Mathematics Department - Graduate Program - Fall 2007 Course Descriptions

Descriptions of Proposed Fall 2007 Courses


Mathematics Graduate Program

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640:501    Theor Func Real Vari    J. Beck    HLL 425    TTH 4; 1:40-3:00

Basic real variable function theory, measure and integration theory pre-requisite to pure and applied analysis. Topics: Riemann and Lebesgue-Stieltjes integration; measure spaces, measurable functions and measure; Lebesgue measure and integration; convergence theorems for integrals; Lusin and Egorov theorems; product measures and Fubini-Tonelli theorem; Lp-spaces. Other topics and applications (such as Lebesgue's differentiation theorem, signed measures, absolute continuity and Radon-Nikodym theorem) as time permits.

Text: Wheeden and Zygmund, Measure and Integral
Pre-requisites: Undergraduate analysis at the level of Rudin's "Principles of Mathematical Analysis," chapters 1--9, including basic point set topology, metric space, continuity, convergence and uniform convergence of functions.


640:503    Theor Func Complex Variable    S. Greenfield    HLL 525     TF 3; 12:00-1:20

Text: Function Theory of One Complex Variable: Third Edition (Graduate Studies in Mathematics) *by Robert E. Greene and Steven G. Krantz
Publisher: American Mathematical Society; 3rd edition (March 29, 2006)
ISBN-13: 978-0821839621

The beginning of the study of one complex variable is certainly one of the loveliest mathematical subjects. It's the magnificent result of several centuries of investigation into what happens when R is replaced by C in "calculus". Among the consequences were the creation of numerous areas of modern pure and applied mathematics, and the clarification of many foundational issues in analysis and geometry. Gauss, Cauchy, Weierstrass, Riemann and others found this all intensely absorbing and wonderfully rewarding. The theorems and techniques developed in modern complex analysis are of great use in all parts of mathematics.

The course will be a rigorous introduction with examples and proofs foreshadowing modern connections of complex analysis with differential and algebraic geometry and partial differential equations. Acquaintance with analytic arguments at the level of Rudin's Principles of Modern Analysis is necessary. Some knowledge of algebra and point-set topology is useful.

The course will include some appropriate review of relevant topics, but this review will not be enough to educate the uninformed student adequately. A previous "undergraduate" course in complex analysis would also be useful though not necessary.

There are many excellent books about this subject. The official text will be Function Theory of One Complex Variable, by Greene and Krantz (American Math Society, 3rd edition, 2006). The course will cover most of Chapters 1 through 5 of the text, parts of Chapters 6 and 7, and possibly other topics. The titles of these chapters follow.
1: Fundamental Concepts; 2: Complex Lines Integrals; 3: Applications of the Cauchy Integral; 4: Meromorphic functions and Residues; 5: The Zeros of a Holomorphic Function; 6: Holomorphic Functions as Geometric Mappings.


640:507    Functional Analysis   H. Sussmann    HLL 525    MW 6; 5:00-6:20

Text: Peter D. Lax, Functional Analysis (New, Wiley-Interscience, 2002)

We will begin with basic results about Banach Spaces: the Baire category theorem, the uniform boundedness theorem, the open mapping and closed graph theorems, and many variants of the Hahn-Banach theorem. We will discuss general bounded linear operators on Banach spaces and the theory of compact linear operators. Other topics will include weak and weak* topologies on Banach spaces, reflexive Banach spaces, Hilbert space and compact self-adjoint or normal operators on Hilbert space. Generally speaking, all topics will be illustrated by applications in analysis, e.g., to integral or differential equations. Some excursions to nonlinear techniques (e.g., the Schauder fixed point theorem) and their applications will be made. -->


640:509    Selected Topics In Analysis    A. Bahri    HLL 525    MW 4; 1:40-3:00

Contact Homology via Legendrian curves

Let M3 be a three dimensional compact orientable manifold and let ® be a contact form on M. Let v be a vector-¯eld in ker® which we assume to be non-singular (e.g ¼1(M) = 0), let ¯ = d®(v; :), L¯ = fx 2 H1(S1;M); ¯x(x_ ) = 0g, C¯ = fx 2 L¯; ®x(x_ ) = positive constantg. Let J(x) = R1 0 ®x(x_ ) be the action functional de¯ned on curves of C¯.

This variational problem has critical points (the periodic orbits of the Reeb vector-¯eld of ®, »). Its intersection operator @ mixes them. However a careful analysis shows that @, restricted to the periodic orbits and projected onto them (@1 = q ± @ ± p) satis¯es under reasonable conditions @1 ± @1 = 0.

A homology is thus de¯ned and it involves mainly the periodic orbits of ®.

This course is devoted to the de¯nition, presentation and ¯rst steps in the computation of this homology.

The relation(s) that this may have (identity?) with the Contact Homology de¯ned via pseudo-holomorphic curves is clearly an interesting area of research to which this course should prepare.

The Contact Homology which we de¯ne has three advantages: compactness is reduced in this framework, under our assumptions, to few cases which are well-de¯ned and restricted, which should help in any further research; the value of the homology is understood for odd indexes, though not yet computed; it is fun to deform immersed curves.

The general plan of the course is: 1-Set up of the variational problem (¯; J), 2- Critical points of J on C¯, 3- Variational Flow and Asymptotes, 4- Unstable manifolds of periodic orbits of », 5-De¯nition of Homology, 6- Compactness (under Hypothesis (A)), 7- Value of the Homology for odd generators (related to the S1-invariant homology of the loop space of M),8- Discussion of the underlying assumptions (Hypothesis (A).


640:515    Ordinary Diff Equations   K. Mischaikow    HLL 423    MTH2; 10:20-11:40

This course provides an introduction to the dynamics of differential equations and time permitting the following topics will be covered.

  1. The existence, uniqueness, and continuous dependence on initial conditions of solutions to ordinary differential equations.
  2. The global structure of invariant sets including attractors, Lyapunov functions, Conley's decomposition theorem, and elementary properties of chaotic dynamics.
  3. Local linear theory including hyperbolicity, Floquet multipliers, and stable and unstable manifolds.
  4. Local bifurcations such as transcritical, saddle-node, pitchfork, and Hopf bifurcations.
  5. Structural stability and global bifurcations.


640:517    Partial Diff Equations   Y. Li    HLL 425     TF 2; 10:20-11:40

This is the first half of a year-long introductory graduate course on PDE. PDE is an enormously vast field. PDEs arise from very diverse fields: from classical to modern physics, to more applied sciences such as material sciences, mathematical biology, and signal processing, etc, and from the more pure aspects of mathematics such as complex analysis and geometric analysis.

This introductory course should be useful for students with a variety of research interests: physics and mathematical physics, applied analysis, numerical analysis, complex analysis, differential geometry, and, of course, partial differential equations.

For an introductory course, it is more important to examine some important examples to certain depth, to introduce the formulation, concepts, most useful methods and techniques through such examples, than to concentrating on presentation and proof of results in their most general form.

This is the way the course will be conducted.

The beginning weeks of the course aim to develop enough familarity and experience to the basic phenomena, approaches, and methods in solving initial/boundary value problems in the contexts of the classical prototype linear PDEs of constant coefficients: the Laplace equation, the D'Alembert wave equation, the heat equation and the Schroedinger equation.

Fourier series/eigenfunction expansions, Fourier transforms, energy methods, and maximum principles will be introduced. More importantly, appropriate methods are introduced for the purpose of establishing qualitative, characteristic properties of solutions to each class of equations. It is these properties that we will focus on later in extending our beginning theories to more general situations, such as variable coefficient equations and nonlinear equations.

Next we will discuss some notions and results that are relevant in treating general PDEs: characteristics, non-characteristic Cauchy problems and Cauchy-Kowalevskaya theorem, wellposedness.

Towards the end of the semester, we will begin some introductory discussion on the extension of the energy methods to variable coefficient wave/heat equations, and/or the Dirichlet principle in the calculus of variations.

The purpose here is to motivate and introduce the discussion of weak solutions and Sobolev spaces, which will be more fully developed in the second semester.

Pre-requisites: a strong background on advanced calculus involving multivariables (esp. Green's Theorem and Divergence Theorem). We will also use some basic facts of Lp function spaces and the usual integral inequalities (mostly completeness and Holder inequalities in L² setting).

These topics are covered in the first semester graduate real variable course (640:501).

Texts: The course material will be mostly drawn from "Partial Differential Equations" by Lawrence C. Evans, published by AMS, 2002; and "Partial Differential Equations: Methods and Applications, Second Edition" by Robert McOwen, Prentice Hall, 2002.

The former puts more emphasis on the theory, while the latter devotes some spaceto working out applications of the theory in some interesting cases, while leaving some full discussion of the theory to references.

You may obtain one or both of the texts. I will put these two and some additional books on reserve in the math library:

  • Jeffrey Rauch, Partial Differential Equations, Springer, 1997.
  • G.B. Folland, Introduction to Partial Differential Equations, Princeton University Press, 1976.
  • F. John, Partial Differential Equations, 4th ed., Springer-Verlag, 1982.


640:519    Sel Topics in Diff Equations     R. Nussbaum    HLL 423    TTH 4; 1:40-3:00

Topics in Dynamical Systems

In the first half of this course we will follow some lecture notes of Oscar Lanford.

We shall develop the theory of invariant manifolds in Banch spaces--stable manifolds, unstable manifolds and the center manifold.

We shall then move on to generalizations of Poincare-Bendixson theory in dimensions greater than 2.

The ideas involved here have proved very useful in studying nonlinear differential-delay equations, and we shall give several applications to problems in this area.


640:534    Sel Topics in Geometry    X. Rong     ARC 333     M 2; 10:20-11:40;     HLL 525     TH 3; 12:00-2:00

This is an introduction course (self-contained) to the convergence and collapsing theory in Riemannian geometry. The convergence theory is formed by Cheeger-Gromov and the collapsing theory is founded through the works of Cheeger-Gromov and Fukaya. The main contents of this course include:

  1. Gromov-Hausdorff distance of compact metric spaces.
  2. Curvature comparison geometry.
  3. Convergence/collapsing with bounded curvature and smooth limits.
  4. Almost flat manifolds.
  5. Collapsing with bounded curvature and singular limits.
  6. Applications of the convergence and collapsing theory.
If time permiting, we plan to have a reading/workshop session at the end of this course (two or more weeks) on the topic "Collapsed $3$-manifolds with sectional curvature bounded from below."

The prerequisite of this course is a basic knowledge related to (Riemannian) manifolds (calculus on manifolds: such as differentiable structure, tangent bundles, connection, curvature, etc) and some basic knowledge in algebraic topology.

The general reference for this course are:

  1. Peter Petersen: Riemannian Geometry, Graduate texts in mathematics, 171, Springer (1997)
  2. Dmitri Burago, Yuri Burago, Sergei Ivanov: A course in Metric Geometry, Graduate studies in mathematics, vol 33, AMS (2001)
  3. Misha Gromov: Metric structures for Riemannian and non-Riemannian spaces, Progress in mathematics 152, Birkh\"auser, Boston (1999)


640:540    Intro Alg Topology (I)   S. Ferry    HLL 423 TTH6 5:00-5:20

Text: Allen Hatcher's excellent new book Algebraic Topology, available for $30 in paperback from Cambridge University Press, as well as online here

This course will be an introduction to the fundamental group, homology theory, and cohomology theory.
The plan is to cover chapters 1, 2, and the first part of chapter 3 of Hatcher's book. Topics include fundamental group, Van Kampen's Theorem, covering spaces, simplicial and singular homology, cohomology, Brouwer's fixed-point theorem, the Borsuk-Ulam theorem, and the Jordan-Brouwer separation theorem.


640:551    Abstract Algebra     J. Lepowsky HLL 425   MW 4; 1:40-3:00

Main Texts: Jacobson, Basic Algebra, Volumes 1 and 2, second edition. Note: These volumes seem to be out of print, but students can go to a website such as addall.com to find used, and possibly new, copies of both volumes.

Prerequisites: Any standard course in abstract algebra for undergraduates.

This is a standard course for beginners. We will consider a lot of examples.
Group Theory: Basic concepts, isomorphism theorems, normal subgroups, Sylow theorems, direct products and free products of groups. Groups acting on sets: orbits, cosets, stabilizers. Alternating and symmetric groups.
Basic Ring Theory: Fields, principal ideal domains (PIDs), matrix rings, division algebras, field of fractions.
Modules over a PID: Fundamental Theorem for abelian groups, application to linear algebra: rational and Jordan canonical form.
Bilinear Forms: Alternating and symmetric forms, determinants. Spectral theorem for normal matrices, classification over R and C.
Categories and functors: Introduction


640:555    Sel. Topics in Algebra    S. Thomas    HLL 423     MW 4; 1:40-3:00

Geometric Group Theory

This course will be an introduction to Geometric Group Theory, including Gromov's theory of hyperbolic groups.

There are no prerequisites, except for the most basic notions of group theory such as free groups, generators and relations, etc. Geometric group theory constitutes the third wave of combinatorial group theory.

In the first wave, combinatorial group theorists worked directly with words. After that came the realisation that more progress could often be made if they pretended to doing something else.

In the second wave, combinatorial group theorists pretended to be doing very low dimensional topology.

In the third wave, they are pretending to do geometry; i.e. they are regarding finitely generated groups as metric spaces.


640:556    Representation Theory    A. Buch     HLL 425   MW 5; 3:20-4:40

Representation theory is the study of linear group actions on vector spaces, also called representations. The course will focus on groups that are also compact manifolds, such as the unit circle or the group of all unitary matrices of a given size. For such groups it is natural to require that the group actions are differentiable maps, and it turns out that representations of this type can be classified using a combinatorial root system constructed from the group. The goal of the course is to prove Weyl's character formula, which can be used to decompose a representation as a direct sum of irreducible representations.

Prerequisites: Linear algebra.

Text: Representations of Compact Lie Groups, GTM 98, by Theodor Brocker and Tammo tom Dieck.


640:571    Number Theory    S. Miller    HLL 425   TTh 5; 3:20-4:40

Automorphic Representations

This course is related, but complementary to, Iwaniec's courses on the spectral theory of automorphic forms. I will present a different viewpoint on the subject, through representation theory. The course will be self-contained and has no prerequisites, though preferably, students should have passed their written qualifying exams. The main goal is to discuss the GL(2) theory and generalize it to other Lie groups such as GL(n), and also to become acquainted with modern formulations over adele groups.

Topics to be covered include:

  • Representation Theory of SL(2,R)
  • Spectral decomposition of L^2(Gamma\G)
  • Maass raising and lowering operators
  • L-functions and Gamma factor computations
  • Piatetski-Shapiro's Fourier expansion on GL(n)
  • Adeles, Ideles, Tate's thesis
  • Jacquet-Langlands Theory
  • Automorphic Distributions
  • Text: Automorphic Forms and Representations, Dan Bump, Cambridge University Press. (I intend to also give frequent handouts of typed course notes.)

    Prerequisites: none.


    640:573    Spec Top Number Theory    H. Iwaniec    HLL 124    TF 3; 12:00-1:20

    This course is for graduate students who are interested in number theory in a broad sense. I will present a variety of topics concerning diophantine equations, congruences and equations over finite fields. Some techniques from algebraic geometry will be applied, but the main focus will be on analytic methods. First of all I shall discuss in great detail the Circle method.

    This depends heavily on estimates for exponential sums over finite field. Therefore I shall spend a considerable time to prove basic results, such as special cases of the

    The Riemann Hypothesis for curves.

    The most recent applications of the circle method are powered by exponential sums in many variables. In this case one needs the Riemann Hypothesis for varieties, which is far beyond the scope of this course. Nevertheless I shall try to give a comprehensive account of needed results.

    Students are required to know only basic facts from arithmetic. Analytic techniques are less familiar so they will be developed from scratch. A large part of the course will follow the book by W.M. Schmidt, .Equations over Finite Fields. LNM 536.


    642:527    Methods of Appl Math    E. Speer    SEC 207    T 6; 5:00-6:20, SEC 117 TH 6; 5:00-6:20

    This is a first semester graduate course appropriate for students in mechanical and aerospace engineering, biomedical engineering, other engineering, and physics. The topics to be covered are: power series and the method of Frobenius for solving differential equations; nonlinear differential equations and phase plane methods; perturbation techniques; vector space of functions, Hilbert spaces and orthonormal bases; Fourier seres and integrals; Sturm-Liouville theory; Fourier and Laplace transforms; separation of variables for solving the linear differential equations of physics, the heat, wave, and Laplace equations.

    More information is on the course web page.

    Text: M.Greenberg, Advanced Engineering Mathematics (second edition); Prentice, 1998 (ISBN# 0-13-321431-1))
    Prerequisites: Topics the students should know, together with the courses in which they are taught at Rutgers, are: Introductory Linear Algebra (640:250); Multivariable Calculus (640:251); Elementary Differential Equations (640:244 or 640:252); Advanced Calculus for Engineering(Laplace transforms, sine and cosine series, introductory pde)(640:421).

    Students who are not prepared for this course should consider taking 640:421.


    642:550    Linear Alg & Applications   R. Goodman    HLL 425    MW6; 5:00-6:20

    Note: This course is intended for graduate students in science, engineering and statistics.

    This is an introductory course on vector spaces, linear transformations, determinants, and canonical forms for matrices (Row Echelon form and Jordan canonical form). Matrix factorization methods (LU and QR factorizations, Singular Value Decomposition) will be emphasized and applied to solve linear systems, find eigenvalues, and diagonalize quadratic forms. These methods will be developed in class and through homework assignments using MATLAB. Applications of linear algebra will include Least Squares Approximations, Discrete Fourier Transform, Differential Equations, Image Compression, and Data-base searching.

    Text: Gilbert Strang, Linear Algebra and its Applications, 4th edition, ISBN #0030105676, Brooks/Cole Publishing, 2007
    Grading: Written mid-term exam, homework, MATLAB projects, and a written final exam.
    Lecturer: Prof. Roe Goodman, Hill 428, 445-3071

    Prerequisites: Familiarity with matrices, vectors, and mathematical reasoning at the level of advanced undergraduate applied mathematics courses.


    642:561    Intro. Math. Physics   M. Kiessling    HLL 423    T 5; 3:20-4:40 & F 4; 1:40-3:00

    Introduction to Mathematical Physics
    Text: "Classical Mathematical Physics: Dynamical Systems and Field Theory"
    Author: Walter Thirring     Translator: (from German) by Evans M. Harrell II,
    List Price: $77.95 (on 3-31-2003.)    Hardcover: 543 pages
    Publisher: Springer Verlag; 3rd edition (October 17, 1997)     ISBN: 0387948430
    The course introduces the student to a modern mathematical treatment, using the tools of differential geometry, of the classical physical theories of space, time, matter, gravity and electromagnetism, going all the way to the beginnings of relativistic quantum theory. Topics:
    1. The Newtonian universe (Galileian space and time, point particles, Newton's laws of motion, Newton's law of gravitational forces, Coulomb's law of electrical forces, Lorentz' law of magnetic forces, the two-body (Kepler) problem, the N-body problem; Lagrange formalism, Hamiltonian formulation, symplectic geometry, probability and statistical physics (brief); Hamilton-Jacobi formalism),
    2. The Einsteinian universe (Minkowski's spacetime, Maxwell's electromagnetic field equations, electromagnetic waves, relativistic energy and momentum; Lorentzian manifolds, Einstein's gravitational field equations, geodesics, black holes, gravitational waves; the Cauchy problem, the problem of self-interactions, relativistic Hamilton-Jacobi theory),
    3. The quantum world (Limits of validity of the classical theories and the beginnings of quantum theory).


    642:563    Statistical Mechanics     J. Lebowitz HLL 525   MThF; 3:20-4:40

    Statistical mechanics aims to relate the behavior of macroscopic objects to the dynamics of their constituent microscopic entities. Examples include the approach to equilibrium in isolated systems, properties of non-equilibrium stationary states of open systems, and the nature of phase transitions in equilibrium systems. Surprisingly, many aspects of these phenomena can be captured in greatly simplified models of the microscopic world, such as lattice gases evolving via simple local stochastic rules. These aspects emerge as collective properties of large aggregates which are independent of many details of the microscopic dynamics. In this course I will try to connect rigorous results on model systems of varying degrees of idealization with more heuristic arguments about the behavior of real macroscopic systems.


    642:573    Numerical Analysis   M. Vogelius    SEC 203     TTh 6; 5:00-6:20

    This is the first part of a general survey of the basic topics in numerical analysis -- the study and analysis of numerical algorithms for approximating the solution of a variety of generic problems which occur in applications. In the fall semester, we will consider the approximation of functions by polynomials and piecewise polynomials, numerical integration, and the numerical solution of initial value problems for ordinary differential equations, and see how all these problems are related.

    In the spring semester (642:574), we will study the numerical solution of linear systems of equations, the approximation of matrix eigenvalues and eigenvectors, the numerical solution of nonlinear systems of equations, numerical techniques for unconstrained function minimization, finite difference and finite element methods for two-point boundary value problems, and finite difference methods for some model problems in partial differential equations.

    Despite the many solution techniques presented in elementary calculus and differential equations courses, mathematical models used in applications often do not have the simple forms required for using these methods. Hence, a quantitative understanding of the models requires the use of numerical approximation schemes. This course provides the mathematical background for understanding how such schemes are derived and when they are likely to work.

    To illustrate the theory, in addition to the usual pencil and paper problems, some short computer programs will be assigned. To minimize the effort involved, however, the use of Matlab will be encouraged. This program has many built in features which make programming easy, even for those with very little prior programming experience.

    PREREQUISITES: Advanced calculus, linear algebra, and familiarity with differential equations.

    For more information, see the Course Web Page or Prof. Falk in Hill 722 (445-2367).


    642:582    Combinatorics I    J. Kahn    HLL 423    TF 2; 10:20-11:40

    This is the first part of a two-semester course surveying basic topics in com- binatorics. The second semester will be taught by Van Vu. Topics in the first semester will be some subset of:

    • Enumeration (basics, generating functions, recurrence relations, inclusion- exclusion, asymptotics)
    • Matching theory, polyhedral issues
    • Partially ordered sets and lattices, MÄobius functions
    • Theory of ¯nite sets, hypergraphs, combinatorial discrepancy, Ramsey the- ory, correlation inequalities
    • Probabilistic methods
    • Algebraic methods

    Prerequisites: The course is mostly self-contained, though some previous combinatorics, linear algebra, rudimentary probability are all occasionally helpful. Check with me if in doubt.

    Text: van Lint and Wilson, A Course in Combinatorics. (Optional. We won't really follow it, but it's a nice book and has signi¯cant overlap with the course. It and other relevant books will be on reserve.) 1


    642:587    Sel Topics in Combinatorics   M. Saks     HLL 425     MTH 2; 10:20-11:40

    Approximate isometries of finite metric spaces

    The basic problem to be investigated is: given a finite metric space, represent each point of the space by a low dimensional vector so that the distances between points in the space are well approximated by the distance between the vectors in some appropriate norm (usually L_2, L_1 or L_{infinity}). Typically there is a tradeoff between the dimension required and the closeness of approximation. This general problem gives rise to very interesting mathematical questions, as well as surprising applications to combinatorial optimization (e.g., multicommodity flow, graph bandwidth).

    (See, e.g., this article)


    642:593    Math Fdns Ind Eng   T. Butler    HLL 525    MTh 2; 10:20-11:40

    CANCELED

    This course is offered specifically for graduate students in Industrial Engineering.

    Proof Structure for the Development of Concepts Based on the Real Numbers

    1. Axioms for the Real Numbers
    2. Logical Principles
    The Continuity Axiom
    1. The supremum concept and useful implications
    2. Convergence of sequences and series
    Development of the Calculus of Functions of One Variable
    1. Continuous functions and basic properties
    2. Differentiable functions and basic properties (the Mean value Theorem and Taylor's Theorem)
    3. The Riemann Integral and its basic properties
    4. The Fundamental Theorem of Calculus and implications
    5. Uniform convergence of sequences of functions
    Text: Bartle and Sherbert, Introduction to Real Analysis, 3rd Edition, Wiley & sons, 1992.


    642:613    Mathematical Foundations of Systems Biology    E. Sontag    HLL 260   W; 10:00-1:00

    There are a very large number of possible topics to choose from, and the syllabus will evolve based on student's interest and input. Some of the possible topics include the dynamics of cell signaling networks including memories, switches, and adaptation, oscillators, chemotaxis, pattern formation, neural transmission, synthetic biology, reverse engineering of gene and protein networks, Markov chains for population models, epidemiology, and the mathematics behind phylogenetic trees, sequence alignment methods, and shotgun DNA sequencing.

    In addition to mathematics students, the level of the course will be appropriate for graduate students from BioMaPS, various Engineering departments, chemistry, life sciences, pharmacy, physics, statistics, and computer science.

    Prerequisites: working familiarity with linear algebra, differential equations, and basic probability, at the level of an advanced undergraduate or beginning graduate student.

    More information may be found at the course web page.


    642:621   Financial Math    P. Feehan    HLL 705     T 7& 8; 6:40-9:30

    Financial Mathematics

    This course is an introduction to modern mathematical analysis of financial markets and financial instruments. The finance concepts, such as financial derivatives and no arbitrage, and the basic probabilistic ideas for their analysis will be introduced first and briefly for discrete time models. After this introduction, the course will move to continuous time models. It will cover Brownian motion, martingales, stochastic calculus, diffusions and their related partial differential equations, and apply these to modeling financial markets and to the valuation of derivatives. Major goals are the Black-Scholes option pricing formula, risk neutral pricing, hedging, and the study of American and exotic options.

    More information may be found at the course web page.


    642:661    Topics Math Physics    G. Gallavotti TBA   

    "Renormalization group"
    1. Statistical Mechanics and the critical point
    2. Scale invariance: in Statistical mechanics, Field theory and Fluid mechanics
    3. The hierarchical model of Wilson and Dyson: applications to euclidean field theory

    The lectures wll be extracted from published literature available on my website at http://www.math.rutgers.edu/~giovanni


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