's theorem on complete reducibility. Representations of s1(2,C). Root space decomposition of semisimple Lie algebras. Root system and Weyl group.

**MA 721 Abstract Algebra II** *3. Prerequisite: MA 521. *

Field extensions, Galois theory, modules, tensor products, exterior products.

**MA 722 Computer Algebra II** *3. Prerequisite: MA 522. *

Effective algorithms for symbolic matrices, commutative algebra, real and complex algebraic geometry, and differential and difference equations. The emphasis is on the algorithmic aspects.

**MA 723 Theory of Matrices and Applications** *3. Prerequisite: MA 520 or 523. *

Canonical forms, functions of matrices, variational methods, perturbation theory, numerical methods, nonnegative matrices, applications to differential equations, Markov chains.

**MA 724 Combinatorics II** *3. Prerequisite: MA 524. *

Polytopes(V-polytopes and H-polytopes). Fourier-Motzkin elimination, Farkas Lemma, face numbers of polytopes, graphs of polytopes, linear programming for geometers, Balinski's Theorem, Steinitz' Theorem, Schlegel diagrams, polyhedral complexes, shellability, and face rings.

**MA 725 Lie Algebra Representation Theory** *3. Prerequisite: MA 720. *

Semisimple Lie algebras, root systems, Weyl groups, Cartan matrices and Dynkin diagrams, universal enveloping algebras, Serre's Theorem, Kac-Moody algebras, highest weight representations of finite dimensional semisimple algebras and affine Lie algebras, Kac-Weyl character formula.

**MA 731 Dynamic Systems and Multivariable Control II** *3. Prerequisite: MA 531. *

Stability of equilibrium points for nonlinear systems. Liapunov functions. Unconstrained and constrained optimal control problems. Pontryagin's maximum principle and dynamic programming. Computation with gradient methods and Newton methods. Multidisciplinary applications.

**MA 732 Ordinary Differential Equations II** *3. Prerequisite: MA 532, Corequisite: MA 515. *

Existence-uniqueness theory, periodic solutions, invariant manifolds, bifurcations, Fredholm's alternative.

**MA 734 Partial Differential Equations** *3. Prerequisite: MA 534, Corequisite: MA 515. *

Linear second order parabolic, elliptic and hyperbolic equations. Initial value problems and boundary value problems. Iterative and variational methods. Existence, uniqueness and regularity. Nonlinear equations and systems.

**MA 746 Introduction To Stochastic Processes** *3. Prerequisite: MA 405 and MA(ST) 546 or ST 521. *

Markov chains and Markov processes, Poisson process, birth and death processes, queuing theory, renewal theory, stationary processes, Brownian motion.

**MA 747 Probability and Stochastic Processes II** *3. Prerequisite: MA(ST) 546. *

Fundamental mathematical results of probabilistic measure theory needed for advanced applications in stochastic processes. Probability measures, sigma-algebras, random variables, Lebesgue integration, expectation and conditional expectations w.r.t.sigma algebras, characteristic functions, notions of convergence of sequences of random variables, weak convergence of measures, Gaussian systems, Poisson processes, mixing properties, discrete-time martingales, continuous-time markov chains.

**MA 748 Stochastic Differential Equations** *3. Prerequisite: MA(ST) 747. *

Theory of stochastic differential equations driven by Brownian motions. Current techniques in filtering and financial mathematics. Construction and properties of Brownian motion, wiener measure, Ito's integrals, martingale representation theorem, stochastic differential equations and diffusion processes, Girsanov's theorem, relation to partial differential equations, the Feynman-Kac formula.

**MA 753 Algebraic Topology** *3. Prerequisite: MA 551. *

Homotopy, fundamental group, covering spaces, classification of surfaces, homology and cohomology.

**MA 755 Introduction to Riemannian Geometry** *3. Prerequisite: MA 555. *

An introduction to smooth manifolds with metric. Topics include: Riemannian metric and generalizations, connections, covariant derivatives, parallel translation, Riemannian (or Levi-Civita) connection, geodesics and distance, curvature tensor, Bianchi identities, Ricci and scalar curvatures, isometric embeddings, Riemannian submanifolds, hypersurfaces, Gauss Bonnet Theorem; applications and connections to other fields.

**MA 766 Network Flows** *3. Prerequisite: OR(IE,MA) 505. *

Study of problems of flows in networks. These problems include the determination of shortest chain, maximal flow and minimal cost flow in networks. Relationship between network flows and linear programming developed as well as problems with nonlinear cost functions, multi-commodity flows and problem of network synthesis.

**MA 771 Biomathematics I** *3. Prerequisite: Advanced calculus, reasonable background in biology. *

Role of theory construction and model building in development of experimental science. Historical development of mathematical theories and models for growth of one-species populations (logistic and off-shoots), including considerations of age distributions (matrix models, Leslie and Lopez; continuous theory, renewal equation). Some of the more elementary theories on the growth of organisms (von Bertalanffy and others; allometric theories; cultures grown in a chemostat). Mathematical theories oftwo and more species systems (predator-prey, competition, symbosis; leading up to present-day research) and discussion of some similar models for chemical kinetics. Much emphasis on scrutiny of biological concepts as well as of mathematical structureof models in order to uncover both weak and strong points of models discussed. Mathematical treatment of differential equations in models stressing qualitative and graphical aspects, as well as certain aspects of discretization. Difference equation models.

**MA 772 Biomathematics II** *3. Prerequisite: BMA 771, elementary probability theory. *

Continuation of topics of BMA 771. Some more advanced mathematical techniques concerning nonlinear differential equations of types encountered in BMA 771: several concepts of stability, asymptotic directions, Liapunov functions; different time-scales. Comparison of deterministic and stochastic models for several biological problems including birth and death processes. Discussion of various other applications of mathematics to biology, some recent research.

**MA 773 Stochastic Modeling** *3. Prerequisite: BMA 772 or ST (MA) 746. *

Survey of modeling approaches and analysis methods for data from continuous state random processes. Emphasis on differential and difference equations with noisy input. Doob-Meyer decomposition of process into its signal and noise components. Examples from biological and physical sciences, and engineering. Student project.

**MA 774 Partial Differential Equation Modeling in Biology** *3. Prerequisite: BMA 771 or MA/OR 731; BMA 772 or MA 401 or MA 501. *

Modeling with and analysis of partial differential equations as applied to real problems in biology. Review of diffusion and conservation laws. Waves and pattern formation. Chemotaxis and other forms of cell and organism movement. Introduction to solid and fluid mechanics/dynamics. Introductory numerical methods. Scaling. Perturbations, Asymptotics, Cartesian, polar and spherical geometries. Case studies.

**MA 780 Numerical Analysis II** *3. Prerequisite: MA 580. *

Approximation and interpolation, Fast Fourier Transform, numerical differentiation and integration, numerical solution of initial value problems for ordinary differential equations.

**MA 784 Nonlinear Equations and Unconstrained Optimization** *3. Prerequisite: MA 580. *

Newton's method and Quasi-Newton methods for nonlinear equations and optimization problems, globally convergent extensions, methods for sparse problems, applications to differential equations, integral equations and general minimization problems. Methods appropriate for boundary value problems.

**MA 785 Numerical Solution of Ordinary Differential Equations** *3. Prerequisite: MA 511 or 512. *

Numerical methods for initial value problems including predictor-corrector, Runge-Kutta, hybrid and extrapolation methods; stiff systems; shooting methods for two-point boundary value problems; weak, absolute and relative stability results.

**MA 788 Numerical Nonlinear Partial Differential Equations** *3. Prerequisite: MA 405 or 520 and MA 501 or 534; knowledge of a high level programming language. *

Nonlinear discrete equations; Newton and monotone methods for nonlinear equations; computational algorithms and applications; finite difference method-convergence, stability and error estimates; multiplicity of solutions and bifurcation; asymptotic behavior of solutions; and coupled systems of equations.

**MA 790 Advanced Special Topics System Optimization** *1-6. *

Advanced topics in some phase of system optimization using traditional course format. Identification of various specific topics and prerequisites for each section from term to term.

**MA 791 Special Topics In Real Analysis** *1-6. *

**MA 792 Special Topics In Algebra** *1-6. *

**MA 793 Special Topics In Differential Equations** *1-6. *

**MA 796 Special Topics In Combinatorial Analysis** *1-6. *

**MA 797 Special Topics In Applied Mathematics** *1-6. *

**MA 798 Special Topics In Numerical Analysis** *1-6. *

**MA 810 Special Topics** *1-6. *

**MA 812 Special Topics in Mathematical Programming** *1-6. Prerequisite: IE(MA,OR) 505. *

Study of special advanced topics in area of mathematical programming. Discussion of new techniques and current research in this area. The faculty responsible for this course select areas to be covered during semester according to their preference and interest. This course not necessarily taught by an individual faculty member but can, on occasion, be joint effort of several faculty members from this university as well as visiting faculty from other institutions. To date, a course of Theory of Networks and another on Integer Programming offered under the umbrella of this course. Anticipation that these two topics will be repeated in future together with other topics.

**MA 816 Advanced Special Topics Sys Opt** *1-6. *

Advanced topics in some phase of system optimization. Identification of various specific topics and prerequisite for each section from term to term.

**MA 885 Doctoral Supervised Teaching** *1-3. Prerequisite: Doctoral student. *

Teaching experience under the mentorship of faculty who assist the student in planning for the teaching assignment, observe and provide feedback to the student during the teaching assignment, and evaluate the student upon completion of the assignment.

**MA 890 Doctoral Preliminary Examination** *1-9. Prerequisite: Doctoral student. *

For students who are preparing for and taking written and/or oral preliminary exams.

**MA 893 Doctoral Supervised Research** *1-9. Prerequisite: Doctoral student. *

Instruction in research and research under the mentorship of a member of the Graduate Faculty.

**MA 895 Doctoral Dissertation Research** *1-9. Prerequisite: Doctoral student. *

Dissertation Research.

**MA 896 Summer Dissertation Research** *1. Prerequisite: Doctoral student. *

For graduate students whose programs of work specify no formal course work during a summer session and who will be devoting full time to thesis research.

**MA 899 Doctoral Dissertation Preparation** *1-9. Prerequisite: Doctoral student. *

For students who have completed all credit hour requirements, full-time enrollment, preliminary examination, and residency requirements for the doctoral degree, and are writing and defending their dissertations.