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Applied Mathematics

Department Overview

202 Lewis Hall

Applied mathematics is concerned with mathematical modeling and analysis of problems from the physical, biological, and social sciences, and from engineering.

Undergraduate Program

Adviser
202 Lewis Hall, Box 353925
(206) 543-5493

The Department of Applied Mathematics offers the following undergraduate programs:

Minor

Minor Requirements: 27 or more credits as follows:

  1. MATH 124, MATH 125, MATH 126 or equivalent
  2. Four applied mathematics courses at the 300 level or above (excluding AMATH 400, AMATH 498, AMATH 499)
  3. Minimum 2.0 grade required in each course.

Graduate Program

Graduate Program Coordinator
Lewis Hall, Box 353925
(206) 543-5493

The Department of applied mathematics offers graduate programs of study leading to the degrees of Master of Science and Doctor of Philosophy. These programs involve broad training in those mathematical methods and techniques that have been found useful in applications, in-depth study in at least one field of application, and opportunities to explore various specialized aspects of applied mathematics.

Master of Science, Applied Mathematics

The Master of Science degree is offered both on campus and online. Requirements are basically the same for both degrees. See adviser for possible exceptions.

Admission Requirements

  1. Baccalaureate degree from a regionally accredited college or university in the U.S. or its equivalent from a foreign institution, either in mathematics with a strong background in applications such as physical, engineering, biological, or social sciences with a strong background in applications-oriented mathematics. Proficiency in coursework that includes: calculus, differential equations, linear algebra, and numerical analysis or scientific computing. Recommended: advanced calculus and real analysis.
  2. Minimum 3.00 GPA
  3. Graduate Record Examination (GRE) General test scores.
  4. Proficiency in English: Applicants whose native language is not English must demonstrate English language proficiency. See Memo 8, Graduate School English Language Proficiency Requirements, for ways to demonstrate proficiency.

Degree Requirements

Minimum 36 credits, to include:

  1. Core Courses (20 credits): AMATH 567, AMATH 568, and AMATH 569 . (Substitution of any of these courses with AMATH 501 , AMATH 502 and AMATH 503 , respectively, is permitted.) Either AMATH 581 or AMATH 584 .
  2. Applied Mathematics Courses: Minimum 24 credits from the applied mathematics curriculum. Core courses are counted toward this requirement.
  3. Minimum 9 numerically graded courses, including core courses listed above, with a minimum 3.20 cumulative GPA. One of these courses may be substituted with 4 credits of AMATH 500 or AMATH 600.
  4. Final Examination: Oral presentation by the candidate in the presence of his or her graduate committee on a current topic of interest from the literature or on the results of original research. Students continuing in the AMATH PhD program satisfy the requirement by passing the PhD qualifying examination.
  5. Program Plan: Filled out by the student, signed by the adviser, and approved by the graduate committee. For full-time students, no later than the end of the first quarter of registration. For part-time students, prior to the end of their first three quarters of registration.
  6. Satisfactory Progress: Maintain a minimum 3.20 GPA. Full-time students (whether self-supporting or under full scholarship or assistantship support) should normally complete the requirements for an MS degree in one year.

Master of Science, Computational Finance and Risk Management

The Master of Science in computational finance and risk management (MS-CFRM) addresses the demand in the financial-services profession for advanced quantitative and computational finance skills, and next generation risk-management competencies. Three degree options are available: general program (42 total credits), computing concentration (54 total credits), and risk management concentration (54 total credits).

Admission Requirements

  1. Proficiency in coursework that includes calculus through partial differentiation, matrix algebra, and one-dimensional optimization. Probability and statistics equivalent to an upper-level undergraduate course or entry-level graduate course. A programming language such as Java or C++, or a mathematics or statistics programming language such as Matlab or R/S-PLUS.
  2. Baccalaureate degree from a regionally accredited college or university in the U.S. or its equivalent from a foreign institution, with a minimum 3.00 GPA (on a 4.0 scale).
  3. Graduate Record Examination (GRE), GMAT, or waiver petition
  4. Proficiency in English: Applicants whose native language is not English must demonstrate English language proficiency. See Memo 8, Graduate School English Language Proficiency Requirements, for ways to demonstrate proficiency.

Degree Requirements

Minimum 42-54 credits, to include:

  1. Core Courses (26 credits): CFRM 463, CFRM 540, CFRM 541, CFRM 542, CFRM 543, CFRM 544, CFRM 556, CFRM 558
  2. CFRM program options:
    1. General program: remaining credits to be satisfied by available CFRM elective courses
    2. Computing concentration: remaining credits selected from: CFRM 510, CFRM 548, CFRM 551, CFRM 555, CFRM 557, CFRM 557, AMATH 583
    3. Risk Management concentration: remaining credits selected from: CFRM 545, CFRM 546, CFRM 547, CFRM 548, CFRM 552, CFRM 554
  3. Final Examination: a written exam, to be completed after the third quarter of enrollment. Examination dates are determined by the department each quarter.
  4. Satisfactory Progress: maintain a minimum 3.20 GPA.

Doctor of Philosophy in Applied Mathematics

Admission Requirements

The Doctor of Philosophy (PhD) degree in applied mathematics is primarily a research degree, and is not conferred as a result of coursework completed. Granting of the degree is based on proficiency in applied mathematics, and the ability to carry out an independent investigation as demonstrated by completion of a doctoral dissertation. The dissertation must exhibit original mathematical contributions relevant to a significant area of application.

  1. Minimum 3.40 GPA
  2. Graduate Record Examination
  3. Three letters of recommendation sent directly to the department
  4. Proficiency in English: Applicants whose native language is not English must demonstrate English language proficiency. See Memo 8, Graduate School English Language Proficiency Requirements, for ways to demonstrate proficiency.

Degree Requirements

Minimum 90 credits, to include:

  1. Course Requirements: AMATH 567, AMATH 568, AMATH 569; either AMATH 581 or AMATH 584, AMATH 585, AMATH 586; three of AMATH 570, AMATH 571, AMATH 572, AMATH 573, AMATH 574, AMATH 575; Two relevant courses not from the AMATH curriculum; AMATH 600 (4 credits, 2 each with separate faculty members).
  2. Minimum 13 Numerically Graded Courses: The entire course of study, including any exceptions, must be approved by the Graduate Program Coordinator and the studentís adviser or faculty mentors.
  3. Supervisory Committee: Formed no later than the end of spring quarter of the first year.
  4. Qualifying Examination: Three written two-hour examinations, covering a core of undergraduate material necessary for successful completion of the PhD program.
  5. General Examination: Oral examination administered by the studentís Supervisory Committee, usually taken before the end of the third year.
  6. Final Examination: Oral presentation of completed research in a seminar open to the public.
  7. Satisfactory Performance and Progress:: Satisfactory progress in coursework is based on grades, which are expected to be 3.4 or better. Satisfactory progress on examination requirements consists of passing the different examinations in a timely manner. Department funding is contingent on satisfactory progress.

Financial Aid

Both research and teaching assistantships are available to full-time students who qualify. In addition, fellowship funds for the study of applied mathematics are available and awarded on a competitive basis.

Research Facilities

The Department of Applied Mathematics maintains five mid-scale computer servers (12-cores and 24 GBRAM each). These are available to faculty, staff, students, and visitors via physical or remote access. All faculty and student accounts use Dropbox for backup and cloud access. Any member of the department may enroll in the departmental Dropbox teams account to obtain an additional 200 GB for backup purposes.

In addition to desktop computers, the department maintains five network printers, scanner facilities, six Bloomberg terminals, local laptops and projectors, camera and camcorders and other computing peripherals, including a conference room wired with a large-screen television and webcams for remote conferencing.

Licensing for commercial software packages such as Matlab, Maple and Mathematica, Microsoft products and Adobe, and media tools, is provided by the College of Engineering and the UW IT Department. In addition, the department makes use of many free and open source tools such as Python, Numpy, and Scipy, as well as mathematical software packages.