5315 (CSE 7365). Numerical Analysis.
Numerical solution of linear and nonlinear equations, interpolation and approximation
of functions, numerical integration, floating-point arithmetic, and the numerical
solution of initial value problems in ordinary differential equations. Student
use of the computer is emphasized.
Requirements: Either graduate standing or,
Prerequisites: MATH 2343 and MATH 3315 or CSE 3365; and a programming course
(e.g., C, FORTRAN, or MATLAB). Graduate students who have doubts about their
preparedness for this course should consult the course instructor before enrolling.
6316 (CSE 7366). Numerical Linear Algebra. The efficient
solution of linear systems by both direct and iterative methods and least-squares
problems by direct methods. Elementary and orthogonal matrix transformations
provide a unified treatment of direct methods. Stationary and conjugate direction
methods for efficiently solving sparse linear systems. (Credit will not be given
for this course and for Math 5316) Prerequisites: A
programming course (e.g., C, FORTRAN, or MATLAB), MATH 3353, and MATH 3315/CSE
3365 or MATH 5315.
5331. Functions of a Complex Variable. Complex numbers, analytic
functions, mapping by elementary functions, complex integration. Cauchy-Goursat
theorem, Cauchy integral formulas. Taylor and Laurent series, residues, evaluation
of improper integrals. Applications of conformal mapping and analytic functions.
Requirements: Either graduate standing or, Prerequisite: MATH
3337. Graduate students who have doubts about their
preparedness for this course should consult the course instructor before enrolling.
5332. Wavelet Transforms. A mathematical introduction to sampling,
data compression, multiresolution analysis, Fourier analysis, and wavelet theory,
including biorthogonal wavelets and spline wavelets. Prerequisites: MATH
3337, 3353, and MATH 3315 or CSE 3365. Graduate students who have doubts about their
preparedness for this course should consult the course instructor before enrolling.
5334. Introduction to Partial Differential Equations. Elementary
partial differential equations of applied mathematics: heat, wave, and Laplace's
equations. Topics include physical derivations, separation of variables, Fourier
series, Sturm-Liouville eigenvalue problems, and Bessel functions.
Requirements: Either graduate standing or
Prerequisite: MATH 3337. Graduate students who have doubts about their
preparedness for this course should consult the course instructor before enrolling.
5353. Linear Algebra. Spectral theory of Hermitian matrices,
Jordan normal form, Perron-Frobenius theory, convexity. Applications include
image compression, internet page rank methods, optimization, linear programming.
Requirements: Either graduate standing or
Prerequisite: MATH 3353
6311. Perturbation Methods.
Solving differential equations with a small parameter by asymptotic techniques:
weakly nonlinear oscillators, perturbed eigenvalue problems, boundary layers,
method of multiple scales, WKBJ method. Prerequisite: MATH 2343 (MATH
5334 also recommended).
6312. Advanced Perturbation Methods. Topics include Kuzmak's
theory of strongly nonlinear slowly varying oscillators and the methods of
multiple scales and matched asymptotic expansions applied to partial differential
equations such as those describing fluid dynamics and wave phenomena.
Prerequisites: MATH
5334 and 6311.
6313. Asymptotic Expansions and Integral Transforms. Fourier
and Laplace transforms. Asymptotic expansions with applications to integrals.
Topics include integration by parts, Watson's lemma, Laplace's method, stationary
phase, steepest descents, uniform expansions. Applications and examples from
physical problems. Prerequisite: MATH 5331.
6315. Numerical Solution of Partial Differential Equations.
Finite difference methods for elliptic, parabolic, and hyperbolic problems
in partial differential equations. Stability, consistency, and convergence
results are given. Attention is given to computer implementations. Prerequisites: MATH
5315/CSE 7365 and MATH 5334.
6319. Finite Element Analysis. Finite element method for elliptic
problems, theory, practice and applications, finite element spaces, curved
elements and numerical integration, minimization algorithms and iterative methods.
Prerequisites: MATH
5315/CSE 7365 and MATH 5316/CSE 7366.
6320. Iterative Methods. Matrix and vector norms, conditioning,
iterative methods for the solution of large linear systems and eigenvalue problems.
Krylov subspace methods. Other topics to be chosen by the instructor. Prerequisites: MATH
5316/CSE 7366 and some programming experience.
6321. Numerical Solution of Ordinary Differential Equations.
Numerical methods for initial value problems and boundary value problems for
ordinary differential equations. Emphasizes practical solution of problems
using Matlab. Prerequisites: MATH 2343, MATH 5315/CSE 7365.
6324. Introduction to Dynamical Systems. Nonlinear ordinary
differential equations: equilibrium, stability, phase-plane methods, limit-cycles,
and oscillations. Linear systems, diagonalization. Periodic coefficients (Floquet
theory), Poincaré map. Difference equations (maps), period doubling,
bifurcations, chaos. Prerequisites: MATH 2343 and 3353.
6325. Nonlinear Dynamical Systems and Chaos. Nonlinear differential
equations. Stability and bifurcation theory of ODEs and maps. Forced oscillators.
Subharmonic resonances. Melnikov criterion for chaos. Lorenz system. Center
manifolds and normal forms. Silnikov's example. Prerequisite: MATH 5325.
6333. Partial Differential Equations. Method of eigenfunction
expansion for nonhomogeneous problems. Green's functions for the heat, wave,
and Laplace equations. Dirac delta functions, Fourier and Laplace transform
methods, method of characteristics. Prerequisite: MATH 5334.
6336 (ME 5336/ME 7355). Fluid Dynamics. Preliminaries, concepts
from vector calculus. The transport theorem, the Navier-Stokes and other governing
equations. Dynamical similarity and Reynolds number. Vorticity theorems. Ideal
and potential flow. The influence of viscosity and the boundary layer approximation.
Prerequisite: MATH
3337.
6337. Real analysis. Real and functional analysis, including
the Lebesgue integral, Fourier series, Fourier integrals, Banach and Hilbert
spaces. Prerequisite: MATH 4338 or instructor approval.
6341. Linear and Nonlinear Wave Phenomena. The mathematical
theory of linear and nonlinear waves. Applications from water waves, traffic
flow, gas dynamics, and various other fields. Topics include nonlinear hyperbolic
waves (characteristics, breaking waves, shock fitting, Burger's equation) and
linear dispersive waves (method of stationary phase, group velocity, wave patterns).
Prerequisite: MATH
5334.
6342. Solitons and the Inverse Scattering Transform. Nonlinear
dispersive waves. The use of the direct and inverse scattering of the Schrödinger
eigenvalue problem to obtain solitons and multiply-interacting solitons for
the Korteweg-de Vries equation. Also the Zakharov-Shabat eigenvalue problem
for the nonlinear Schrödinger (envelope solitons) and sine-Gordon (kinks)
equations. Prerequisite: MATH 6341.
6346. Advanced Fluid Dynamics. Topics include waves
(group velocity, dispersion); viscous flow theory (flow past a sphere,
lubrication theory); two-phase flows (dynamics of bubbles, instabilities
of thin films and liquid jets); vortex dynamics (point vortices, Crow instability);
turbulence. Prerequisite: MATH 6336
6347. Vortex Dynamics. Vorticity transport equation.
Rectilinear vorticies as Hamiltonian system. Elliptical vortices-moment model.
Vortex rings. Swirling flows. Vortices near boundaries. Pairing. Reconnection.
Prerequisites: MATH 5331, 6324, 5315/CSE 7365. (MATH 6336 useful but not essential)
6348. Turbulence in Fluids. A mathematical introduction to turbulence -
the last great problem of classical physics according to Feynman. Kolmogorov's
1941 theory, closures theories, shell models, similarity theories.
Prerequisites: MATH 6324, 5315, 5331, 5332 (or 5334). (MATH 6336 useful,
not necessary)
6350. Mathematical Models in Biology. The mathematical analysis and
modeling of biological systems, including biomedicine, epidemiology and ecology.
Prerequisite: Consent of instructor.
6360. Computational Electromagnetics. Numerical methods for
electromagnetics, with emphasis on practical applications. Numerical discretizations
covered include the method of moments, finite differences, finite elements, boundary
elements, and fast multipole methods. Prerequisites: EE 7330 or MATH 5334 and
proficiency in one computer language (e.g. FORTRAN) or permission of the instructor.
6361. Multiphase Flows. Flow and transport equations for single-phase,
two-phase, black oil, compositional, and thermal flows in porous media. Introduction
to conservation equations of mass and energy and Darcy's law. Prerequisite: MATH 5334
6362. Numerical Reservoir Simulation. Numerical simulation of flow and
transport problems for single-phase, two-phase, black oil, compositional, and thermal flows
in porous media. Introduction of finite difference and finite element methods and linear
solvers to reservoir simulation.
6370. Parallel scientific computing. An introduction to parallel
computing in the context of scientific computation. Prerequisites:
MATH 5315/CSE 7365 and MATH 5316/CSE 7366.
6371. Numerical Bifurcation Theory. A survey of basic nonlinear
phenomena is given, including simple bifurcations, Hopf and Turing bifurcations,
and bifurcation of periodic orbits in differential equations. Prerequisites:
MATH 6337 or instructor approval.
6391. Topics in Applied Mathematics. Selected topics in the
application of mathematical analysis to such fields as differential, integral,
and functional equations; mechanics; hydrodynamics; mathematical biology; and
economics. Prerequisite: Permission of instructor.
6395. Topics in Computational Mathematics. Selected topics
of current interest. For example: numerical bifurcation theory, iterative methods
for linear systems, domain decomposition and multigrid methods, numerical multidimensional
integration, and numerical methods for multi-body problems. Prerequisite: Permission
of instructor.
8398. Dissertation.