NOTE: Trailing double zeroes have been dropped from course
numbers in this document, e.g., MA 54400 is abreviated MA 544.
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This handbook contains regulations, requirements, and general information for various graduate programs in the Department of Mathematics. This supplements material in the Graduate Bulletin and in the Graduate School publication ``Policies and Procedures Manual for Administering Graduate Student Programs''. Any questions should be directed to the Graduate Office.
Each entering graduate student will be assigned an advisor to assist in the selection of a graduate program and registration for courses. The student will be expected in subsequent semesters to have this advisor sign registration forms and to give guidance in the program, unless, by mutual consent, another advisor is suggested to the Graduate Office. The list of course offerings should be consulted in planning a program since some courses are offered only once a year or less.
Each degree program requires that a plan of study be submitted and approved by an advisory committee in the Department of Mathematics and by the Graduate School. A student in a Ph.D. program who has passed the Advanced Topics Examination (see section IV.(C)) will arrange for a new advisory committee of three or four faculty members, representative of the student's major area of interest. The chair will be the student's thesis advisor. A student must be registered as a candidate in the semester in which the degree is expected.
A plan of study must be submitted and approved by the department and the Graduate School before the semester in which the student expects to receive the degree. It is desirable that the plan of study be submitted electronically by the end of the second semester of graduate study. A plan of study will not be accepted if it contains courses with a large overlap in content. Subsequent requests for changes in the plan of study must be submitted electronically and approved by the advisor, Graduate Office, and the Graduate School. The Plan of Study Generator (POSG) may be accessed via the mypurdue portal at http://mypurdue.purdue.edu (see section X). The master's advisory committee consists of faculty with whom a student has had classes or faculty approved by the Graduate Office.
The completion of an approved plan of study, with all grades of A or B with the possible exception of at most two grades of C, and a grade point average of at least 3.00 is required for the M.S. degree.
A minimum of 30 hours of course credits is required for the M.S. degree. The average time for completion of this degree is two years for a student holding a half-time assistantship and not transferring credits. For a half-time assistant whose performance is satisfactory, a time limit of four semesters and the intervening summer session is usually imposed for completion of the M.S. degree with continuation of departmental support.
The Computational Finance option requires 34 hours of course credits. See III.(D).
Other combinations of courses are possible, and substitutions in course requirements and the transfer of credits from other universities may be permitted with the permission of the Graduate Committee.
and 7 or more credit hours approved by the CF committee from the following list:
Possible departments to choose from include: Management, Economics, Statistics, Computer Science, Agricultural Economics, and Industrial Engineering.
Possible topics include: Advanced finance seminar, Portfolio management, Security analysis, Macroeconomics, International monetary problems, Financial time series, Bayesian statistics in finance, and Monte-Carlo methods.
A typical degree plan for the MS degree in Mathematics with CF specialization will look like this:
MA 511, MA 519, MA 523, MA 544, STAT 525, MA 515, MA 516, IE 581, MGMT 610, MGMT 614, MGMT 643, ECON 608.
Besides satisfying the general regulations of the Graduate School for the degree of Doctor of Philosophy, the student must comply with the following requirements.
The Qualifying Examinations are written examinations offered twice a year during week long Qualifier Exam Sessions the week before classes start in August and January. Each examination is written and graded by a faculty member or a committee of faculty members chosen by the Graduate Committee.
The following four subject areas are called the Core 4 Areas.
Complex Analysis (MA 530) |
Real Analysis (MA 544) |
Abstract Algebra (MA 553) |
Linear Algebra (MA 554) |
The qualifier exam subject areas are the Core 4 Areas plus the following Area Exams,
Numerical Analysis (MA 514) |
Probability (MA 519) |
Partial Differential Equations (MA 523) |
Differential Geometry (MA 562) |
Topology (MA 571) |
Mathematical Logic (MA 585) |
The student must pass at least two exams from the Core 4 Areas, including at least one of 544 or 553. They must also pass two more exams from the Area Exams and the unused two exams from the Core 4.
The Qualifier Deadline for students who enter the program with a master's degree is the January Qualifier Exam Session of their second year. The Qualifier Deadline for students without a master's degree is the January Qualifier Exam Session of their third year. Students who have not passed the four exams on or before the session of their Qualifier Deadline will have their privileges to continue in the mathematics PhD program terminated.
Each qualifier exam can be attempted a maximum of three times and students may attempt as many qualifier exams as they wish at any Qualifier Session on or before their Qualifier Deadline.
Once an exam is passed, it cannot be retaken to improve the grade from B to A.
A syllabus for each area is given in section VI. Previous exams
are available at
http://www.math.purdue.edu/academic/grad/qualexams/
After passing the Qualifying Examinations, a student must find a faculty member willing to serve as the Advanced Topics Examination Coordinator. This Coordinator, once identified, begins to serve as the student's academic advisor, counseling the student and signing course registration forms. Usually the Coordinator becomes the student's thesis advisor, provided the student passes the Advanced Topics Examination.
The student must meet with the Coordinator to prepare an Advanced Topics Examination Proposal Form, which is to be filed in the Graduate Office at least one month prior to the examination date. The form lists the Coordinator, two courses beyond the qualifying level on which the student is to be examined (or a body of mathematics roughly equivalent to this), and one other faculty member who, with the Coordinator, administers the Advanced Topics Examination. At the discretion of the Coordinator, the examination may also cover a third subject, possibly with a third examiner. The examinations may be oral or written, and may be given separately or together. The conditions of the examination are specified on the Advanced Topics Examination Proposal Form, which must be approved and signed by the Coordinator, the student, and the Graduate Committee Chair. To pass the examination requires agreement of all members of the committee and the consent of one to serve as the student's thesis advisor. While this is usually the Coordinator it need not be.
A student may take the Advanced Topics Examination at most twice;
however, the examination should be passed within years of
passing the Qualifying Examinations. In special cases the Graduate Committee
may grant an extension of this time limit. Each time the examination is taken,
a new Advanced Topics Examination Proposal Form must be filed in the Graduate
Office. Below is a list of some possible combinations of courses for the
Advanced Topics Examination.
Algebra | (MA557, 558) |
(MA558, 650) | |
(MA558, 664) | |
Analysis | (MA531, 631) |
(MA538, 545) | |
(MA546, 646) | |
(MA642, 643) | |
(MA647, 648) |
App. Math | (MA611, 642) |
(MA642, 643) | |
Control Theory | (MA545, 620) |
Geometry | (MA562, 661) |
Logic | (MA586, 587) |
(CS584, MA586) | |
Numerical Analysis | (CS614, 615) |
Probability | (MA538, 539) |
Topology | (MA572, 672) |
The Computational Science and Engineering Program (CS&E) provides students with the opportunity to study a specific science or engineering discipline along with computing in a multidisciplinary environment. Participating departments include aeronautics & astronautics engineering, agricultural economics, agronomy, biology, chemistry, computer science, earth & atmospheric sciences, electrical engineering, food science, industrial & physical pharmacy, mathematics, mechanical engineering, medicinal chemistry & pharmocognosy, nuclear engineering, pharmacy practice, physics, psychology and statistics.
CS&E Courses
CS&E Core Courses | Relevant Math Courses | ||
CS 501 | ECE 563 | MA 511 | MA 611 |
CS 514 | ECE 570 | MA 518 | MA 620 |
CS 515 | ECE 628 | MA 519 | MA 642 |
CS 525 | ECE 580 | MA 521 | MA 643 |
CS 572 | IE 535 | MA 523 | |
CS 530 | MA 521 | MA 524 | |
CS 520 | ME 581 | MA 575 |
For a half-time assistant whose performance is satisfactory, a time limit of four semesters and the intervening summer session is usually imposed for completion of the M.S. degree with continuation of departmental support.
Continued financial support by the Mathematics Department will depend on satisfactory academic progress and satisfactory performance in teaching and/or research duties (see section VII.). The Graduate Committee urges students to complete the Ph.D. within seven years since financial support will be terminated after that time.
Examinations will be based on material in references listed below for
each area. Some topics may not be covered in courses listed in the
previous subsection, IV.(A), in which case the student should study such topics
in the suggested references. A list of the principal topics in each area is
presented as an overview, but not as a detailed outline of the reference
material. Previous exams are available at
http://www.math.purdue.edu/academic/grad/qualexams/
Topics:
Books:
Prerequisites:
Some undergraduate level linear algebra and group theory such as is found on pages 1-99 of M. Artin's Algebra and, in addition, D&F (see below), Chapters 0-3 (except §3.4).
Topics:
Book:
Topics:
Book:
Topics:
Books:
Prerequisites:
Some undergraduate multivariate calculus and topology as found in Munkres,
Chapters 1-4 (see below) including the topology of , the chain
rule for mappings from
into
, the implicit and inverse
function theorems, and Jacobians.
Topics:
Books:
Topics:
Books:
Multidimensional Changes of Variables:
Jointly normal random variables: see Breiman, Probability: With a view towards applications
Central Limit Theorem: see, for example, Breiman, Probability Chapter 1 and section 8.6 (pp 167-170)
Topics:
Books:
Chapter 1 : §§1-6 |
Chapter 2 : §§1-4 |
Chapter 3 : §§1-6 |
Chapter 4 : §§1-3 |
Chapter 5 : §1 |
Chapter 7 : §1 |
Topics:
Books:
Topics:
Books:
Topics:
Books:
The department offers a wide range of graduate courses in a large variety of areas of mathematics. Following is a sample. In addition to the regular course offerings, numerous advanced topics and seminars are given each year. For a complete list and course descriptions please contact the department.
General Courses
504-Real Analysis. Prerequisite : two upper-division mathematics or engineering courses.
510-Vector Calculus. Prerequisite : MA 262 or 272. Not open to students with credit in MA 362 or 410.
511-Linear Algebra with Applications. Prerequisite : MA 262
514-Numerical Analysis. Prerequisite : Authorized equivalent courses or consent of instructor may be used in satisfying course pre- and co-requisites.
515-Mathematics of Finance. Prerequisite : MA/STAT 519 (or equivalent) or concurrent enrollment, MA 261 (or equivalent) and MA 262 or MA266 (or equivalent); or consent of instructor.
This is an introduction to the mathematical tools and techniques of modern finance theory. The market model will be restricted to the Black-Scholes world. Basic mathematical descriptions of financial instruments, such as stock prices, contingent claims and option prices will be given. Arbitrage, market completeness and hedging strategies will also be given. Some necessary background in stochastic calculus such as stochastic integrals, stochastic differential equations and their relations with partial differential equations will be provided.
516-Advanced Probability and Options with Numerical Methods. Prerequisite : MA 515 or consent of instructor.
518-Advanced Discrete Mathematics. Prerequisite : MA 262 or equivalent or consent of instructor.
519-Intro to Probability (STAT 519). Prerequisite : MA 510; or corequisite: MA 341 or 440.
520-Boundary Value Problems of Differential Equations. Prerequisite : MA 303 or 304, or equivalent.
521-Intro to Optimization Problems. Prerequisite : MA 362, 410, or 510, and 351 or 511.
523-Intro to Partial Differential Equations. Prerequisite : MA 266 or 366, MA 440 and MA 362 or 410 or 510.
524-Finite Element Method for Partial Differential Equations. Prerequisite : MA 362, 351, 523 or equivalent, or consent of instructor.
525-Intro to Complex Analysis. Prerequisite : MA 362, 410, or 510.
527-Advanced Mathematics for Engineers and Physicists I. Prerequisite : MA 262; MA 511 is recommended.
528-Advanced Mathematics for Engineers and Physicists II. Prerequisite : MA 262; MA 510 is recommended.
530-Functions of a Complex Variable I. Prerequisite or corequisite : MA 544. (More mathematically rigorous than MA 525).
531-Functions of a Complex Variables II. Prerequisite : MA 530.
532-Elements of Stochastic Processes (STAT 532). Prerequisite : MA 519.
533-Fractals and Chaos with Applications in the Earth Sciences. Prerequisite : MA 262 or 265/266 or 351/366.
538-Probability Theory I (STAT 538). Prerequisite : MA 544.
539-Probability Theory II (STAT 539). Prerequisite : MA 530 and 538.
542-Theory of Distributions and Applications. Prerequisite : MA 510 and 525 or equivalent.
543-Intro to the Theory of Ordinary Differential Equations. Prerequisite : MA 361.
544-Real Analysis and Measure Theory. Prerequisite : MA 442 or 504.
545-Functions of Several Variables and Related Topics. Prerequisite : MA 544.
546-Intro to Functional Analysis. Prerequisite : MA 544.
553-Intro to Abstract Algebra. Prerequisite : MA 453.
554-Linear Algebra. Prerequisite : MA 350 or equivalent.
557-Abstract Algebra I. Prerequisite : MA 454.
558-Abstract Algebra II. Prerequisite : MA 557.
560-Fundamental Concepts of Geometry. Prerequisite : MA 261.
562-Intro to Differential Geometry and Topology. Prerequisite : MA 351 and 442.
571-Elementary Topology. Prerequisite : MA 440 or 504.
572-Intro to Algebraic Topology. Prerequisite : MA 571.
575-Linear Graph Theory. Prerequisite : MA 351 or equivalent.
584-Algebraic Number Theory. Prerequisite : MA 553, 554. Authorized equivalent courses or consent of instructor may be used in satisfying course pre- and co-requisites.
585-Mathematical Logic I. Prerequisite : MA 385 or 453.
586-Mathematical Logic II. Prerequisite : MA 585.
587-General Set Theory. Prerequisite : MA 387 or 441 or 453.
598-Topics in Mathematics
611-Methods of Applied Mathematics I. Prerequisite : MA 511 or equivalent and MA 544.
615-Numerical Methods For Partial Differential Equations I. Prerequisite : Prerequisite: MA 514, 523. Authorized equivalent courses or consent of instructor may be used in satisfying course pre- and co-requisites.
620-Mathematical Theory of Optimal Control. Prerequisite : MA 544
626-Mathematical Formulation of Physical Problems I
631-Several Complex Variables. Prerequisite : MA 530.
637-Stochastic Integration. Prerequisite : MA/STAT 539 or equivalent, or consent of instructor.
638-Stochastic Processes I (STAT 638). Prerequisite : MA 539.
639-Stochastic Processes II (STAT 639)
642-Methods of Linear and Nonlinear Partial Differential Equations I. Prerequisite : MA 523 and 611.
643-Methods of Linear and Nonlinear Partial Differential Equations II. Prerequisite : MA 642.
644-Calculus of Variations. Prerequisite : MA 544.
646-Banach Algebras and C*-algebras. Prerequisite : MA 546 or equivalent.
647-Linear Partial Differential Equations I. Prerequisite : MA 542 and 546.
648-Linear Partial Differential Equations II. Prerequisite : MA 647.
650-Commutative Algebra. Prerequisite : MA 558.
651-Theory of Rings and Algebras. Prerequisite : MA 558.
661-Modern Differential Geometry. Prerequisite : MA 544, 554.
663-Algebraic Curves and Functions I. Prerequisite : MA 558.
664-Algebraic Curves and Functions II. Prerequisite : MA 663.
665-Algebraic Geometry. Prerequisite : MA 650 or 663.
672-Algebraic Topology I. Prerequisite : MA 572.
673-Algebraic Topology II. Prerequisite : MA 672.
684-Class Field Theory. Prerequisite : Prerequisite: MA 584. Authorized equivalent courses or consent of instructor may be used in satisfying course pre- and co-requisites.
690-Topics in Algebra
691-Topics in Logic and Foundations
692-Topics in Applied Mathematics
693-Topics in Analysis
694-Topics in Differential Equations
696-Topics in Geometry
697-Topics in Topology
699-Research Ph.D. Thesis
Each graduate student admitted to a degree program must file a Plan of Study (POS). A formal Plan of Study should be created as early as feasible in the student's career because it guides a student's academic degree progress. A plan of study is an academic contract between a student, the faculty members of the advisory committee, and the Graduate School. All departmental and Graduate School policies related to the filing of a Plan of Study must be adhered to explicitly.
Students filing their plan of study should complete their plan electronically. Access to the electronic Plan of Study Generator (POSG) is via the myPurdue portal at http://mypurdue.purdue.edu. It is necessary to login with your Career Account userid and password to proceed. Once you have logged in, information pertinent specifically to graduate students is located under the Academic tab, and in the Graduate Students box on the lower right. The Graduate School provides access to the POSG though the Graduate School Plan of Study link. If you have never used myPurdue, click on the Help button at the top left.
Once you have clicked on the Graduate School Plan of Study link within myPurdue, a new browser window will open with the POSG login screen. This browser window is now separate from the myPurdue window. It is necessary to login with your Career Account userid and password to proceed. Once you have logged in, the POSG links are available to you.
To begin your plan of study, click on the Plan of Study Generator link, and then click on ``Create new plan of study'' link. Once in the POSG, refer to the Help buttons located on each page to assist you in using the electronic POSG. You do not need to complete the entire form in one sitting; you may save your plan of study and return to it later. You may not bookmark any pages within the Graduate School link. To return to the POSG you must login to myPurdue.
When you have completed your plan of study and feel it is ready for review of your advisory committee, submit your plan as a Draft. All plans of study must first be submitted as Draft before you can submit your plan as a Final. While your plan is in Draft status, review the information with your advisory committee and your departmental coordinator to ensure that it satisfies department and Graduate School policies. Use your draft as a basis to discuss your academic and research goals with your advisory committee members. Once your entire committee has verbally accepted your plan of study, return to the POSG and submit your plan as ``Final.'' The plan of study form will be electronically routed, reviewed and, if approved, signed by the departmental coordinator, your advisory committee and the Graduate School. You may check the status of your plan at any time by returning to the POSG and clicking on the Display Submitted Plan of Study link.
Once the Graduate School has approved your plan of study, you should check it every semester to monitor your academic degree progress.