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Mathematical Sciences - Graduate Courses

Mathematics   MA 501 Introduction to Mathematical Analysis Close This course is an introduction to the basic ideas of pre-calculus and calculus for the people who need preparation or review before taking more advanced courses. The exact content depends upon the particular needs of those enrolled and the requirements of degree programs they are pursuing. Topics covered will be selected from the following: algebra, functions, and graphs; slopes and secant lines; derivatives; chain rule; optimization; curve sketching; integration; the exponential and natural logarithm; and probability density functions and integration by parts. This course may not be taken for credit towards a degree at Stevens. MA 502 Mathematical Foundations of Computer Science Close This course provides the necessary mathematical prerequisites for the computer science master’s program and also serves as a foundation for further study in mathematics. The topics covered include prepositional calculus: predicates and quantifiers; elementary number theory and methods of proof; mathematical induction; elementary set theory; combinatorics; functions and relations; countability; recursion and O-notation. Applications to computer science are stressed. MA 503  / CS 503  Discrete Mathematics for Cryptography Close Topics include basic discrete probability, including urn models and random mappings; a brief introduction to information theory; elements of number theory including the prime number theorem, the Euler phi function, the Euclidean algorithm, the Chinese remainder theorem; and elements of abstract algebra and finite fields including basic fundamentals of groups, rings, polynomial rings, vector spaces, and finite fields. Carries credit toward the Applied Mathematics degree only when followed by CS 668. MA 505 Introduction to Mathematical Methods Close Elementary mathematical techniques important to applied mathematics. Topics covered include review of functions and continuity; ordinary and partial derivatives; integration; ordinary and partial differential equations; infinite series and numerical techniques for solving differential equations; and multiple integration and surface integrals. Applications to problems of applied mathematics are given where feasible. MA 525 Introduction to Computational Science Close This course is primarily for students interested in using numerical methods to solve problems in mathematics, science, engineering, and management. Computational projects will be a significant part of this course and it is expected that students already have experience programming in at least one high level language. Standard topics include numerical solutions of ordinary and partial differential equations, techniques in numerical linear algebra, the Fast Fourier Transform, optimization methods, and an introduction to parallel programming. Additional topics will depend on the interests of the instructor and students. MA 529 Applied Mathematics for Engineers and Scientists I Close Review of limits, continuity, partial differentiation, Leibnitz’s rule; implicit functions and Jacobians; gradients, divergence, curl, line and surface integrals; theorems of Stokes, Gauss and Green; complex numbers, elementary functions, analytic functions, complex integration, power series, residue theorem, evaluation of real definite integrals; systems of linear equations, rank, eigenvalues and eigenvectors. MA 530 Applied Mathematics for Engineers and Scientists II Close Review of first order and second order constant coefficient differential equations, nonhomogeneous equations; series solutions, Bessel and Legendre functions; boundary value problems, Fourier-Bessel series and separation of variables for partial differential equations; classification of partial differential equations; Laplace transform methods; calculus of variations; introduction to finite-difference methods. MA 534 Methods of Applied Mathematics Close Difference equations; calculus of variations; integral equations; and applications to engineering and science. MA 540 Introduction to Probability Theory Close Sample space, events, and probability; basic counting techniques and combinatorial probability; random variables, discrete and continuous; probability mass, probability density, and cumulative distribution functions; expectation and moments; some common distributions; jointly distributed random variables, conditional distributions and independence, bivariate normal, and transformations of variables; and Central Limit Theorem. Some additional topics may include an introduction to confidence intervals and hypothesis testing. MA 541 Statistical Methods Close This course offers an introduction to exploratory data analysis and the use of basic statistical tools. Topics will include: data collection; descriptive statistics, and graphical and tabular treatment of quantitative, qualitative, and count data; detecting relations between variables; confidence intervals and hypothesis testing for one and two samples; simple and multiple linear regression; analysis of variance; design of experiments; and nonparametric methods. Selected topics, such as quality control and time series analysis, may also be included. Statistical software will be used throughout the course and statistical inference will be based on examples using real data. Students will participate in group projects of data analysis. They will be trained in the different phases of the professional statistician’s work, namely: data collection, description, analysis, testing, and presentation of the conclusions. MA 547 Advanced Calculus I Close Elementary topology of Euclidean spaces; differential calculus of functions of several variables; inverse and implicit function theorems; integration; differential forms; and theorems of Gauss, Green, and Stokes. MA 548 Advanced Calculus II Close A continuation of MA 547, but with greater emphasis on mathematical rigor. Topics covered may include convergence of series, Riemann-Stieltjes integration, functions of bounded variation, metric spaces, introduction to measure theory, and functional analysis. MA 552 Linear Algebra Close Fields and vector spaces; subspaces and quotient spaces; basis and dimension; linear transformations and matrices; determinants; and the theory of a single linear transformation. MA 560 Special Topics in Mathematics Close Special topics in mathematics not covered in regularly scheduled courses and suitable for both graduates and advanced undergraduates. May be taken more than once. MA 603-604 Methods of Mathematical Physics I-II Close A unified development of mathematical tools for treating a variety of problems in physics and engineering. Linear algebra, normed and inner product spaces, and spectral theory of operators; integral equations; boundary value problems for ordinary and partial differential equations; Green’s functions; calculus of variations; and other related topics as time permits. Problem solving is stressed. MA 605 Foundations of Algebra I Close Topics covered in the sequence MA 605-606 include: elementary number theory, basic group theory, Lagrange’s theorem, isomorphism theorems, solvability, direct products, Jordan-Holder theorem, Sylow theorems, basic properties of rings, quotient rings, field of quotients of an integral domain, polynomial rings, factorization, elementary properties of fields, field extensions, and Galois theory.   MA 606 Foundations of Algebra II Close Topics covered in the sequence MA 605-606 include: elementary number theory, basic group theory, Lagrange’s theorem, isomorphism theorems, solvability, direct products, Jordan-Holder theorem, Sylow theorems, basic properties of rings, quotient rings, field of quotients of an integral domain, polynomial rings, factorization, elementary properties of fields, field extensions, and Galois theory. MA 611 Probability Close Foundations of probability, random variables and their distributions, discrete and continuous random variables, independence, expectation and conditioning, generating functions, multivariate distributions, convergence of random variables, and classical limit theorems. Prerequisite: MA 222 or MA 540 or equivalent MA 612 Mathematical Statistics Close Point estimation, method of moments, maximum likelihood, and properties of point estimators; confidence intervals and hypothesis testing; sufficiency; Neyman-Pearson theorem, uniformly most powerful tests, and likelihood ratio tests; and Fisher information and the Cramer-Rao inequality. Additional topics may include nonparametric statistics, decision theory, and linear models. MA 615 Numerical Analysis I Close The MA 615-616 sequence covers topics in numerical analysis and numerical methods including: errors and accuracy; polynomial approximation; interpolation; numerical differentiation and integration; numerical solution of differential equations; least square and minimum-maximum error approximations; nonlinear equations; simultaneous linear equations; summing series, Fourier series, filter design, the frequency approach, design of numerical tools, and statistics of error analysis; eigenvalues and eigenvectors of matrices; and the orientation throughout is toward computers. MA 616 Numerical Analysis II Close The MA 615-616 sequence covers topics in numerical analysis and numerical methods including: errors and accuracy; polynomial approximation; interpolation; numerical differentiation and integration; numerical solution of differential equations; least square and minimum-maximum error approximations; nonlinear equations; simultaneous linear equations; summing series, Fourier series, filter design, the frequency approach, design of numerical tools, and statistics of error analysis; eigenvalues and eigenvectors of matrices; and the orientation throughout is toward computers. MA 619 Introductory Sampling Close This course covers basic ideas in sampling theory and uses only elementary mathematics. Topics include multistage sampling, stratified sampling, systematic sampling, self-weighting samples, and optimum allocation. MA 623 Stochastic Process Close Random walks and Markov chains; Brownian motions and Markov processes; and applications, stationary (wide sense) processes, infinite divisibility, and spectral decomposition.  By permission of instructor. MA 625 Fundamentals of Geometry Close Absolute geometry as founded on axioms of incidence, order, congruence, and continuity; models of absolute geometry and problems of consistency; independence and categoricity of an axiom system; Euclidean and non-Euclidean geometry; brief description of the Erlangen program; and classical differential geometry of surfaces. MA 627 Combinatorial Analysis Close Fundamental laws of counting, permutations, combinations, recurrence relations, Mšbius inversion, probleme des menages, probleme des recontres, partitions, trees, generating functions, Ramsey theory, transversal theory, and matroid theory. MA 629 Convex Analysis and Optimization Close The objective of this course is to introduce the students to the basic results of convex analysis and optimization. The properties of nonlinear non-smooth optimization models will be analyzed. Topics include: separation and representation of convex sets, properties of convex functions, subgradients, optimality conditions, saddle points, constraint qualifications, Fenchel and Lagrange duality, and sensitivity analysis. Examples of optimization models from probability, statistics, and approximation theory will be discussed, as well as some basic models from management, finance, telecommunications, and other fields. MA 630 Numerical Methods of Optimization Close The objective of this course is to introduce the students to the most popular numerical methods for solving nonlinear and non-smooth optimization problems. The techniques will be based on the properties of nonlinear non-smooth optimization models and optimality conditions. Linear optimization techniques will be treated as a special case. Some emphasis will be put on using optimization software. Examples using AMPL and CPLEX will be demonstrated in class. Topics include line search, non-derivative methods, basic decent methods, conjugate gradient methods, subgradient methods, Newton methods, projection methods, penalty, barrier, interior point methods, Lagrangian methods, bundle methods, trust-region method, numerical treatment of non-convex models, and decomposition methods. MA 632 Game Theory Close Strategic games and Nash equilibrium, strictly competitive (zero-sum) games and max-minimization, sStrategic games with imperfect information (Bayesian games), extensive games with perfect information (bargaining and repeated games), extensive games with imperfect information and signaling games, coalitional games (the core, stable sets, and bargaining sets), and auctions. MA 633 Generalized Functions and Other Operational Methods Close Modern theory of the delta function and other generalized functions: Fourier and Laplace transforms and applications to ordinary and partial differential equations. MA 634 Methods of Operations Research Close Queuing theory, transportation problem, traffic theory, inventory control, search theory, and methods of optimization. MA 635 Real Variables I Close The real number system. Introduction to metric spaces and their applications. Lebesque measure and integral from a classical and/or modern approach. MA 636 Real Variables II Close L-p spaces and applications to Fourier series and Lebesque-Stieltjes integral. MA 637 Mathematical Logic I Close Prepositional calculus; syntax and semantics of first order theories; completeness theorem; elementary model theory: axiomatic development of Zermelo-Fraenkel or Bernays-Gödel set theory; and ordinals, cardinals, the axiom of choice, and several equivalent axioms. MA 638 Mathematical Logic II Close First order number theory; primitive and general recursive functions; arithmetization; Gödel’s incompleteness theorems; Tarski’s theorems; and syntax and semantics of second order theories. MA 641-642 Time Series Analysis I-II Close Scope and applications of time series analysis: process control, financial data analysis and forecasting, and signal processing. Exploratory data analysis: graphical analysis, trend and seasonality detection and removal, and moving-average filtering. Review of basic statistical concepts related to the characterization of stationary processes. ARMA models and prediction of stationary processes. Estimation of ARMA models and model building and forecasting with ARMA models. Spectral analysis: periodogram testing for seasonality and periodicities and the maximum entropy and maximum-likelihood estimators. Asymptotic convergence. Selected topics, such as multivariate time series, nonlinear models, Kalman filtering, econometric forecasting, and long-memory processes. Selected applications, such as the unit-root problem in economics, forecasting and testing for market efficiency in financial time series, process control, and quality control. MA 649 Differential Equations Close Theory and application of ordinary differential equations (ODEs) with an emphasis on ODEs as continuous dynamical systems on a finite-dimensional phase space. Standard topics include existence and uniqueness theorems, general theory for linear equations, the exponential of linear map, stability of equilibrium points, hyperbolicity and structural stability, Lyapunov’s method, invariant manifolds, Floquet theory for periodic orbits, and Poincare-Bendixon theorem. MA 650 Partial Differential Equations Close This course discusses the classical theory and applications of partial differential equations and introduces the student to the modern theory. Classification of second order equations; well-posedness; existence and uniqueness for the Cauchy problem; Riemann function; Dirichlet and Neumann problems; Green’s functions; perturbation theory; elliptic operators; variational formulation for the Laplace equation; weak solutions; and Sobolev spaces. MA 651 Topology Close Metric spaces and topological spaces, bases and sub-bases, connectivity, local (path) connectivity, separation axioms, compactness and local compactness, concepts of convergence, Tychonoff’s theorem, Urysohn’s lemma, Tietze extension theorem, and selected topics as time permits. MA 653 Numerical Solutions of Partial Differential Equations Close This course is an introduction to methods and theory in numerical solutions of partial differential equations. The finite difference and pseudo-spectral methods will be used as examples to solve partial differential equations, including parabolic, hyperbolic, and elliptic equations in one or higher dimensional space. The theory on consistency, convergence, and Von Neumann stability analysis of numerical schemes will be emphasized for a basic understanding about how to control numerical errors and to achieve higher order accuracy for numerical solutions. Students will also be assigned projects to obtain the first-hand experience in numerical computations. MA 655 Optimal Control Theory Close The main purpose of this course is to present the foundations of the optimal control theory, some applications, and their solutions. The students will be introduced to the core concepts and results of control and system theory. The foundational and basic results will be derived for discrete and continuous time scales, and state variables. Topics to be covered: proportional-derivative control; state-space and spectrum assignment; outputs and dynamic feedback; reachability; controllability; feedback and stability; Lyapunov theory; linearization principle of observability; dynamic programming algorithm; multipliers for unconstrained and constrained controls; and Pontryagin maximum principle. MA 661 Stochastic Optimal Control and Dynamic Programming Close The main purpose of this course is to present the foundations of the stochastic control theory, the corresponding numerical methods, and some applications. The focus will be on the idea of dynamic programming which will be developed starting from deterministic models, through finite-horizon stochastic problems, to infinite-horizon stochastic problems of various types. Applications to queuing systems, network design, and routing; supply-chain management and others will be discussed in detail. Topics to be covered: basic concepts of control theory for stochastic dynamic systems; controlled Markov chains; dynamic programming for finite horizon problems; infinite horizon discounted problems; numerical methods for infinite horizon problems; linear stochastic dynamic systems in discrete time; tracking and Kalman filtering; linear quadratic models; controlled Markov processes in continuous time; and elements of stochastic control theory in continuous time and state space. MA 662 Stochastic Programming Close This course introduces students to modeling and numerical techniques for optimization under uncertainty and risk. Topics include: generalized concavity of measures, optimization problems with probabilistic constraints (convexity, differentiability, optimality, and duality), numerical methods for solving problems with probabilistic constraints, two-stage and multi-stage models (structure, optimality, duality), decomposition methods for two-stage and multi-stage models, risk averse optimization models, MA 681 Functions of a Complex Variable Close Complex numbers; elementary functions; Möbius transformations; analytic functions; power series; integration; Cauchy-Goursat theorems; Cauchy integral formula; Taylor and Laurent series; singularities; residue theory; and meromorphic and entire functions. MA 691 Dynamical Systems Close Theory and methods in continuous and discrete dynamical systems. Topics may vary, but will typically include local bifurcation theory for vector fields and maps, center manifold reductions, normal forms, periodic orbits and Poincaré maps, averaging methods, Melnikov methods, chaotic dynamics, the Smale horseshoe map, and symbolic dynamics. MA 707 Integral Transforms Close Study of the classical transforms, the Laplace, Fourier, Hilbert, and other transforms; inversion and application to solution of differential, difference, and integral equations; and Abelian and Tauberian theorems, including Wiener’s theory. MA 708 Hilbert Space Theory Close Geometry of Hilbert space; spectral theory of self-adjoint and normal operators; applications to differential operators; multiplicity theory; and families of operators, Stone’s theorem, and introduction to rings of operators. MA 712 Mathematical Models of Risk Close The course will introduce the students to the fundamental mathematical models of risk and approaches to decision-making under uncertainty and risk-aversion. The mathematical models will range from classical models as Expected Utility Theory, Prospect Theory, Dual Utility Theory, to state-of-the-art work on stochastic dominance, the theory of coherent risk measures, and general deviation measures. The course also surveys recent developments in particular applied areas as portfolio optimization, asset pricing, nuclear safety, reliability, etc. MA 715-716 Functional Analysis I-II Close Linear topological spaces, local convexity, and spaces of distribution; Banach spaces; three fundamental theorems and applications to classical analysis; operators, operational calculus, compact operators, and applications to integral equations; Klein-Milman theorems; and fixed point theorems with applications to nonlinear problems. MA 717 Algebraic Topology Close Notion of simplicial complex, absolute, and relative homology groups of a space; exact sequences; cohomology; axioms for homology theory; introduction to homological algebra; and homotopy and the fundamental group. MA 721-722 Advanced Ordinary Differential Equations I-II Close Existence and uniqueness of solutions; dependence on parameters; periodic solutions; nonlinear autonomous systems; Poincare-Bendixon theory; continuous transformation groups; linear systems; Floquet theory; linear systems in complex domain; regular and irregular singularities; asymptotic expansions; Stokes’ phenomenon; and boundary value problems. MA 723-724 Advanced Partial Differential Equations I-II Close Characteristics and classification of equations; Cauchy-Kowalewski theorem; linear and quasilinear systems; elliptic equations and potential theory; Green’s functions; mean value theorems; a priori estimates; functions space methods; hyperbolic equations; Riemann’s solution of the Cauchy problem; discontinuities and shocks; Huyghen’s principle; method of spherical means; and parabolic equations. MA 727 Theory of Algebraic Numbers Close Algebraic number fields; rings of algebraic integers and integral basis of field discriminant; unique factorication for ideals; splitting and ramifications of primes; Kummer’s theorem with applications to quadratic and roots of unity fields; padic numbers; Hensel’s lemMA ; geometry of numbers; units in an algebraic extension; finiteness of class numbers of a field; and computation of class numbers in special cases. MA 800 Special Problems in Mathematics Close One to six credits. Limit of six credits for the degree of Master of Science. MA 801 Special Problems in Mathematics Close One to six credits. Limit of six credits for the degree of Doctor of Philosophy. MA 810 Advanced Topics in Mathematics Close Special topics in mathematics not covered in regularly scheduled courses and suitable for both graduates and advanced undergraduates. May be taken more than once. MA 900 Thesis in Mathematics Close For the degree of Master of Science. Five to ten credits with departmental approval. MA 960 Research in Mathematics Close Original research carried out under the guidance of a member of the faculty which may serve as the basis for the dissertation required for the degree of Doctor of Philosophy. Hours and credits to be arranged.

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Dr. Patrick Miller
Associate Dean of Science
McLean Hall
Room 515
Phone: 201.216.8072
Fax: 201.216.8196
pmiller@stevens.edu

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