Applied and Computational Mathematics
Major
The undergraduate option in Applied and Computational Mathematics (ACM) within the Computing & Mathematical Sciences department seeks to address the interests of those students who want to combine their basic studies in mathematics with considerable involvement in applications. This program is designed to give students a thorough training in fundamental computational and applied mathematics and to develop their research ability in a specific application field. The fields of application include a wide range of areas such as fluid mechanics, materials science, and mathematical biology, engineering applications, image processing, and mathematical finance.
ACM Coursework at a Glance
ACM/IDS 216. Markov Chains, Discrete Stochastic Processes and Applications. Stable laws, Markov chains, classification of states, ergodicity, von Neumann ergodic theorem, mixing rate, stationary/equilibrium distributions and convergence of Markov chains, Markov chain Monte Carlo and its applications to scientific computing, Metropolis Hastings algorithm, coupling from the past, martingale theory and discrete time martingales, rare events, law of large deviations, Chernoff bounds.
