## MATH 217C: Complex Differential Geometry

Complex structures, almost complex manifolds and integrability, Hermitian and Kahler metrics, connections on complex vector bundles, Chern classes and Chern-Weil theory, Hodge and Dolbeault theory, vanishing theorems, Calabi-Yau manifolds, deformation theory.

Last offered: Winter 2015
| Repeatable for credit

## MATH 220: Partial Differential Equations of Applied Mathematics (CME 303)

First-order partial differential equations; method of characteristics; weak solutions; elliptic, parabolic, and hyperbolic equations; Fourier transform; Fourier series; and eigenvalue problems. Prerequisite: Basic coursework in multivariable calculus and ordinary differential equations, and some prior experience with a proof-based treatment of the material as in
Math 171 or
Math 61CM (formerly
Math 51H).nnNOTE: Undergraduates require instructor permission to enroll. Undergraduates interested in taking the course should contact the instructor for permission, providing information about relevant background such as performance in prior coursework, reading, etc.

Terms: Aut
| Units: 3

Instructors:
Luk, J. (PI)
;
Jia, Q. (TA)

## MATH 221A: Mathematical Methods of Imaging (CME 321A)

Image denoising and deblurring with optimization and partial differential equations methods. Imaging functionals based on total variation and l-1 minimization. Fast algorithms and their implementation.

Last offered: Winter 2014

## MATH 221B: Mathematical Methods of Imaging (CME 321B)

Array imaging using Kirchhoff migration and beamforming, resolution theory for broad and narrow band array imaging in homogeneous media, topics in high-frequency, variable background imaging with velocity estimation, interferometric imaging methods, the role of noise and inhomogeneities, and variational problems that arise in optimizing the performance of array imaging algorithms.

Last offered: Spring 2016

## 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, Navier-Stokes equations for incompressible flow. Prerequisites:
MATH 220 or
CME 302.nnNOTE: Undergraduates require instructor permission to enroll. Undergraduates interested in taking the course should contact the instructor for permission, providing information about relevant background such as performance in prior coursework, reading, etc.

Terms: Spr
| Units: 3

Instructors:
Ying, L. (PI)

## MATH 227: Partial Differential Equations and Diffusion Processes

Parabolic and elliptic partial differential equations and their relation to diffusion processes. First order equations and optimal control. Emphasis is on applications to mathematical finance. Prerequisites:
MATH 136/
STATS 219 (or equivalents) and
MATH 131P +
MATH 115/171 or
MATH 173 or
MATH 220.

Last offered: Winter 2015

## 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

## MATH 228A: Probability, Stochastic Analysis and Applications

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 basic stochastic differential equations. Examples and problems from various applied areas. Prerequisites: exposure to probability and background in analysis.

Last offered: Spring 2016

## MATH 230A: Theory of Probability I (STATS 310A)

Mathematical tools: sigma algebras, measure theory, connections between coin tossing and Lebesgue measure, basic convergence theorems. Probability: independence, Borel-Cantelli lemmas, almost sure and Lp convergence, weak and strong laws of large numbers. Large deviations. Weak convergence; central limit theorems; Poisson convergence; Stein's method. Prerequisites:
STATS 116,
MATH 171.

Terms: Aut
| Units: 3

## MATH 230B: Theory of Probability II (STATS 310B)

Conditional expectations, discrete time martingales, stopping times, uniform integrability, applications to 0-1 laws, Radon-Nikodym Theorem, ruin problems, etc. Other topics as time allows selected from (i) local limit theorems, (ii) renewal theory, (iii) discrete time Markov chains, (iv) random walk theory,n(v) ergodic theory. Prerequisite: 310A or
MATH 230A.

Terms: Win
| Units: 3

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