Classical and Modern Numerical Analysis: Theory, Methods and Practice provides a sound foundation in numerical analysis for more specialized topics, such as finite element theory, advanced numerical linear algebra, and optimization. It prepares graduate students for taking doctoral examinations in numerical analysis.
The text covers the main areas of introductory numerical analysis, including the solution of nonlinear equations, numerical linear algebra, ordinary differential equations, approximation theory, numerical integration, and boundary value problems. Focusing on interval computing in numerical analysis, it explains interval arithmetic, interval computation, and interval algorithms. The authors illustrate the concepts with many examples as well as analytical and computational exercises at the end of each chapter.
This advanced, graduate-level introduction to the theory and methods of numerical analysis supplies the necessary background in numerical methods so that students can apply the techniques and understand the mathematical literature in this area. Although the book is independent of a specific computer program, MATLAB(R) code is available on the authors' website to illustrate various concepts.
Theory and applications for such statistical learning techniques as linear and logistic regression, classification and regression trees, random forests, neutral networks. Other topics might include: fit quality assessment, model validation, resampling methods. R Statistical programming will be used throughout the course.
Further development and applications of concepts from MATH 4331. Topics may vary depending on the instructor's choice. Possibilities include: Fourier series, point-set topology, measure theory, function spaces, and/or dynamical systems.
ODEs as models for systems in biology, physics, and elsewhere; existence and uniqueness of solutions; linear theory; stability of solutions; bifurcations in parameter space; applications to oscillators and classical mechanics.
Instructor's Description: This is an one semester course which introduces core areas of numerical analysis and scientific computing along with basic themes such as solving nonlinear equations, interpolation and splines fitting, curve fitting, numerical differentiation and integration, initial value problems of ordinary differential equations, direct methods for solving linear systems of equations, and finite-difference approximation to a two-points boundary value problem. This is an introductory course and will be a mix of mathematics and computing.
Additional Notes: This is a proof-based course. It will cover Chapters 1-4 and the first two sections of Chapter 5. Topics include systems of linear equations, vector spaces and linear transformations (developed axiomatically), matrices, determinants, eigenvectors and diagonalization.
Instructor's Additional notes: This is the second semester of Advanced Linear Algebra. I plan to cover Chapters 5, 6, and 7 of textbook. These chapters cover Eigenvalues, Eigenvectors, Diagonalization, Cayley-Hamilton Theorem, Inner Product spaces, Gram-Schmidt, Normal Operators (in finite dimensions), Unitary and Orthogonal operators, the Singular Value Decomposition, Bilinear and Quadratic forms, Special Relativity (optional), Jordan Canonical form.
Abstract Algebra , A First Course by Dan Saracino. Waveland Press, Inc. ISBN 0-88133-665-3
(You can use the first edition. The second edition contains additional chapters that cannot be covered in this course.)
Other Notes: This course is meant for students who wish to pursue a Master of Arts in Mathematics (MAM). Please contact me in order to find out whether this course is suitable for you and/or your degree plan. Notice that this course cannot be used for MATH 3330, Abstract Algebra.
First-order equations, existence and uniqueness theory; second and higher order linear equations; Laplace transforms; systems of linear equations; series solutions. Theory and applications emphasized throughout. Applies toward the Master of Arts in Mathematics degree; does not apply toward the Master of Science in Mathematics or the Master of Science in Applied Mathematics degrees.
This is an one semester course which introduces core areas of numerical analysis and scientific computing along with basic themes such as solving nonlinear equations, interpolation and splines fitting, curve fitting, numerical differentiation and integration, initial value problems of ordinary differential equations, direct methods for solving linear systems of equations, and finite-difference approximation to a two-points boundary value problem. This is an introductory course and will be a mix of mathematics and computing.
Proportionality and geometric similarity, empirical modeling with multiple regression, discrete dynamical systems, differential equations, simulation and optimization. Computing assignments require only common spreadsheet software and VBA programming.
Data collection and types of data, descriptive statistics, probability, estimation, model assessment, regression, analysis of categorical data, analysis of variance. Computing assignments using a prescribed software package (e.g., R or Matlab) will be given. Applies toward the Master of Arts in Mathematics degree; does not apply toward Master of Science in Mathematics or the Master of Science in Applied Mathematics degrees.
Additional Description: This is primarily a course about analysis on topological groups. The aim is to explain how many of the techniques from classical and harmonic analysis can be extended to the setting of locally compact groups (i.e. groups possessing a locally compact topology which is compatible with their algebraic structure). In the first part of the course we will review basic point set topology and introduce the concept of a topological group. The examples of p-adic numbers and the Adeles will be presented in detail, and we will also spend some time discussing SL_2(R). Next we will talk about characters on topological groups, Pontryagin duality, Haar measure, the Fourier transform, and the inversion formula. We will focus on developing details in specific groups (including those mentioned above), and applications to ergodic theory and to number theory will be discussed.
Lebesque measure and integration, differentiation of real functions, functions of bounded variation, absolute continuity, the classical Lp spaces, general measure theory, and elementary topics in functional analysis.
Instructor's Additional Notes: Math 6321 is the second course in a two-semester sequence intended to introduce the theory and techniques of modern analysis. The core of the course covers elements of functional analysis, Radon measures, elements of harmonic analysis, the Fourier transform, distribution theory, and Sobolev spaces. Additonal topics will be drawn from potential theory, ergodic theory, and the calculus of variations.
Constrained and unconstrained finite dimensional nonlinear programming, optimization and Euler-Lagrange equations, duality, and numerical methods. Optimization in Hilbert spaces and variational problems. Euler-Lagrange equations and theory of the second variation. Application to integral and differential equations.
Additional Description: This course consists of two parts. The first part is concer- ned with an introduction to Stochastic Linear Programming (SLP) and Dynamic Programming (DP). As far as DP is concerned, the course focuses on the theory and the appli- cation of control problems for linear and nonlinear dynamic systems both in a deterministic and in a stochastic frame- work. Applications aim at decision problems in finance. In the second part, we deal with continuous-time systems and optimal control problems in function space with em- phasis on evolution equations.
Instructor's Description (contents of this course have been modified since last year): Lectures F2F & online via Microsoft Teams. Focus on understanding key algorithms for Automatic Learning . Emphasis on mathematical concepts but not on proving theorems. Applications of Machine Learning techniques to real data sets, through homeworks projects.
Catalog Description: A survey of probability theory, probability models, and statistical inference. Includes basic probability theory, stochastic processes, parametric and nonparametric methods of statistics.
Instructor's Description: This course is designed for graduate students who have been exposed to basic probability and statistics and would like to learn more advanced statistical theory and techniques in modelling data of various types, including continuous, binary, counts and others. The selected topics will include basic probability distributions, likelihood function and parameter estimation, hypothesis testing, regression models for continuous and categorical response variables, variable selection methods, model selection, large sample theory, shrinkage models, ANOVA and some recent advances