Mathematics Department - Graduate Course Descriptions - Spring 2009

Graduate Course Descriptions
Spring 2009


Mathematics Graduate Program



Theory of Functions of a Real Variable II



Text: (Required) Gerald B. Foland, Real Analysis: Modern Techniques and Their Applications (2nd ed.), ISBN #0-471-31716-0, Wiley-Interscience/John Wiley Sons, Inc., 1999.

Prerequisites: 640:501 or permission of Instructor

Description:

This course is a continuation of 640:501 from Fall 2008. The goal is to give an introduction to core topics in real and functional analysis that every professional mathematician should know.

The course will cover material from Chapters 4-8 of Folland's book:

Topological Spaces Basic properties, compact spaces, Stone-Weierstrass theorem Introduction to Functional Analysis, Normed vector spaces, Hahn-Banach theorem, bounded linear transformations, Closed graph and Open mapping theorem, applications of Baire category theorem, Hilbert spaces, topological vector spaces, weak and weak* convergence Lp Spaces, Integral inequalities, duality, bounded integral operators Introduction to Fourier analysis, Schwartz space, convolutions, Fourier transform and Fourier series, Plancherel theorem, Poisson summation formula, Lp and pointwise convergence of Fourier series, Integration on Locally Compact Spaces Continuous functions and Radon measures on locally compact spaces, dual of C(X), vague convergence of measures





Theory of Functions of a Complex Variable II



Text: Green and Krantz: Function Theory of One Complex Variable, AMS.

Prerequisites: Math 503

Description:

This will be a continuation of Math 503. We will emphasis on the relationship between classical complex analysis and other related fields (algebraic geometry, geometry, and analysis) through Riemann surfaces.

The theory of Riemann surface is a pillar in 20th century mathematics. It appears in such seemingly diverse areas as integrable systems, number theory, algebraic geometry, and string theory. We would like to concentrate on the interaction between the complex analytic, classical geometric, and algebraic geometry points of view.

The following two parts will be covered: (1) Classical Complex Analysis and (2) Riemann surfaces.

Part 1. Analytic continuation, the monodromy theorem, normal families and Riemann mapping theorem, Picard theorems, harmonic functions and elliptic functions.

Part 2. Introduction to Riemann surfaces and algebraic curves. Hyperbolic geometry and uniformization theorem. Riemann-Roch theorem, Abel and Jacobi theorems.

The reference for the first part:

[1] Green and Krantz: Function Theory of One Complex Variable, AMS.

[2] Ahlfors, Lars V. Complex analysis. McGraw-Hill Book Co.

The reference for the second part:

[3] Farkas, H & Kra, I.: Riemann Surfaces (2nd ed.), Springer-Verlag

[4] Forster, O.: Lectures on Riemann surfaces. Graduate Texts in Mathematics, 81. Springer-Verlag, New York, 1991

[5] Narasimhan, R.: Compact Riemann surfaces. Birkh





Functional Analysis I



Text:

Prerequisites:

Description:





Selected Topics in Analysis



Text: No textbook

Prerequisites: 640:517 or permission of the instructor.

Description:

During the first one quarter of the course, I will use simple settiing to illustrate a few basic, and widely applicable, methods used in the study of nonlinear equations and systems: min-max methods in the calculus of variations (mountain pass lemma, Ljusternik-Schnirelman theorem); applications of the implicit function theorem (gluing of approximate solutions into genuine solutions, some bifurcation theorems); appications of the maximum principle (existence of solutions by super and sub solutions methods, a theorem of A.D. Alexandrov and the method of moving planes); A theorem of Morrey and ``small energy implies regularity''.

During the remaining three quarters of the course, I will present some results in nonlinear elliptic partial differential equations, with only outlines of the proof. Some open problems will be presented. The emphasis will not be on details of the proofs. We plan to present the following topics: Monge-Ampere equations (Bernstein type arguments and Pogorelov's estimate, C(1,alpha) and W(2,p) theory of Caffarelli); The positive mass theorem and the Penrose inequality; Chern's conjecture on affine Bernstein problem (solution by Trudinger and Wang); viscosity solutions (existence via Perron's method, Jensen approximations, and an extension to a classical Liouville theorem of the instructor as well some more recent joint work of the instructor with Caffarelli and Nirenberg). Conformally invariant fully nonlinear elliptic equations (some research activities of recent seven years or so and some ongoing ones, and some open problems).





Partial Differential Equations II



Text: HYPERBOLIC PARTIAL DIFFERENTIAL EQUATIONS AND GEOMETRIC OPTICS, by Jeffrey RAUCH (freely available online) The Action Principle in Partial Differential Equations, by Demetrios Chirstodoulou

Prerequisites: Real Analysis (501-502) No previous knowledge of PDE's is necessary. Familiarity with calculus on manifolds is desirable.

Description:

This will be a self-contained course on hyperbolic partial differential equations. We'll cover the basic theory of hyperbolic PDE's, namely, various definitions of hyperbolicity, the geometry of characteristics, energy estimates, the domain of dependence theorem, local well-posedness, and formation of singualrities. Emphasis will be on particular equations that arise in physics, i.e. Maxwell's equations of electromagnetics, Euler's equations of fluid dynamics, and Einstein's equations of General Relativity. The necessary functional-analytics tools will be developed along the way.





Harmonic Analysis on Euclidean Spaces



Text: None

Prerequisites: Basic Measure theory and CompLex Variables, Math 501,502, 503.

Description:

This course will develop basic Harmonic Analysis on Euclidean Spaces. There is no textbook but course notes from an earlier time I taught this course. Some of the topics we will cover are:

1. Interpolation theory of operators, The Riesz-Thorin and Marcinkiewicz interpolation theorem and Stein's theorem on complex interpolation.

2. Singular integral theory. Cotlar's lemma.

3. Hardy-Littlewood-Sobolev fractional integration theorem.

4. Restriction theorem of the Fourier transform.

5. Bochner-Riesz operators, Strichartz estimates for wave and Schrodinger equations.

6. The multiplier theorem of the ball of C. Fefferman.

7. BMO functions and the John-Nirenberg inequality.

8. C. Fefferman's theorem on the duality between Hardy spaces and BMO.





Algebraic Geometry II



Text: Algebraic Geometry, by R. Hartshorne. Springer Graduate Texts in Math. 52, latest (8th?) printing.

Prerequisites: The first semester is helpful, but not required. I'm not going to assume a lot of commutative ring theory, we'll just quote what we need and move on.

Description:

This will be an introduction to the scheme-theoretic side of Algebraic Geometry. The first part of the course will study schemes and sheaves, especially line bundles and sheaves of differentials. This is taken from chapter 2 of Hartshorne.

The second part will be sheaf cohomology, with an emphasis on computing, including Duality and higher direct image maps. This is taken from chapter 2 of Hartshorne. In the remaining time, we will cover topics requested by the class.





Selected Topics in Geometry



Subtitle: (Tentative) Topics in symplectic geometry

Text: None.

Prerequisites: Basic knowledge of manifolds.

Description: Hamiltonian group actions, pseudoholomorphic curves, homological mirror symmetry, depending on interest.





Abstract Algebra II



Text: Jacobson, "Basic Algebra", Volumes 1 and 2, second edition.

Note: These volumes are out of print. Students may be able to obtain used copies online (be sure it is the second edition) through addall.com or other websites. In the fall, photocopies will be available for purchase.


Prerequisites: Any standard course in abstract algebra for undergraduates and/or Math 551

Description:

Topics: This is the continuation of Math 551, aimed at a discussion of many fundamental algebraic structures. Representative topics will be:

  • Galois Theory
  • Finite algebraic extensions, resolutions of equations by radicals (and without radicals)
  • Noetherian Rings
  • Rings of polynomials, Hilbert basis theorem, Dedekind domains, Finitely generated algebras over fields, Noether normalization, Nullstellensatz
  • Basic Module Theory
  • Projective and injective modules, resolutions, baby homo- logical algebra, Hilbert syzygy theorem





Selected Topics in Algebra



Subtitle: Representation theory of vertex operator algebras

Text: There is still no text book available for the material. So I will refer to online research papers for each topic covered.

Prerequisites: "Introduction to Vertex Operator Algebra Theory" taught by Lepowsky in Fall, 2008.

Description:

Representation theory of vertex operator algebras is equivalent to two-dimensional conformal field theory in physics in the sense that any result or conjecture in two-dimensional conformal field theory can be reformulated precisely as a result or conjecture in the representation theory of vertex operator algebras.

In this course I will present this representation theory. The topics covered will include: Weak modules, generalized modules, N-gradable weak modules and modules for a vertex operator algebra, Zhu's algebra for a vertex operator algebra, the correspondence between modules for Zhu's algebra and N-gradable weak modules for the vertex operator algebra, reductivity of N-gradable weak modules, cofiniteness conditions, intertwining operators, differential equations of regular singular points, tensor products, modular invariance, Verlinde conjecture and Verlinde formula.





Theory of Algebras



Subtitle: Kac-Moody symmetry in mathematics and physics

Text: There will be no required text, but a reading list and supplementary notes will be provided.

Prerequisites: Some background in algebra and group theory at the graduate level will be assumed. Some familiarity with finite dimensional Lie groups or Lie algebras is preferable though not required. Background in theoretical physics will not be assumed.

Description:

Let g be a Kac-Moody Lie algebra of finite, affine, or hyperbolic type, over K, a field, and let G be a Kac-Moody group associated to g. If g is of finite type, then g is a finite dimensional semisimple Lie algebra, and G is a semisimple Lie group. Almost all of these occur in `space-time symmetries' and the development of the Standard Model of particle physics.

The class of affine Kac-Moody algebras have wide applications in physical theories such as elementary particle theory, quantum field theory, gauge theory, conformal field theory, gravity and string theory. Affine Kac-Moody algebras (and their generalizations by Borcherds) give rise to a rich mathematical theory, are relevant to number theory and modular forms, and they occur in the relation between the sporadic simple Monster group and symmetries of codes, lattices and conformal fields theories.

Hyperbolic Kac-Moody theory naturally generalizes the theory of finite dimensional and affine Kac-Moody Lie algebras, though many fundamental questions regarding the structure of hyperbolic groups and algebras remain open. Recently hyperbolic Kac-Moody groups and algebras have been discovered as symmetries in high-energy physics, and they have been shown to serve as duality symmetries of a theory, known as M-theory, which unifies all superstring theories. In particular hyperbolic Kac-Moody groups have been discovered to play a role in the dimensional reduction of supergravity, a theory incorporating general relativity and supersymmetry, and they describe the symmetries of a cosmological phenomenon known as "billiards".

In this course we study the mathematics suggested by the development of M-theory and its symmetries, focussing on the occurence of hyperbolic Kac-Moody groups and algebras and their properties.





Axiomatic Set Theory



Subtitle: Set-theoretic forcing: an introduction to independence proofs

Text: Kenneth Kunen, Set Theory: An Introduction to Independence Proofs, North Holland, Amsterdam # ISBN-10: 0444868399 # ISBN-13: 978-0444868398 Available at:www.amazon.com, just click on the link: Theory-Studies-Logic-Foundations-Mathematics

Prerequisites: A knowledge of basic set theory, including cardinals, ordinals and the axiom of choice.

Description:

This is an introductory course on proving independence results in set theory. Here a statement S is said to be independent of set theory iff S can neither be proved nor disproved from the classical ZFC axioms of set theory. For example, it is well-known that the Continuum Hypothesis CH is independent of set theory. Initially we shall follow the lazy man's approach to obtaining independence results; namely, we shall study the consequences of the following two extra set-theoretic axioms.

  • The Diamond Axiom(♢): a combinatorial principle which says intuitively that there exists a fortune-teller who correctly predicts the future often enough to be useful.
  • Martin's Axiom(MA +





Special Topics in Number Theory



Subtitle: Diophantine Approximations and Transcendental Number Theory

Text:

Prerequisites:

Description:





Experimental Mathematics



Text: No textbooks just handouts

Prerequisites: There are no prerequisites, and no previous programming knowledge is assumed

Description:

Experimental Mathematics used to be considered an oxymoron, but the future of mathematics is in this direction. In addition to learning the philosophy and methodology of this budding field, students will become computer-algebra wizards, and that should be very helpful in whatever mathematical specialty they'll decide to do research in.

We will first learn Maple, and how to program in it. This semester we will explore the fascinating field of combinatorial statistical physics, and critical phenomena. We will explore rigorous, semi-rigorous, and non-rigorous approaches, mostly using symbolic computation, but also numeric computations, using "Monte Carlo".

But the actual content is not that important, it is mastering the methodology of computer-generated and computer-assisted research that is so crucial for your future.

There are no prerequisites, and no previous programming knowledge is assumed. Also, very little overlap with previous years. The final projects for this class may lead to journal publications.





Methods of Applied Mathematics II



Text: Advanced Engineering Mathematics (2nd edition) by Michael D. Greenberg, (Prentice Hall, Upper Saddle River, NJ, 1998). ISBN 0-13-321431-1

Optional purchase:

Methods of Applied Mathematics (2nd edition) by Francis B. Hildebrand, which is available in paperback (Dover, New York, 1965) ISBN 0-486-67002-3

Prerequisites: Math 527, or else permission of the instructor

Description: This is a second-semester graduate course, appropriate for students of mechanical and aerospace engineering, biomedical, electrical, or other engineering areas, materials science, or physics. It begins with the algebra of complex numbers, complex-valued functions of complex variables, analytic functions and the Cauchy-Riemann conditions, poles and branch cuts, and conformal mappings, with applications in physics and engineering to the solution of differential equations and to fluid mechanics. Finally, we address some topics in the calculus of variations with applications.





Rigorous Results in Statistical Mechanics II: Nonequilibrium



Subtitle: Statistical Mechanics of Cooperative Phenomena: From Microscopic Dynamics to Macroscopic Behavior

Text:

Prerequisites: Some familiarity with statistical mechanical and probabilistic ideas.

Description:

The focus of this course will be on emergent cooperative phenomena in systems composed of many interacting individual entities; be they atoms, viruses, plants or humans. The emergent phenomena include phase transitions, epidemics, traffic jams, and the formation of convection cells in nonequilibrium fluids. The mathematical equations which best describe the dynamics of such interacting systems may be deterministic, stochastic or a combination of both.

Topics to be discussed include:

  • Individual and/or coarse grained descriptions of collective phenomena.
  • Microscopic and macroscopic laws of time evolution.
  • Statistical mechanics, kinetic theory, hydrodynamics.
  • Emergent phenomena: correlations, fluctuations and phase transitions.
  • Exact results and approximations: Peirles' argument and mean field theory.
  • Random graphs and social/biological networks
  • Cooperative phenomena in ecological, biological and social systems: contact processes, voter models, traffic models, etc. Random graphs and social/biological networks.
  • Nonequilibrium stationary states in open and driven systems.
  • Glasses and granular materials.





Numerical Analysis II



Text: Numerical Mathematics 2nd Edition by A. Quarteroni et. al. or An Introduction to Numerical Analysis, 2nd Edition by K. Atkinson.

Prerequisites: Advanced Calculus, Linear Algebra, and familiarity with differential equations. Numerical Analysis 01:642:573 is desirable but not required.

Description: This is the second part, independent of the first, of a general survey of the basic topics in numerical analysis. We shall study and analyze a number of numerical algorithms for approximating the solution of a variety of generic problems which occur in applications. The course will begin with the description of the solution methods for the linear system of equations. Starting from the direct methods based on the Gaussian elimination, various classical iterative methods such as Gauss-Seidel, Jacobi and SOR will be discussed. If time permits, we shall also study more advanced iterative methods, multigrid methods in this course, which is known to be most efficient iterative methods until now. Large portion of the course will be devoted to numerical techniques for optimization, matrix eigenvalues and eigenvectors and numerical solutions to nonlinear equations. As a separate but important technique, finite difference and finite element discretization methods for simple partial differential equations such as Poisson's equations and Heat equations will be studied at the end of the course. Particular emphasis in this course is to interconnect the theorectical results and computer implementation. Students will study not only the solid theoretical backgrounds in developing and understanding the algorithms but also a hands-on experience to implement the methods.





Combinatorics II



Text: There is no one text; various more or less relevant books will be on reserve in the library.

Prerequisites: There are no formal prerequisites, but the course assumes a level of mathematical maturity consistent with having had good courses in linear algebra (such as 640:350) and real analysis (such as 640:411) at the undergraduate level. It will help to have seen at least a little prior combinatorics, and (very) rudimentary probability will also occasionally be useful. (Of course survival of the first semester certifies preparation for the second.)

Description: This is the second part of a two-semester course surveying basic topics in combinatorics. Topics for the year are roughly those listed below. Topics in the second semester will depend

  • Enumeration (basics, generating functions, recurrence relations, inclusion-exclusion, asymptotics)
  • Matching theory, polyhedral issues
  • Partially ordered sets and lattices, M





Arithmetic Combinatorics



Text: Additive Combinatorics by T. Tao and V. Vu (recommended but not an obligation).

Prerequisites: Basic knowledge in combinatorics, number theory and probability

Description:

We will discuss several current developments in the field of Additive Combinatorics, including:

  • Variants of Szemeredi regularity lemma, existence of long arithmetic progressions.
  • Green-Tao theorem and related areas, such as ergodic theory.
  • Harmonic analysis techniques; the sum-product phenomenon.
  • Geometry of numbers.





Topics in Probability and Ergodic Theory I



Text: None

Prerequisites: A graduate mathematics course in real analysis or permission of the instructor.

Description: This course will be an introduction to probability theory at the graduate level. Measure theory will be used throughout. It will introduce the main themes of the theory, both classical and contemporary:

  • Foundations-- basic theory of probability spaces, random variables, xpectations;
  • Large number laws and the Ergodic Theorem;
  • Central Limit Theorem, Infinitely Divisible Distributionsand Stable Distributions;
  • Large Deviations;
  • Coupling;
  • Conditional Expectation;
  • Discrete Time Martingale theory.

Probability models from different applied and pure areas will be discussed as examples.





Selected Topics in Applied Mathematics



Subtitle: Topics in Error Correcting Codes

Text:

Prerequisites:

Description:

Error correcting codes (ECCs) encode messages in a redundant way to allow recovery of the original message even in the presence of noise. ECCs were originally designed for communication over noisy channels or storage in noisy devices, and have since been used also for applications in theoretical computer science.

In this course we study ECCs focusing on asymptotic bounds, efficient algorithms and applications in cryptography and complexity. Tools used in the course involve techniques taken from combinatorics, linear algebra, graph theory and Fourier analysis.

Results will be taught from first principals. Mathematical maturity is assumed (in particular, familiarity with analysis of algorithms and elementary probability theory and linear algebra).

The course web page can be found at: http://www.math.ias.edu/~akavia/Topics_in_error_correcting_codes.htm





Mathematical Finance II


This course is part of the Mathematical Finance Master's Degree Program.





Computational Finance


This course is part of the Mathematical Finance Master's Degree Program.





Topics in Mathematical Physics



Subtitle: Wave Function Collapse

Text: None

Prerequisites: Linear algebra and advanced calculus. There are no physics prerequisites, but prior exposure to standard quantum theory would be helpful. Some knowledge of probability theory would also be good.

Description:

Quantum mechanics has rules for predicting the probabilities of outcomes of experiments that are impressively accurate, but it remains weird, or even obscure, in its statements about the reality behind the phenomena. While most models of this reality only apply to special situations, two models succeed in fully explaining the quantum-mechanical probability rules: Bohmian mechanics, and the Ghirardi-Rimini-Weber (GRW) theory of wave function collapse. This course is an introduction to the GRW theory. It can be combined well with, but does not presuppose, Sheldon Goldstein's course on Bohmian mechanics in the fall 2008 semester.

The "collapse" of the wave function, i.e., a sudden change from a superposition to an eigenfunction, is part of the rules of quantum mechanics, but in conflict with the Schr



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