Graduate Courses for Fall 2001

**Math 584 (Fall 2001) Applied Stochastic Models.**

**Instructor:**
**Professor Charles Knessl**,
knessl A T uic edu
, 722 SEO

**Timetable:** 47240 LECD 0300-0350 M W F 0305 TH

**Prerequisite:** Stat 401 and Math 417 and 481, or consent of the instructor.

**Text:** No text.

**Course Description:**
Applications of stochastic models in chemistry, physics, biology, queueing, filtering, and stochastic control, diffusion approximations, Brownian motion, stochastic calculus, stochastically perturbed dynamical systems, first passage times

**MCS 504 (Fall 2001)
Mathematics and Information Science for Industry Workshop.**

**Instructor:**
**Professor Robert L. Grossman**
(backuppage),
grossman A T uic edu , 727 SEO

**TimeTable:** 65606 LECD 0200-0450 F 0700 SEO

**Prerequisite:** A grade of B or better in MCS 401, 471 and 507.
Prior course work in data structures
and algorithms and C/C++ programming.

**Course Description:**
A project-based course on one or more topics in applied mathematics,
statistics, or computer science, motivated by industrial problems. The
topics vary from year to year.

This course is centered around one or more "industrial" problems. The goal of the course is to provide an opportunity for students to use mathematics and information sciences to work on problems arising from industrial applications. The course will cover: mathematical modeling, problem formulation, problem analysis, problem solution, developing software to implement the solution, validating the software, analyzing the results, documenting the problem and its solution, techniques for effectively working in groups, software engineering, and effectively communicating technical material.

**Comments:** The course may be repeated for credit

**MCS 507 (Fall 2001) Mathematical, Statistical & Scientific Software**

**Instructor:**
**Professor Floyd B. Hanson**,
hanson A T uic edu , 718 SEO.

**TimeTable:** 51225 LECD 0400-0530 M W 0215 TH

(Note: original timetable schedule listing was a mistake.)

**Course Description:** (Bulletin) The design, analysis and
use and of mathematical, statistical, and scientific software.

**Text:** (Background, Second Opinion Reference to Prof. Hanson's Lectures):
William H. Press et al., *Numerical Recipes in C: The Art of
Scientific Computing*, Cambridge U. Press, ISBN: 0521431085
(www.amazon.com price: $57.95; also available for F77 and/or F90; Disk
of programs available in Fortran and nonstandard fortran translated C).
(NRC)

**Prerequisites:** Grade of B or better in MCS 471, an
equivalent course, or consent of instructor.

**Comments:** This is a new course that is a core course in the
Master of Science Degree program in Mathematics and Information Sciences
for Industry, which became official Fall 2K.

Will not be offered again until Fall 2002. Although MCS 507 "MISI Software"
has been offered previously in the Spring, it will now be offered in the Fall
to coordinate it with MCS 504 "MISI Workshop", for which it serves as
a nominal prerequisite. Consequently,
**
MCS 572 Introduction to Supercomputing** will move to Spring
Semester starting in 2003 (Prof. Hanson will be on Sabbatical Spring
2002).

**MCS 571 (Fall 2001) Numerical Methods for Partial Differential Equations.**

**Instructor:**
**Professor Floyd B. Hanson**,
hanson A T uic edu ,718 SEO.

**Timetable:** 46153 LECD 0100-0150 M W F 0316 TH

**Prerequisites:** Math 481 and MCS 471 or consent of the instructor.

**Course Description:**
Finite difference methods for parabolic, elliptic and hyperbolic
differential equations: explicit, Crank-Nicolson implicit, alternating
directions implicit, Jacobi, Gauss-Seidel, successive over-relaxation,
conjugate gradient, Lax-Wendroff, Fourier stability. Some
computational finance applications.

**Prerequisites:** Math 481 and MCS 471 or consent of the instructor.

**Text:** (Background, Second Opinion Reference to Prof. Hanson's Lectures):
Numerical Solution of Partial Differential Equations : An
Introduction, K. W. Morton and D. F. Mayers, Cambridge Univ. Press.

**Remark:** Offered only in a 2-3 year cycle, depending on the demand.

**Email Comments or Questions to Professor Hanson
**