MATH 558 B1 - Methods of Applied Mathematics
Introduction to modern methods of applied mathematics, including nondimensionalization and scaling analysis, regular and singular asymptotics, analysis of multiscale systems, and analysis of complex systems. Each technique is illustrated with applications from science and engineering. The mathematical frameworks will include ordinary, partial and stochastic differential equations, point processes, and Markov chains. Course Information: Prerequisite: Undergraduate background in ODEs, PDEs, and probability theory (MATH 441, MATH 442, and MATH 461, or equivalents), or consent of instructor.
Undergraduate students may register with approval. For more information go to room 313 AH. Students from the following programs must contact the Director of Graduate Studies in Mathematics Academic Program Restrictions: MS: Financial Engineering
Course Level: Graduate Credit: 4 Term(s): Fall
Option 1Number of Required Visit(s): 0
Academic Program Restrictions:
MS: Financial Engineering
Course Level: Graduate