Computational Science and Applied Math
Graduate Courses for Fall 2001

Caveat Usor: Please check the Time Table Changes for the latest schedule information.

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 ( 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.

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