Requirements

Your application should demonstrate that you will benefit from the following curriculum. The minimal prerequisites for the master’s program are a solid background in multi-variate calculus, linear/matrix algebra, and elementary probability and statistics.

The online application for the 2020-21 academic year is currently available. The deadline to submit your application, along with all necessary documentation is January 15th, 2020.

Curriculum

Students can select one of the following tracks. Each track includes a sequence of three courses.
(i) Applied Analysis and Modeling Track:
• Applied Functional Analysis
• Partial Differential Equations
• Dynamical Systems

(ii) Computational Mathematics Track:
• Math Comp I: Linear Algebra and Matrix Computation
• Math Comp II: Optimization
• Machine Learning

Students will complete three additional courses of their choice. They may select from the track they did not pursue above or from the list below:
o Applied Stochastic Processes
o Inverse Problems and Imaging
o Multivariate Data Analysis via Matrix Decompositions
o Probability sequence; two or three courses, upon faculty approval,
o Numerical Methods for PDEs
o Modern Inference
o Computational Biology, upon faculty approval
o Uncertainty Quantification
o Fourier and Wavelet Analysis

For the remaining three courses, students can select from the above lists or from graduate-level courses related to CAM offered through the Physical Science Division, TTIC, or the Booth Business School.

Students pursuing the option of a master’s degree with thesis are required to:
(i) complete the above requirements; and
(ii) write and defend a master’s thesis under the guidance of a CAM advisor.

The option without master’s thesis may be completed in nine months (three full-time quarters). The option with a master’s thesis may be completed in 15 months (four full-time quarters, excluding summer). Students interested in pursuing a PhD program afterwards are encouraged to register for two years.

 

Faculty

Courses are taught by faculty from:

The Committee on Computational and Applied Mathematics
The Department of Statistics
The Department of Mathematics
The Department of Computer Science