MATH 173: Theory of Partial Differential Equations
A rigorous introduction to PDE accessible to advanced undergraduates. Elliptic, parabolic, and hyperbolic equations in many space dimensions including basic properties of solutions such as maximum principles, causality, and conservation laws. Methods include the Fourier transform as well as more classical methods. The Lebesgue integral will be used throughout, but a summary of its properties will be provided to make the course accessible to students who have not had 172 or 205A. Prerequisite: 171 or equivalent.
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
Instructors:
Ignatova, M. (PI)
MATH 174: Calculus of Variations
An introductory course emphasizing the historical development of the theory, its connections to physics and mechanics, its independent mathematical interest, and its contacts with daily life experience. Applications to minimal surfaces and to capillary surface interfaces. Prerequisites:
Math 171 or equivalent.
Terms: not given this year

Units: 3

Grading: Letter or Credit/No Credit
MATH 180: Introduction to Financial Mathematics
Financial derivatives: contracts and options. Hedging and risk management. Arbitrage, interest rate, and discounted value. Geometric random walk and Brownian motion as models of risky assets. Initial boundary value problems for the heat and related partial differential equations. Selffinancing replicating portfolio. BlackScholes pricing of European options. Dividends. Implied volatility. Optimal stopping and American options. Prerequisite: 53. Corequisites: 131, 151 or
STATS 116.
Terms: not given this year

Units: 3

UG Reqs: GER:DBMath

Grading: Letter or Credit/No Credit
MATH 196: Undergraduate Colloquium
Weekly lectures by different experts on topics in pure and applied mathematics that go beyond the standard curriculum. May be repeated for credit for up to 3 units. Does not count toward the math major or minor.
Terms: Aut, Win, Spr

Units: 1

Repeatable for credit

Grading: Satisfactory/No Credit
Instructors:
Bump, D. (PI)
;
Luu, M. (PI)
MATH 197: Senior Honors Thesis
(Staff) May be repeated 3 times for a max of 9 units.
Terms: Aut, Win, Spr

Units: 16

Repeatable for credit

Grading: Letter or Credit/No Credit
Instructors:
Brendle, S. (PI)
;
Brumfiel, G. (PI)
;
Bump, D. (PI)
...
more instructors for MATH 197 »
Instructors:
Brendle, S. (PI)
;
Brumfiel, G. (PI)
;
Bump, D. (PI)
;
Candes, E. (PI)
;
Cantarero Lopez, J. (PI)
;
Carlsson, G. (PI)
;
Cohen, R. (PI)
;
Conrad, B. (PI)
;
Demanet, L. (PI)
;
Dembo, A. (PI)
;
Diaconis, P. (PI)
;
Eliashberg, Y. (PI)
;
Feferman, S. (PI)
;
Finn, R. (PI)
;
Galatius, S. (PI)
;
Holmes, S. (PI)
;
Ionel, E. (PI)
;
Kahle, M. (PI)
;
Katznelson, Y. (PI)
;
Keller, J. (PI)
;
Kerckhoff, S. (PI)
;
Kojima, F. (PI)
;
Li, J. (PI)
;
Liu, T. (PI)
;
Lucianovic, M. (PI)
;
Mazzeo, R. (PI)
;
Milgram, R. (PI)
;
Milgrom, P. (PI)
;
Mints, G. (PI)
;
Ornstein, D. (PI)
;
Osserman, R. (PI)
;
Papanicolaou, G. (PI)
;
Ryzhik, L. (PI)
;
Schoen, R. (PI)
;
Simon, L. (PI)
;
Soundararajan, K. (PI)
;
Vakil, R. (PI)
;
Vasy, A. (PI)
;
Venkatesh, A. (PI)
;
White, B. (PI)
;
Wieczorek, W. (PI)
MATH 199: Independent Work
Undergraduates pursue a reading program; topics limited to those not in regular department course offerings. Credit can fulfill the elective requirement for math majors. Approval of Undergraduate Affairs Committee is required to use credit for honors majors area requirement. Contact department student services specialist to enroll.
Terms: Aut, Win, Spr, Sum

Units: 13

Repeatable for credit

Grading: Letter or Credit/No Credit
Instructors:
Brendle, S. (PI)
;
Brumfiel, G. (PI)
;
Bump, D. (PI)
...
more instructors for MATH 199 »
Instructors:
Brendle, S. (PI)
;
Brumfiel, G. (PI)
;
Bump, D. (PI)
;
Camilier, I. (PI)
;
Candes, E. (PI)
;
Carlsson, G. (PI)
;
Church, T. (PI)
;
Cohen, R. (PI)
;
Conrad, B. (PI)
;
Dembo, A. (PI)
;
Diaconis, P. (PI)
;
Duffie, D. (PI)
;
Eliashberg, Y. (PI)
;
Feferman, S. (PI)
;
Finn, R. (PI)
;
Galatius, S. (PI)
;
Ionel, E. (PI)
;
Katznelson, Y. (PI)
;
Keller, J. (PI)
;
Kerckhoff, S. (PI)
;
Li, J. (PI)
;
Liu, T. (PI)
;
Lucianovic, M. (PI)
;
Mazzeo, R. (PI)
;
Milgram, R. (PI)
;
Mirzakhani, M. (PI)
;
Ornstein, D. (PI)
;
Osserman, R. (PI)
;
Papanicolaou, G. (PI)
;
Ryzhik, L. (PI)
;
Schoen, R. (PI)
;
Simon, L. (PI)
;
Soundararajan, K. (PI)
;
Toussaint, A. (PI)
;
Vakil, R. (PI)
;
Vasy, A. (PI)
;
Venkatesh, A. (PI)
;
White, B. (PI)
;
Wieczorek, W. (PI)
;
Ying, L. (PI)
MATH 205B: Real Analysis
Point set topology, basic functional analysis, Fourier series, and Fourier transform. Prerequisites: 171 and 205A or equivalent.
Terms: Win

Units: 3

Grading: Letter or Credit/No Credit
Instructors:
Mazzeo, R. (PI)
MATH 210B: Modern Algebra II
Continuation of 210A. Topics in Galois theory, commutative algebra, and algebraic geometry. Prerequisites: 210A, and 121 or equivalent.
Terms: Win

Units: 3

Grading: Letter or Credit/No Credit
Instructors:
Conrad, B. (PI)
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