## MATH 236: Introduction to Stochastic Differential Equations

Brownian motion, stochastic integrals, and diffusions as solutions of stochastic differential equations. Functionals of diffusions and their connection with partial differential equations. Random walk approximation of diffusions. Prerequisite: 136 or equivalent and differential equations.

Terms: Win
| Units: 3

Instructors:
Papanicolaou, G. (PI)

## MATH 238: Mathematical Finance (STATS 250)

Stochastic models of financial markets. Forward and futures contracts. European options and equivalent martingale measures. Hedging strategies and management of risk. Term structure models and interest rate derivatives. Optimal stopping and American options. Corequisites:
MATH 236 and 227 or equivalent.

Instructors:
Papanicolaou, G. (PI)

## MATH 257C: Symplectic Geometry and Topology

Continuation of 257B. May be repeated for credit.

Instructors:
Lin, Y. (PI)

## MATH 391: Research Seminar in Logic and the Foundations of Mathematics (PHIL 391)

Contemporary work. May be repeated a total of three times for credit.
Math 391 students attend the logic colloquium in 380-381T.

| Repeatable for credit

Instructors:
Feferman, S. (PI)

## MATH 51M: Introduction to MATLAB for Multivariable Mathematics

Corequisite:
MATH 51.

Instructors:
Montague, D. (PI)

## MATH 70SI: The Game of Go: Strategy, Theory, and History

Strategy and mathematical theories of the game of Go, with guest appearance by a professional Go player.

Instructors:
Bump, D. (PI)

## MATH 78SI: Speedcubing: HIstory, Theory, and Practice

History of the Rubik's cube; the current cubing community; basic mathematical theory; concepts to improve speed solving skill. Prior ability to solve cube not required.

## MATH 88Q: The Mathematics of the Rubik's Cube

Preference to sophomores. Group theory through topics that can be illustrated with the Rubik's cube: subgroups, homomorphisms and quotient groups, the symmetric and alternating groups, conjugation, commutators, and Sylow subgroups.

## MATH 118: Mathematics of Computation

Notions of analysis and algorithms central to modern scientific computing: continuous and discrete Fourier expansions, the fast Fourier transform, orthogonal polynomials, interpolation, quadrature, numerical differentiation, analysis and discretization of initial-value and boundary-value ODE, finite and spectral elements. Prerequisites:
MATH 51 and 53.

| UG Reqs: GER:DB-Math

## 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 51H, 52H, 53H.

| UG Reqs: GER:DB-Math

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