Spring 2012.
Information about
the graduate course
Math 6327
on Partial
Differential equations
can be found by selecting
the link. The
prerequisites for this
course are graduate real
analysis Math
6320-21 and
knowledge of (real)
Lesbesgue and Sobolev
spaces as covered last
semester in Math
6326. Homework will
be assigned during the
course and grades will be
based on this homework.
The course will cover
linear evolution equations
concentrating on equations
of parabolic type. This
course is somewhat
independent of the Math
6326 course taught in Fall
2011. Students do need to
know many of the topics
that were covered there
such as the theory of
Sobolev spaces, Fourier
transforms and weak
calculus. The
course description for
this course may be
found here
In
Fall
2010
and 2011 I taught Math
3340 Introduction to
Fixed Income
Mathematics. A
course description may be
found here.
Grading will be based on
homework assignments and
two exams. Each semester
in the academic year
2010-2011, I taught an
advanced graduate
course on Partial
Differential
Equations.
In
the 2009-2010
academic year, I taught
Math 6326 on Partial
Differential Equations and
Math 6360,
Applicable Analysis
in the Fall. In the
spring semester I taught
Math 6361, Applicable
Analysis. The course
descriptions are available
here
and here.
In
the
2008-9
academic
year,
I
taught
the graduate applicable
analysis sequence
Math 6360-1 and also the
undergraduate financial
mathematics sequence Math
3340, Introduction to
Fixed Income Mathematics.
and Math 4380,
Mathematical Introduction
to Options. In
the 2007-8 academic year,
I taught the graduate Real
Analysis sequence
M6320-M6321 and also
Calculus 3.
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