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Master of Science in Applied Mathematics

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School

Engineering and Science

Program Level

GRADUATE

Program Description

The Master of Science in Applied Mathematics degree prepares students for careers in science, engineering, and business, where advanced methods in differential equations, nonlinear optimization, statistics, and computational mathematics play a significant role in technology development and innovation. It accommodates individuals with varying academic backgrounds and career objectives, including students interested in pursuing a Ph.D. in the mathematical sciences. 

Upon completion of the program, students should have acquired significant knowledge and fundamental understanding across a broad range of subjects including: 

  • Analysis

  • Differential equations

  • Probability

  • Nonlinear optimization

  • Statistics

  • Numerical methods

Concentrations

To better prepare themselves for careers at the interface between mathematics and applications in science, engineering and business, our students are strongly encouraged to pursue deeper understanding in one of the three areas (program concentrations): 

  • Differential Equations

  • Optimization of Stochastic Systems

  • Data Science

Program Objectives

The program prepares students to:

  • have broad knowledge and fundamental understanding of real analysis, differential equations, probability, nonlinear optimization, statistics, and numerical methods.

  • gain expertise in at least one of the following areas, where they will be familiarized with most recent mathematical approaches and will study in-depth the most recent results: continuous and discrete dynamical systems; partial differential equations and integro-differential equations; inverse methods in differential equations and optimization; probability and statistics, stochastic processes, statistical estimation techniques, the theory and numerical methods of optimization; control of dynamical systems; optimization under uncertainty and risk.

  • develop awareness of the interplay between these mathematical disciplines and their relevance to science, engineering, and business.

Program Outcomes

Program Educational Outcomes common to all concentrations:

  • Develop

    • models from the governing laws and theories in physics, chemistry, biology,

    • stochastic models using experimental/observed data,

    • mathematical models of optimal decision, optimal design, and optimal control situations.

  • Identify proper methodology to analyze these models.

  • Identify and/or develop a proper numerical method and use or develop software to solve the formulated mathematical problem.

  • Analyze the obtained solution and infer consequences for the practical situation.

  • Validate and fine-tune the mathematical model and the solution method.

  • Effectively communicate their mathematical expertise. 

Program outcomes specific to the concentration in Differential Equations:

  • Acquire deeper theoretical knowledge in at least one of the following areas: continuous and discrete dynamical systems; partial differential equations and integro-differential equations; and inverse methods in differential equations and optimization.

  • Gain hands-on experience in developing mathematical models with differential equations in various applications and in implementing those models in software packages such as Matlab, Mathematica and COMSOL Multiphysics.

  •  Broaden knowledge of applications of differential equations and gain intimate knowledge of some of those applications.

Program outcomes specific to the concentration in Optimization of Stochastic Systems

  • Acquire deeper theoretical knowledge in at least one of the following areas: stochastic processes, statistical estimation techniques, the theory and numerical methods of optimization; control of dynamical systems; optimization under uncertainty and risk.

  • Gain hands-on experience in formulating optimization problems in various applications dealing with uncertainty and risk and in solving those problems with modern optimization software.

  •  Broaden the knowledge of applications areas where the need for stochastic systems models and their analysis is crucial and provide opportunity to gain intimate knowledge of some of those areas.

Program outcomes specific to the concentration in Data Science

  • Acquire deeper theoretical knowledge in at least one of the following areas: statistical models used for independent and non-independent data (e.g. time series, Markov processes, spatio-temporal data); fundamental principles underlying statistical estimation and inference; general stochastic processes and their properties pertaining to modeling; optimization and computational methods related to parameter estimation and prediction.

  • Gain hands-on experience in developing mathematical and statistical models with software packages such as R, MATLAB toolboxes, and dedicated libraries in Python and C++.

  • Broaden knowledge of applications of stochastic and statistical models tailored to various real world data applications in ecology, epidemiology, and actuarial science, among others.