MATH 20:
Calculus
The definite integral, Riemann sums, antiderivatives, the Fundamental Theorem of Calculus, and the Mean Value Theorem for integrals. Integration by substitution and by parts. Area between curves, and volume by slices, washers, and shells. Initialvalue problems, exponential and logistic models, direction fields, and parametric curves. Prerequisite: Math 19 or equivalent. If you have not previously taken a calculus course at Stanford then you must have taken the math placement diagnostic (offered through the Math Department website) in order to register for this course.
Terms: Aut, Win, Spr

Units: 3

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
Instructors: ;
Kemeny, M. (PI);
Kimport, S. (PI);
Lucianovic, M. (PI);
Schaeffer, G. (PI);
Solis, P. (PI);
Chen, D. (TA);
Hui, Y. (TA);
Kimport, S. (GP);
Lucianovic, M. (GP);
McConnell, S. (TA)
MATH 21:
Calculus
Review of limit rules. Sequences, functions, limits at infinity, and comparison of growth of functions. Review of integration rules, integrating rational functions, and improper integrals. Infinite series, special examples, convergence and divergence tests (limit comparison and alternating series tests). Power series and interval of convergence, Taylor polynomials, Taylor series and applications. Prerequisite: Math 20 or equivalent. If you have not previously taken a calculus course at Stanford then you must have taken the math placement diagnostic (offered through the Math Department website) in order to register for this course.
Terms: Aut, Win, Spr

Units: 4

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
MATH 21A:
Calculus, ACE
Students attend MATH 21 lectures with different recitation sessions: two hours per week instead of one, emphasizing engineering applications. Prerequisite: application; see https://web.stanford.edu/dept/soe/osa/ace.fb
Terms: Aut, Win, Spr

Units: 5

Grading: Letter or Credit/No Credit
MATH 51:
Linear Algebra, Multivariable Calculus, and Modern Applications
This course provides unified coverage of linear algebra and multivariable differential calculus. It discusses applications connecting the material to many quantitative fields. Linear algebra in large dimensions underlies the scientific, datadriven, and computational tasks of the 21st century. The linear algebra portion of the course includes orthogonality, linear independence, matrix algebra, and eigenvalues as well as ubiquitious applications: least squares, linear regression, Markov chains (relevant to population dynamics, molecular chemistry, and PageRank), singular value decomposition (essential in image compression, topic modeling, and dataintensive work in the natural sciences), and more. The multivariable calculus material includes unconstrained optimization via gradients and Hessians (used for energy minimization in physics and chemistry), constrained optimization (via Lagrange multipliers, crucial in economics), gradient descent and the multivariable Chain Rule (which underlie many machine learning algorithms, such as backpropagation), and Newton's method (a crucial part of how GPS works). The course emphasizes computations alongside an intuitive understanding of key ideas, making students wellprepared for further study of mathematics and its applications to other fields. The widespread use of computers makes it more important, not less, for users of math to understand concepts: in all scientific fields, novel users of quantitative tools in the future will be those who understand ideas and how they fit with applications and examples. This is the only course at Stanford whose syllabus includes nearly all the math background for CS 229, which is why CS 229 and CS 230 specifically recommend it (or other courses resting on it). For frequently asked questions about the differences between Math 51 and CME 100, see the FAQ on the placement page on the math department website. Prerequisite: 21, 42, or the math placement diagnostic (offered through the Math Department website) in order to register for this course.
Terms: Aut, Win, Spr, Sum

Units: 5

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
Instructors: ;
Church, T. (PI);
Conrad, B. (PI);
Lucianovic, M. (PI);
Mazzeo, R. (PI);
Ohrt, C. (PI);
Taylor, C. (PI);
Wieczorek, W. (PI);
Conrad, B. (GP);
Lucianovic, M. (GP);
Zou, J. (TA)
MATH 51A:
Linear Algebra, Multivariable Calculus, and Modern Applications, ACE
Students attend MATH 51 lectures with different recitation sessions: four hours per week instead of two, emphasizing engineering applications. Prerequisite: application; see https://engineering.stanford.edu/studentsacademics/engineeringdiversityprograms/additionalcalculusengineersace
Terms: Aut, Win, Spr

Units: 6

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
MATH 52:
Integral Calculus of Several Variables
Iterated integrals, line and surface integrals, vector analysis with applications to vector potentials and conservative vector fields, physical interpretations. Divergence theorem and the theorems of Green, Gauss, and Stokes. Prerequisite: 51 or equivalents.
Terms: Aut, Win, Spr

Units: 5

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
MATH 53:
Ordinary Differential Equations with Linear Algebra
Ordinary differential equations and initial value problems, systems of linear differential equations with constant coefficients, applications of secondorder equations to oscillations, matrix exponentials, Laplace transforms, stability of nonlinear systems and phase plane analysis, numerical methods. Prerequisite: 51 or equivalents.
Terms: Aut, Win, Spr, Sum

Units: 5

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
MATH 63CM:
Modern Mathematics: Continuous Methods
A proofbased course on ordinary differential equations, continuing themes from Math 61CM and Math 62CM. Topics include linear systems of differential equations and necessary tools from linear algebra, stability and asymptotic properties of solutions to linear systems, existence and uniqueness theorems for nonlinear differential equations with some applications to manifolds, behavior of solutions near an equilibrium point, and SturmLiouville theory. Prerequisites: Math 61CM and Math 62CM.
Terms: Spr

Units: 5

UG Reqs: GER:DBMath, WAYFR

Grading: Letter (ABCD/NP)
MATH 63DM:
Modern Mathematics: Discrete Methods
Third part of a proofbased sequence in discrete mathematics. This course covers several topics in probability (random variables, independence and correlation, concentration bounds, the central limit theorem) and topology (metric spaces, pointset topology, continuous maps, compactness, Brouwer's fixed point and the BorsukUlam theorem), with some applications in combinatorics. Prerequisites: 61DM or 61CM
Terms: Spr

Units: 5

UG Reqs: WAYFR

Grading: Letter (ABCD/NP)
MATH 104:
Applied Matrix Theory
Linear algebra for applications in science and engineering: orthogonality, projections, spectral theory for symmetric matrices, the singular value decomposition, the QR decomposition, leastsquares, the condition number of a matrix, algorithms for solving linear systems. MATH 113 offers a more theoretical treatment of linear algebra. MATH 104 and EE 103/CME 103 cover complementary topics in applied linear algebra. The focus of MATH 104 is on algorithms and concepts; the focus of EE 103 is on a few linear algebra concepts, and many applications. Prerequisites: MATH 51 and programming experience on par with CS 106.
Terms: Aut, Win, Spr, Sum

Units: 3

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
MATH 106:
Functions of a Complex Variable
Complex numbers, analytic functions, CauchyRiemann equations, complex integration, Cauchy integral formula, residues, elementary conformal mappings. (Math 116 offers a more theoretical treatment.) Prerequisite: 52.
Terms: Spr, Sum

Units: 3

UG Reqs: GER:DBMath

Grading: Letter or Credit/No Credit
MATH 107:
Graph Theory
An introductory course in graph theory establishing fundamental concepts and results in variety of topics. Topics include: basic notions, connectivity, cycles, matchings, planar graphs, graph coloring, matrixtree theorem, conditions for hamiltonicity, Kuratowski's theorem, Ramsey and Turantype theorem. Prerequisites: 51 or equivalent and some familiarity with proofs is required.
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
MATH 110:
Applied Number Theory and Field Theory
Number theory and its applications to modern cryptography. Topics: congruences, finite fields, primality testing and factorization, public key cryptography, error correcting codes, and elliptic curves, emphasizing algorithms. WIM.
Terms: Spr

Units: 3

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
MATH 113:
Linear Algebra and Matrix Theory
Algebraic properties of matrices and their interpretation in geometric terms. The relationship between the algebraic and geometric points of view and matters fundamental to the study and solution of linear equations. Topics: linear equations, vector spaces, linear dependence, bases and coordinate systems; linear transformations and matrices; similarity; eigenvectors and eigenvalues; diagonalization. (Math 104 offers a more applicationoriented treatment.)
Terms: Aut, Win, Spr, Sum

Units: 3

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
MATH 115:
Functions of a Real Variable
The development of real analysis in Euclidean space: sequences and series, limits, continuous functions, derivatives, integrals. Basic point set topology. Honors math majors and students who intend to do graduate work in mathematics should take 171. Prerequisite: 21.
Terms: Aut, Spr, Sum

Units: 3

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
MATH 120:
Groups and Rings
Recommended for Mathematics majors and required of honors Mathematics majors. Similar to 109 but altered content and more theoretical orientation. Groups acting on sets, examples of finite groups, Sylow theorems, solvable and simple groups. Fields, rings, and ideals; polynomial rings over a field; PID and nonPID. Unique factorization domains. WIM.
Terms: Aut, Spr

Units: 3

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
MATH 122:
Modules and Group Representations
Modules over PID. Tensor products over fields. Group representations and group rings. Maschke's theorem and character theory. Character tables, construction of representations. Prerequisite: Math 120. Also recommended: 113.
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
MATH 137:
Mathematical Methods of Classical Mechanics
Newtonian mechanics. Lagrangian formalism. E. Noether's theorem. Oscillations. Rigid bodies. Introduction to symplectic geometry. Hamiltonian formalism. Legendre transform. Variational principles. Geometric optics. Introduction to the theory of integrable systems. Prerequisites: 51, 52, 53, or 61CM, 62CM, 63CM.
Terms: Spr

Units: 3

UG Reqs: GER:DBMath

Grading: Letter or Credit/No Credit
MATH 143:
Differential Geometry
Geometry of curves and surfaces in threespace and higher dimensional manifolds. Parallel transport, curvature, and geodesics. Surfaces with constant curvature. Minimal surfaces.
Terms: Spr

Units: 3

UG Reqs: GER:DBMath

Grading: Letter or Credit/No Credit
MATH 154:
Algebraic Number Theory
Properties of number fields and Dedekind domains, quadratic and cyclotomic fields, applications to some classical Diophantine equations. Prerequisites: 120 and 121, especially modules over principal ideal domains and Galois theory of finite fields.
Terms: Spr, alternate years, not given next year

Units: 3

UG Reqs: GER:DBMath

Grading: Letter or Credit/No Credit
MATH 158:
Basic Probability and Stochastic Processes with Engineering Applications (CME 298)
Calculus of random variables and their distributions with applications. Review of limit theorems of probability and their application to statistical estimation and basic Monte Carlo methods. Introduction to Markov chains, random walks, Brownian motion and basic stochastic differential equations with emphasis on applications from economics, physics and engineering, such as filtering and control. Prerequisites: exposure to basic probability.
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
MATH 159:
Discrete Probabilistic Methods
Modern discrete probabilistic methods suitable for analyzing discrete structures of the type arising in number theory, graph theory, combinatorics, computer science, information theory and molecular sequence analysis. Prerequisite: STATS 116/MATH 151 or equivalent. Typically in alternating years.
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
MATH 171:
Fundamental Concepts of Analysis
Recommended for Mathematics majors and required of honors Mathematics majors. Similar to 115 but altered content and more theoretical orientation. Properties of Riemann integrals, continuous functions and convergence in metric spaces; compact metric spaces, basic point set topology. Prerequisite: 61CM or 61DM or 115 or consent of the instructor. WIM
Terms: Aut, Spr

Units: 3

UG Reqs: GER:DBMath, WAYFR

Grading: Letter or Credit/No Credit
MATH 172:
Lebesgue Integration and Fourier Analysis
Similar to 205A, but for undergraduate Math majors and graduate students in other disciplines. Topics include Lebesgue measure on Euclidean space, Lebesgue integration, L^p spaces, the Fourier transform, the HardyLittlewood maximal function and Lebesgue differentiation. Prerequisite: 171 or consent of instructor.
Terms: Spr

Units: 3

UG Reqs: GER:DBMath

Grading: Letter or Credit/No Credit
MATH 197:
Senior Honors Thesis
Honors math major working on senior honors thesis under an approved advisor carries out research and reading. Satisfactory written account of progress achieved during term must be submitted to advisor before term ends. May be repeated 3 times for a max of 9 units. Contact department student services specialist to enroll.
Terms: Aut, Win, Spr, Sum

Units: 16

Repeatable for credit

Grading: Letter (ABCD/NP)
MATH 199:
Reading Topics
For math majors only. Undergraduates pursue a reading program under the direction of a math faculty member; topics limited to those topics not in regular department course offerings. Credit can fulfill the elective requirement for math majors. May be repeated for credit. Undergraduates may take this course at most 3 times, only enroll in one section per quarter, and complete up to 9 units total. Please contact the student services specialist for the enrollment proposal form at least 2 weeks before enrollment for the quarter closes.
Terms: Aut, Win, Spr, Sum

Units: 13

Repeatable for credit

Grading: Letter or Credit/No Credit
MATH 210C:
Lie Theory
Topics in Lie groups, Lie algebras, and/or representation theory. Prerequisite: math 210B. May be repeated for credit.
Terms: Spr

Units: 3

Repeatable for credit

Grading: Letter or Credit/No Credit
MATH 215C:
Differential Geometry
This course will be an introduction to Riemannian Geometry. Topics will include the LeviCivita connection, Riemann curvature tensor, Ricci and scalar curvature, geodesics, parallel transport, completeness, geodesics and Jacobi fields, and comparison techniques. Prerequisites 146 or 215B
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
MATH 226:
Numerical Solution of Partial Differential Equations (CME 306)
Hyperbolic partial differential equations: stability, convergence and qualitative properties; nonlinear hyperbolic equations and systems; combined solution methods from elliptic, parabolic, and hyperbolic problems. Examples include: Burger's equation, Euler equations for compressible flow, NavierStokes equations for incompressible flow. Prerequisites: MATH 220A or CME 302.
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
MATH 228:
Stochastic Methods in Engineering (CME 308, MS&E 324)
The basic limit theorems of probability theory and their application to maximum likelihood estimation. Basic Monte Carlo methods and importance sampling. Markov chains and processes, random walks, basic ergodic theory and its application to parameter estimation. Discrete time stochastic control and Bayesian filtering. Diffusion approximations, Brownian motion and an introduction to stochastic differential equations. Examples and problems from various applied areas. Prerequisites: exposure to probability and background in analysis.
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
MATH 230C:
Theory of Probability III (STATS 310C)
Continuous time stochastic processes: martingales, Brownian motion, stationary independent increments, Markov jump processes and Gaussian processes. Invariance principle, random walks, LIL and functional CLT. Markov and strong Markov property. Infinitely divisible laws. Some ergodic theory. Prerequisite: 310B or MATH 230B. http://statweb.stanford.edu/~adembo/stat310c/
Terms: Spr

Units: 24

Grading: Letter or Credit/No Credit
MATH 234:
Large Deviations Theory (STATS 374)
Combinatorial estimates and the method of types. Large deviation probabilities for partial sums and for empirical distributions, Cramer's and Sanov's theorems and their Markov extensions. Applications in statistics, information theory, and statistical mechanics. Prerequisite: MATH 230A or STATS 310. Offered every 23 years. http://statweb.stanford.edu/~adembo/largedeviations/
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
MATH 235A:
Topics in combinatorics
This advanced course in extremal combinatorics covers several major themes in the area. These include extremal combinatorics and Ramsey theory, the graph regularity method, and algebraic methods.
Terms: Spr

Units: 3

Repeatable for credit

Grading: Letter or Credit/No Credit
MATH 237A:
Topics in Financial Math: Market microstructure and trading algorithms
Introduction to market microstructure theory, including optimal limit order and market trading models. Random matrix theory covariance models and their application to portfolio theory. Statistical arbitrage algorithms.
Terms: Spr

Units: 3

Repeatable for credit

Grading: Letter or Credit/No Credit
MATH 257C:
Symplectic Geometry and Topology
Continuation of 257B. May be repeated for credit.
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
MATH 263C:
Topics in Representation Theory
May be repeated for credit.
Terms: Spr

Units: 3

Repeatable for credit

Grading: Letter or Credit/No Credit
MATH 272:
Topics in Partial Differential Equations
Terms: Spr

Units: 3

Repeatable for credit

Grading: Letter or Credit/No Credit
MATH 298:
Graduate Practical Training
Only for mathematics graduate students. Students obtain employment in a relevant industrial or research activity to enhance their professional experience. Students submit a concise report detailing work activities, problems worked on, and key results. May be repeated for credit up to 3 units. Prerequisite: qualified offer of employment and consent of department. Prior approval by Math Department is required; you must contact the Math Department's Student Services staff for instructions before being granted permission to enroll.
Terms: Aut, Win, Spr, Sum

Units: 1

Repeatable for credit

Grading: Satisfactory/No Credit
MATH 355:
Graduate Teaching Seminar
Required of and limited to firstyear Mathematics graduate students.
Terms: Spr

Units: 1

Grading: Satisfactory/No Credit
MATH 360:
Advanced Reading and Research
Terms: Aut, Win, Spr, Sum

Units: 110

Repeatable for credit

Grading: Letter or Credit/No Credit
Instructors: ;
Bump, D. (PI);
Candes, E. (PI);
Carlsson, G. (PI);
Chatterjee, S. (PI);
Church, T. (PI);
Cohen, R. (PI);
Conrad, B. (PI);
Dembo, A. (PI);
Diaconis, P. (PI);
Eliashberg, Y. (PI);
Fox, J. (PI);
Galatius, S. (PI);
Ionel, E. (PI);
Kerckhoff, S. (PI);
Li, J. (PI);
Luk, J. (PI);
Mazzeo, R. (PI);
Papanicolaou, G. (PI);
Poulson, J. (PI);
Ryzhik, L. (PI);
Schoen, R. (PI);
Soundararajan, K. (PI);
Taylor, R. (PI);
Vakil, R. (PI);
Vasy, A. (PI);
Venkatesh, A. (PI);
Vondrak, J. (PI);
White, B. (PI);
Wright, A. (PI);
Ying, L. (PI)
MATH 802:
TGR Dissertation
Terms: Aut, Win, Spr, Sum

Units: 0

Repeatable for credit

Grading: TGR
Instructors: ;
Bump, D. (PI);
Candes, E. (PI);
Carlsson, G. (PI);
Chatterjee, S. (PI);
Church, T. (PI);
Cohen, R. (PI);
Conrad, B. (PI);
Dembo, A. (PI);
Diaconis, P. (PI);
Eliashberg, Y. (PI);
Fox, J. (PI);
Galatius, S. (PI);
Ionel, E. (PI);
Kerckhoff, S. (PI);
Li, J. (PI);
Luk, J. (PI);
Mazzeo, R. (PI);
Papanicolaou, G. (PI);
Rajaratnam, B. (PI);
Ryzhik, L. (PI);
Schoen, R. (PI);
Soundararajan, K. (PI);
Vakil, R. (PI);
Vasy, A. (PI);
Venkatesh, A. (PI);
Vondrak, J. (PI);
White, B. (PI);
Ying, L. (PI)