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Applied & Computational Math (ACM) Graduate Courses (2019-20)

Ma/ACM/IDS 140 ab. Probability. 9 units (3-0-6): second, third terms. Overview of measure theory. Random walks and the Strong law of large numbers via the theory of martingales and Markov chains. Characteristic functions and the central limit theorem. Poisson process and Brownian motion. Topics in statistics. Instructors: Tamuz, Ouimet.
Ma/ACM 142. Ordinary and Partial Differential Equations. 9 units (3-0-6): third term. The mathematical theory of ordinary and partial differential equations, including a discussion of elliptic regularity, maximal principles, solubility of equations. The method of characteristics. Instructor: Isett.