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Graduate Studies Calendar 2017-2018 Courses of Instruction Course Descriptions M Mathematics MATH
Mathematics MATH

Instruction offered by members of the Department of Mathematics and Statistics in the Faculty of Science.

Graduate Courses

Note: In addition to the prerequisites listed below, consent of the Department is a prerequisite for these graduate courses.

Mathematics 600       Research Seminar
A professional skills course, focusing on the development of technical proficiencies that are essential to succeed as practicing mathematicians in academia, government, or industry. The emphasis is on delivering professional presentations and using modern mathematical research tools. A high level of active student participation is required.

Course Hours:
1.5 units; Q(3S-0)
MAY BE REPEATED FOR CREDIT
NOT INCLUDED IN GPA
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Mathematics 601       Measure and Integration
Abstract measure theory, basic integration theorems, Fubini's theorem, Radon-Nikodym theorem, Lp spaces, Riesz representation theorem.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Mathematics 445 or 447.
Antirequisite(s):
Credit for Mathematics 601 and either Mathematics 501 or Pure Mathematics 501 will not be allowed.        
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Mathematics 603       Analysis III
Sequences and series of functions; Lebesgue integration on the line, Fourier series and the Fourier transform, pointwise convergence theorems, distributions and generalized functions.

Course Hours:
3 units; H(3-0)
Prerequisite(s):
Mathematics 447 or a grade of "B+" or better in Pure Mathematics 445 or Mathematics 445.   
Antirequisite(s):
Credit for Mathematics 603 and either Mathematics 545 or Pure Mathematics 545 will not be allowed.   
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Mathematics 605       Differential Equations III
Systems of ordinary differential equations. Existence and uniqueness. Introduction to partial differential equations.

Course Hours:
3 units; H(3-0)
Prerequisite(s):
Applied Mathematics 411 and Mathematics 445 or 447.
Antirequisite(s):
Credit for Mathematics 605 and Applied Mathematics 605 will not be allowed.
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Mathematics 607       Algebra III
A sophisticated introduction to modules over rings, especially commutative rings with identity. Major topics include: snake lemma; free modules; tensor product; hom-tensor duality; finitely presented modules; invariant factors; free resolutions; and the classification of finitely generated modules over principal ideal domains. Adjoint functors play a large role. The course includes applications to linear algebra, including rational canonical form and Jordan canonical form.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Pure Mathematics 431 or Mathematics 411.        
Antirequisite(s):
Credit for Mathematics 607 and any of Pure Mathematics 511, 607 or 611 will not be allowed.
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Mathematics 617       Functional Analysis
Introduction to some basic aspects of Functional Analysis, Hilbert and Banach spaces, linear operators, weak topologies, and the operator spectrum.

Course Hours:
3 units; H(3-0)
Prerequisite(s):
Mathematics 545 or 603.      
Antirequisite(s):
Credit for Mathematics 617 and Applied Mathematics 617 will not be allowed.      
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Mathematics 621       Complex Analysis
A rigorous study of function of a single complex variable. Holomorphic function, Cauchy integral formula and its applications. Conformal mappings. Fractional linear transformations. Argument principle. Schwarz lemma. Conformal self-maps of the unit disk.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Mathematics 335 or 355 or Pure Mathematics 435 or 455; and Mathematics 421 or 423; or consent of the Department.
Antirequisite(s):
Credit for Mathematics 621 and 521 will not be allowed.
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Mathematics 625       Introduction to Algebraic Topology
Introduction to the algebraic invariants that distinguish topological spaces. Focus on the fundamental group and its applications, and homology. Introduction to the basics of homological algebra.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Mathematics 445 or 447, and Pure Mathematics 431.
Antirequisite(s):
Credit for Mathematics 625 and Pure Mathematics 607 will not be allowed.        
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Mathematics 627       Algebraic Geometry
Introduction to modern algebraic geometry sufficient to allow students to read research papers in their fields which use the language of schemes. Topics will include Spectra of rings; the Zariski topology; affine schemes; sheaves; ringed spaces; schemes; morphisms of finite type; arithmetic schemes; varieties; projective varieties; finite morphisms, unramified morphisms; etale morphisms.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Mathematics 607 or Pure Mathematics 511 or 611.
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Mathematics 631       Discrete Mathematics

Discrete Geometry: Euclidean, spherical and hyperbolic n-spaces, trigonometry, isometries, convex sets, convex polytopes, (mixed) volume(s), classical discrete groups, tilings, isoperimetric inequalities, packings, coverings. Graph Theory: connectivity; trees; Euler trails and tours; Hamilton cycles and paths; matchings; edge colourings; vertex colourings; homomorphisms; plane and planar graphs; extremal graph theory and Ramsey theory.

631.01. Discrete Geometry

631.03. Graph Theory


Course Hours:
3 units; H(3-0)
Prerequisite(s):
Consent of the Department.         
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Mathematics 635       Geometry of Numbers
The interplay of the group-theoretic notion of lattice and the geometric concept of convex set, the lattices representing periodicity, the convex sets geometry. Topics include convex bodies and lattice points, the critical determinant, the covering constant and the inhomogeneous determinant of a set, Star bodies, methods related to the above, and homogeneous and inhomogeneous forms.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Consent of the Department.    
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Mathematics 637       Infinite Combinatorics
An excursion into the infinite world, from Ramsey Theory on the natural numbers, to applications in Number Theory and Banach Spaces, introduction to tools in Model Theory and Logic, fascinating homogeneous structures such as the rationals and the Rado graph, and possibly further explorations into the larger infinite world.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Consent of the Department.   
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Mathematics 641       Number Theory

Algebraic Number Theory: an introduction to number fields, rings of integers, ideals, unique factorization, the different and the discriminant. The main objective to the course will be to prove the finiteness of the class number and Dirichlet's Unit Theorem.
Analytic Number Theory: students will learn tools to aid in the study of the average behaviour of arithmetic functions, including the use of zeta functions, to prove results about the distribution of prime numbers.

641.01. Algebraic Number Theory

641.03. Analytic Number Theory


Course Hours:
3 units; H(3-0)
Prerequisite(s):
Consent of the Department.
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Mathematics 643       Computational Number Theory
An investigation of major problems in computational number theory, with emphasis on practical techniques and their computational complexity. Topics include basic integer arithmetic algorithms, finite fields, primality proving, factoring methods, algorithms in algebraic number fields.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Pure Mathematics 427 or 429.   
Antirequisite(s):
Credit for Mathematics 643 and either Pure Mathematics 527 or 627 will not be allowed.   
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Mathematics 647       Modular Forms

Modular forms and automorphic representations and their L-functions. Modularity Theorem from two perspectives.

Classical Perspective on Modular Forms: introduction to modular curves as moduli spaces for elliptic curves and as differential forms on modular curves. A study of L-functions attached to modular forms and the modularity theorem.

An Introduction to Autmorphic Representations: introduction to the Langlands Programme. A study of partial L-functions attached to automorphic representations and known instances of the Langlands Correspondence.

647.01. Classical Perspective on Modular Forms

647.03. An Introduction to Automorphic Represenations


Course Hours:
3 units; H(3-0)
Prerequisite(s):
Consent of the Department.   
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Mathematics 651       Topics in Applied Mathematics
Topics will be chosen according to the interest of the instructors and students.

Course Hours:
3 units; H(3-0)
Prerequisite(s):
Consent of the Department.   
Also known as:
(formerly Applied Mathematics 603)
MAY BE REPEATED FOR CREDIT
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Mathematics 653       Topics in Pure Mathematics
Topics will be chosen according to the interest of the instructors and students.

Course Hours:
3 units; H(3-0)
Prerequisite(s):
Consent of the Department.  
Also known as:
(formerly Pure Mathematics 603)
MAY BE REPEATED FOR CREDIT
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Mathematics 661       Scientific Modelling and Computation I

Convex Optimization: an introduction to modern convex optimization, including basics of convex analysis and duality, linear conic programming, robust optimization, and applications.

Scientific Computation: an introduction to both the methodological and the implementation components underlying modern scientific computations, with a natural emphasis on numerical linear algebra, and including modern computing architectures and their implications for numerical algorithms.

Numerical Differential Equations: fundamentals of solving DEs numerically, addressing the existence, stability and efficiency of such methods.

661.01. Convex Optimization

661.03. Scientific Computation

661.05. Numerical Differential Equations


Course Hours:
3 units; H(3-0)
Prerequisite(s):
Consent of the Department.     
Notes:
Mathematics 603 is recommended as preparation for Mathematics 661.01.     
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Mathematics 663       Applied Analysis

Interior Point Methods: exposes students to the modern IPM theory with some applications, to the extent that at the end of the course a student should be able to implement a basic IPM algorithm.

Theoretical Numerical Analysis: provides the theoretical underpinnings for the analysis of modern numerical methods, covering topics such as linear operators on normed spaces, approximation theory, nonlinear equations in Banach spaces, Fourier analysis, Sobolev spaces and weak formulations of elliptic boundary value problems, with applications to finite difference, finite element and wavelet methods.

Differential Equations: essential ideas relating to the analysis of differential equations from a functional analysis point of view. General topics include Hilbert spaces and the Lax-Milgram’s theorem, variational formulation of boundary value problems, finite element methods, Sobolev spaces, distributions, and pseudo-differential operators.

663.01. Interior Point Methods

663.03. Theoretical Numerical Analysis

663.05. Differential Equations


Course Hours:
3 units; H(3-0)
Prerequisite(s):
Two of Mathematics 601, 603 and 605.      
Notes:
Mathematics 601, 603 and 605 are recommended as preparation for this course. Additionally, Mathematics 661.01 and Mathematics 617 are recommended for Mathematics 663.01.      
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Mathematics 667       Introduction to Quantum Information
Focus on the mathematical treatment of a broad range of topics in quantum Shannon theory. Topics include quantum states, quantum channels, quantum measurements, completely positive maps, Neumarkís theorem, Stinespring dilation theorem, Choi-Jamiolkowski isomorphism, the theory of majorization and entanglement, the Peres-Horodecki criterion for separability, Shannon’s noiseless and noisy channel coding theorems, Lieb’s theorem and the strong subadditivity of the von Neumann entropy, Schumacher’s quantum noiseless channel coding theorem, and the Holevo-Schumacher-Westmoreland theorem.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Mathematics 411 or Physics 443.     
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Mathematics 669       Scientific Modelling and Computation II

Wavelet Analysis: covers the design and implementation of wavelet methods for modern signal processing, particularly for one- and two-dimensional signals (audio and images).

Mathematical Biology: introduction to discrete models of mathematical biology, including difference equations, models of population dynamics and the like. Topics include stability of models describe by difference equations, continuous spatially homogeneous processes and spatially distributed models.

669.01. Wavelet Analysis

669.03. Mathematical Biology


Course Hours:
3 units; H(3-0)
Prerequisite(s):
Mathematics 617 is required for Mathematics 669.01.   
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Mathematics 681       Stochastic Calculus for Finance
Martingales in discrete and continuous time, risk-neutral valuations, discrete- and continuous-time (B,S)-security markets, the Cox-Ross-Rubinstein formula, Wiener and Poisson processes, Itô’s formula, stochastic differential equations, Girsanov’s theorem, the Black-Scholes and Merton formulas, stopping times and American options, stochastic interest rates and their derivatives, energy and commodity models and derivatives, value-at-risk and risk management.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Applied Mathematics 481.
Antirequisite(s):
Credit for Mathematics 681 and either Applied Mathematics 681 or 581 will not be allowed.     
Also known as:
(formerly Applied Mathematics 681)
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Mathematics 683       Computational Finance
Basic computational techniques required for expertise quantitative finance. Topics include basic econometric techniques (model calibration), tree-based methods, finite-difference methods, Fourier methods, Monte Carlo simulation and quasi-Monte Carlo methods.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Applied Mathematics 481 and 491.    
Antirequisite(s):
Credit for Mathematics 683 and either Applied Mathematics 683 or 583 will not be allowed.   
Notes:
Although a brief review of asset price and option valuation models is included, it is recommended that students take Mathematics 681 prior to taking this course.
Also known as:
(formerly Applied Mathematics 683)
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Mathematics 685       Stochastic Processes
Stochastic processes are fundamental to the study of mathematical finance, but are also of vital importance in many other areas, from neuroscience to electrical engineering. Topics to be covered: Elements of stochastic processes, Markov chains and processes, Renewal processes, Martingales (discrete and continuous times), Brownian motion, Branching processes, Stationary processes, Diffusion processes, The Feynman-Kac formula, Kolmogorov backward/forward equations, Dynkin’s formula.
Course Hours:
3 units; H(3-0)
Prerequisite(s):
Statistics 321; one of Mathematics 331, 335, 355 or 367; and one of Mathematics 311 or 313.
Antirequisite(s):
Credit for Mathematics 685 and Statistics 761 will not be allowed.
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Mathematics 691       Advanced Mathematical Finance I

Topics include specific areas of mathematical finance and build on Mathematics 681.

Lévy Processes (LP): fundamental concepts associated with LP such as infinite divisibility, the Lévy-Khintchine formula, the Lévy-Itô decomposition, subordinators, LP as time-changed Brownian motions, and also dealing with semi-groups and generators of LP, the Itô formula for LP, the Girsanov theorem, stochastic differential equations driven by LP, the Feynman-Kac formula, applications of LP and numerical simulation of LP.

Credit Risk: corporate bond markets, modelling the bankruptcy risk of a firm, and understanding how corporate bonds are priced.

691.01. Lévy Processes

691.03. Credit Risk


Course Hours:
3 units; H(3-0)
Prerequisite(s):
Mathematics 681.   
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Mathematics 693       Advanced Mathematical Finance II

Topics include specific areas of mathematical finance and build on Mathematics 681 and 683.

Monte Carlo Methods for Quantitative Finance: random number generation, simulation of stochastic differential equations, option valuation, variance reduction techniques, quasi-Monte Carlo methods, computing ‘greeks', valuation of path-dependent and early-exercise options; applications to risk management; Markov Chain Monte Carlo methods.

Energy, Commodity and Environmental Finance: energy and commodity markets; spot, futures, forwards and swap contracts; the theory of storage; stochastic models for energy prices; model calibration; emissions market modelling; weather derivatives; energy risk management; energy option valuation.

693.01 Monte Carlo Methods for Quantitative Finance

693.03 Energy, Commodity and Environmental Finance


Course Hours:
3 units; H(3-0)
Prerequisite(s):
Mathematics 681 and 683.    
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