Course Descriptions
-
MATH-GA.1002-001 Multivariable Analysis
3 Points, Mondays, Wednesdays, 5:00-6:15PM, Hau-Tieng Wu
Description TBA -
MATH-GA.1234-001 Cryptocurrency And Blockchains: Mathematics And Technologies (1st Half Of Semester)
3 Points, Thursdays, 7:10-9:00PM, Amir Sadr and Petter Kolm
Description TBA -
MATH-GA.1410-003 Introduction To Math Analysis I
3 Points, Mondays, Wednesdays, 4:55-6:10PM, TBA
Description TBA -
MATH-GA.2010-001 Numerical Methods I
3 Points, Mondays, Wednesdays, 4:55-6:10PM, Benjamin Peherstorfer
Description TBA -
MATH-GA.2041-001 Computing In Finance
3 Points, Thursdays, 7:10-9:00PM, Lee Maclin
Description TBA -
MATH-GA.2043-001 Scientific Computing
3 Points, Tuesdays, Thursdays, 4:55-6:10PM, Jonathan Goodman
Description TBA -
MATH-GA.2046-001 Advanced Statistical Inference And Machine Learning
3 Points, Wednesdays, 5:10-7:00PM, Gordon Ritter
Description TBA -
MATH-GA.2047-001 Trends In Financial Data Science
3 Points, Tuesdays, 5:10-7:00PM, Ivailo Dimov and Petter Kolm
Description TBA -
MATH-GA.2049-001 Alternative Data In Quantitative Finance (2nd Half Of Semester)
3 Points, Thursdays, 7:10-9:00PM, Gene Ekster
Description TBA -
MATH-GA.2070-001 Data Science And Data-Driven Modeling (1st Half Of Semester)
3 Points, Tuesdays, 7:10-9:00PM, Christos Koutsoyannis
Description TBA -
MATH-GA.2110-001 Linear Algebra I
3 Points, Tuesdays, Thursdays, 4:55-6:10PM, Pax Kivimae
Description TBA -
MATH-GA.2111-001 Linear Algebra (One-Term)
3 Points, Mondays, Wednesdays, 11:00-12:15PM, Alan Kaptanoglu
Description TBA -
MATH-GA.2130-001 Algebra I
3 Points, Mondays, Wednesdays, 3:30-4:45PM, Fedor Bogomolov
Description TBA -
MATH-GA.2310-001 Topology I
3 Points, Mondays, Wednesdays, 9:30-10:45AM, Valentino Tosatti
Description TBA -
MATH-GA.2350-001 Differential Geometry I
3 Points, Mondays, Wednesdays, 2:00-3:15PM, Jeff Cheeger
Description TBA -
MATH-GA.2400-001 Advanced Topics In Geomtery: TBA
3 Points, Mondays, Wednesdays, 9:30-10:45AM, Mikhael Gromov
Description TBA -
MATH-GA.2400-002 Advanced Topics In Geomtery: TBA
3 Points, Tuesdays, Thursdays, 9:30-10:45AM, Mikhael Gromov
Description TBA -
MATH-GA.2430-001 Real Variables I
3 Points, Mondays, Wednesdays, 9:30-10:45AM, Tristan Buckmaster
Description TBA -
MATH-GA.2450-001 Complex Variables I
3 Points, Tuesdays, Thursdays, 9:30-10:45AM, Deane Yang
Description TBA -
MATH-GA.2490-001 Introduction To Partial Differential Equations
3 Points, Mondays, Wednesdays, 2:00-3:15PM, Fanghua Lin
Description TBA -
MATH-GA.2650-001 Advanced Topics In Analysis: TBA
3 Points, Mondays, Wednesdays, 11:00-12:15PM, Jalal Shatah
Description TBA -
MATH-GA.2701-001 Methods Of Applied Math
3 Points, Mondays, Wednesdays, 11:00-12:15PM, Alex Mogilner
Description TBA -
MATH-GA.2702-001 Fluid Dynamics
3 Points, Mondays, Wednesdays, 12:30-1:45PM, Esteban Tabak
Description TBA -
MATH-GA.2707-001 Time Series Analysis & Statistical Arbitrage
3 Points, Mondays, 5:10-7:00PM, Farshid Asl
Description TBA -
MATH-GA.2751-001 Risk & Portfolio Management
3 Points, Wednesdays, 5:10-7:00PM, Kenneth Winston
Description TBA -
MATH-GA.2755-001 Project & Presentation
3 Points, Petter Kolm
Description TBA -
MATH-GA.2791-001 Financial Securities And Markets
3 Points, Wednesdays, 7:10-9:00PM, Mehdi Sonthonnax
Description TBA -
MATH-GA.2793-001 Dynamic Asset Pricing (2nd Half Of Semester)
3 Points, Mondays, 7:10-9:00PM, Samim Ghamami
Description TBA -
MATH-GA.2803-001 Fixed Income Derivatives: Models & Strategies In Practice (1st Half Of Semester)
3 Points, Mondays, 7:10-9:00PM, Leon Tatevossian
Description TBA -
MATH-GA.2805-001 Trends In Sell-Side Modeling: Xva, Capital And Credit Derivatives
3 Points, Tuesdays, 5:10-7:00PM, Irena Khrebtova
Description TBA -
MATH-GA.2830-001 Advanced Topics In Applied Math: TBA
3 Points, Mondays, Wednesdays, 12:30-1:45PM, Charles Peskin
Prerequisite:
Familiarity with numerical methods and fluid dynamics.The immersed boundary (IB) method is a general framework for the
computer simulation of flows with immersed elastic boundaries and/or
complicated geometry. It was originally developed to study the fluid
dynamics of heart valves, and it has since been applied to a wide
variety of problems in biofluid dynamics, such as wave propagation in
the inner ear, blood clotting, swimming of creatures large and small,
and the flight of insects. Non-biological applications include sails,
parachutes, flows of suspensions, and two-fluid or multifluid
problems.Topics to be covered include: mathematical formulation of
fluid-structure interaction in Eulerian and Lagrangian variables, with
interaction equations involving the Dirac delta function;
discretization of the structure, fluid, and interaction equations,
including energy-based finite-element or finite-difference
discretization of the structure equations, finite-difference
discretization of the fluid equations, and IB delta functions with
specified mathematical properties; a simple but effective method for
adding mass to an immersed boundary; numerical simulation of rigid
immersed structures or immersed structures with rigid parts; IB
methods for immersed filaments with bend and twist; and a stochastic
IB method for thermally fluctuating hydrodynamics within biological
cells, and the direct numerical simulation of osmotic phenomena. Some
recent developments to be covered include stability analysis of the IB
method and a Fourier-Spectral IB method with improved boundary
resolution. The challenge of making the IB method implicit so that
larger time steps can be taken will be discussed. The IB method also
has electrical applications. Two of these that will be discussed, if
time permits, are cardiac electrophysiology and the direct numerical
simulation of ions in solution.Course requirements include homework assignments and a computing
project, but no exam. Students may collaborate on the homework and on
the computing project, and are encouraged to present the results of
their computing projects to the class.Text:
The Immersed Boundary Method. Lecture notes freely available at:
http://www.math.nyu.edu/faculty/peskin/ib_lecture_notes/index.html -
MATH-GA.2830-004 Advanced Topics In Applied Math: Mathematical Statistics
3 Points, Tuesdays, 12:00-1:40PM, Jonathan Jonathan Niles-Weed
Description TBA -
MATH-GA.2830-005 Advanced Topics In Applied Math: Mathematical Statistics Lab
3 Points, Thursdays, 3:45-4:35PM, TBA
Description TBA -
MATH-GA.2901-001 Essentials Of Probability
3 Points, Mondays, Wednesdays, 3:30-4:45PM, Gerard Ben Arous
Description TBA -
MATH-GA.2903-001 Stochastic Calculus (2nd Half Of Semester)
3 Points, Mondays, 7:10-9:00PM, Alexey Kuptsov
Description TBA -
MATH-GA.2911-001 Probability Theory I
3 Points, Mondays, Wednesdays, 11:00-12:15PM, Roland Bauerschmidt
Description TBA -
MATH-GA.2931-001 Advanced Topics In Probability: Random Matrix Universality
3 Points, Tuesdays, Thursdays, 12:30-1:45PM, Paul Bourgade
Description TBA -
MATH-GA.3001-001 Geophysical Fluid Dynamics
3 Points, Tuesdays, Thursdays, 9:30-10:45AM, Yi Zhang
Description TBA