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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 offers the following undergraduate programs:

  • Bachelor of Science degree with a major in applied mathematics
  • Bachelor of Science degree with a major in computational finance and risk management
  • The Bachelor of Science degree with a major in applied and computational mathematical sciences, offered in cooperation with departments of Computer Science and Engineering, Mathematics, and Statistics. See Applied and Computational Mathematical Sciences (ACMS) for specific degree information. Advising for ACMS is available through the Department of Mathematics.
  • Minors in applied mathematics and in computational finance.

Bachelor of Science with a Major in Applied Mathematics

Department Admission Requirements

  1. Minimum 2.0 grade in each of MATH 124, MATH 125, MATH 126 (or MATH 134, MATH 135, MATH 136)
  2. Minimum 2.0 grade in AMATH 301
  3. Admission is twice a year. Application deadlines: 5 p.m. the second Friday of autumn quarter; 5 p.m. the second Friday of spring quarter
  4. Admission is capacity constrained. Meeting minimum requirements does not guarantee admission. Admission is based on a holistic review of the student's record to include: grades in courses required for admission, overall cumulative GPA, and rigor of courses completed; time to degree set by the UW Satisfactory Progress Policy, including frequency of incompletes or withdrawals and number of repeated courses; personal statement that demonstrates interest in pursuing advanced study in the field of applied mathematics and related fields.
  5. Successful applicants typically have earned above a minimum 2.50 cumulative GPA in courses listed above with no individual course grade lower than a 2.0.

General Education Requirements

  1. Areas of Knowledge: VLPA (20 credits); I&S (20 credits); NW (20 credits). 15 additional credits in any area.
  2. English Composition: 5 credits
  3. Additional Writing: 10 credits
  4. Foreign Language: completion of the third college quarter of a foreign language
  5. Quantitative and Symbolic Reasoning: 4 or 5 credits from the QSR list

Major Requirements

Minimum 55 credits

  1. Mathematics: MATH 124, MATH 125, MATH 126 (or MATH 134, MATH 135, MATH 136) (15 credits)
  2. Computing: AMATH 301 (4 credits)
  3. Introductory Applied Mathematics: AMATH 351, AMATH 352, AMATH 353 (9 credits)
  4. Electives (minimum 27 credits):
    1. Minimum two courses from AMATH 401, AMATH 402, AMATH 403
    2. Minimum two courses from AMATH 342, AMATH 383, AMATH 422, AMATH 423
    3. Minimum two courses from AMATH 481, AMATH 482, AMATH 483, CFRM 410, CFRM 420, CFRM 421
  5. Minimum 2.00 cumulative GPA in courses applied to the major

Bachelor of Science with a Major in Computational Finance and Risk Management

Department Admission Requirements

  1. Minimum 2.0 grade in each of MATH 124, MATH 125, MATH 126 (or MATH 134, MATH 135, MATH 136)
  2. Minimum 2.0 grade in AMATH 301
  3. Admission is twice a year. Application deadlines: 5 p.m. the second Friday of autumn quarter; 5 p.m. the second Friday of spring quarter
  4. Admission is capacity constrained. Meeting minimum requirements does not guarantee admission. Admission is based on a holistic review of the student's record to include: grades in courses required for admission, overall cumulative GPA, and rigor of courses completed; time to degree set by the UW Satisfactory Progress Policy, including frequency of incompletes or withdrawals and number of repeated courses; personal statement that demonstrates interest in pursuing advanced study in the field of applied mathematics and related fields.
  5. Successful applicants typically have earned above a minimum 2.50 cumulative GPA in courses listed above with no individual course grade lower than a 2.0.

General Education Requirements

  1. Areas of Knowledge: VLPA (20 credits); I&S (20 credits); NW (20 credits). 15 additional credits in any area.
  2. English Composition: 5 credits
  3. Additional Writing: 10 credits
  4. Foreign Language: completion of the third college quarter of a foreign language
  5. Quantitative and Symbolic Reasoning: 4 or 5 credits from the QSR list

Major Requirements

Minimum 69 credits

  1. Mathematics: MATH 124, MATH 125, MATH 126 (or MATH 134, MATH 135, MATH 136) (15 credits)
  2. Computing: AMATH 301, CFRM 425 (7 credits)
  3. Statistics for Finance: CFRM 410 (3 credits)
  4. Applied Mathematics: AMATH 351, AMATH 352, AMATH 353 (9 credits)
  5. Quantitative Finance: CFRM 405, CFRM 415, CFRM 420 (9 credits)
  6. Electives (minimum 26 credits from the following): CFRM 421, CFRM 422, CFRM 430, CFRM 442, AMATH 481, AMATH 482, AMATH 483
  7. Minimum 2.00 cumulative GPA in courses applied to the major

Continuation Policy

All students must make satisfactory academic progress in the major. Failure to do so results in probation, which can lead to dismissal from the major. For the complete continuation policy, contact the departmental adviser or refer to the department website.

Minors

Applied Mathematics

Minor Requirements: Minimum 27 credits

  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.

Computational Finance

Minor Requirements: 29-30 credits

  1. Core Courses (15 credits): CFRM 405, CFRM 410, CFRM 415, CFRM 420 (or ECON 424), CFRM 425
  2. Additional Requirements (14-15 credits):
    1. MATH 125, or MATH 135, or equivalent
    2. MATH 126, or MATH 136, or equivalent
    3. STAT 311 or STAT 390
  3. Minimum 2.0 cumulative GPA for courses applied to the minor.

Student Outcomes and Opportunities

  • Learning Objectives and Expected Outcomes: Through the Applied Mathematics major, students will gain the ability to apply mathematics to problems that society is facing today in the physical, engineering and biological sciences, industry, and many additional application areas. Students develop advanced skills in mathematical modeling, computing and scientific computation, mathematical reasoning and analytical skills. Through the Computational Finance and Risk Management major, students will gain the ability to master mathematical and computing aspects, such as financial software development, financial modeling, machine learning and data science; gain advanced quantitative computational finance competencies and next generation risk management skills.
  • Honors Options Available: None
  • Research, Internships, and Service Learning: When available, internship opportunities are passed on to students. Course credit available for undergraduate reading/research with faculty.
  • Department Scholarships: None offered
  • Student Organizations/Associations: None currently active

Graduate Program

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

The department 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

Offered on campus.

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. GRE general test scores
  4. Proficiency in English: Applicants whose native language is not English must demonstrate English language proficiency.

Degree Requirements

Minimum 36 credits

  1. Core Courses (20 credits): AMATH 567, AMATH 568, AMATH 569, AMATH 584.
  2. Additional Courses: from AMATH or other departments. Any non-AMATH courses taken to fulfill degree requirements must be at the graduate level, numerically graded, and approved by the department.
  3. Applied Mathematics Courses: minimum 24 credits from the Applied Mathematics curriculum. Core courses count toward this requirement.
  4. Minimum nine numerically graded courses, including core courses listed above, with a minimum 3.20 cumulative GPA. One may be substituted with 4 credits of AMATH 500 or AMATH 600.
  5. Program Plan: approved no later than the end of the first quarter of registration.
  6. Satisfactory Progress: minimum 3.20 GPA. Students normally complete requirements for an MS degree in one year.

Master of Science, Applied and Computational Mathematics

Offered both on campus and online. Requirements are 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. GRE general test scores
  4. Proficiency in English: Applicants whose native language is not English must demonstrate English language proficiency.

Degree Requirements

Minimum 36 credits

  1. Core Courses (20 credits): AMATH 501, AMATH 502, AMATH 503, AMATH 581.
  2. Additional Courses: from AMATH or other departments. Any non-AMATH courses taken to fulfill degree requirements must be at the graduate level, numerically graded, and approved by the department.
  3. Applied Mathematics Courses: minimum 24 credits from the Applied Mathematics curriculum. Core courses count toward this requirement.
  4. Minimum nine numerically graded courses, including core courses listed above, with a minimum 3.20 cumulative GPA. One may be substituted with 4 credits of AMATH 500 or AMATH 600.
  5. Program Plan: approved no later than the end of the first quarter of registration.
  6. Satisfactory Progress: minimum 3.20 GPA. Full-time students normally complete requirements for an MS degree in one year.

Master of Science, Computational Finance and Risk Management

The 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 credits), computing concentration (54 credits), and risk management concentration (54 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. GRE, GMAT, or waiver petition
  4. Proficiency in English: Applicants whose native language is not English must demonstrate English language proficiency.

Degree Requirements

Minimum 42 or 54 credits

  1. Core Courses (26 credits): CFRM 501, CFRM 502, CFRM 503, CFRM 504, CFRM 505, CFRM 509, and either CFRM 506 or CFRM 507
  2. CFRM program options:
    1. General program (minimum 16 credits): remaining credits satisfied by available CFRM elective courses
    2. Computing concentration (minimum 28 credits) from
      1. CFRM 520, CFRM 521, CFRM 522, CFRM 523, CFRM 524, AMATH 582, AMATH 583
      2. CFRM 506, if CFRM 507 taken as a core course
      3. Up to 12 non-CFRM elective credits at graduate level, approved by CFRM program director
    3. Risk management concentration (minimum 28 credits) from
      1. CFRM 521, CFRM 530, CFRM 531, CFRM 532, CFRM 540, CFRM 541, CFRM 542, CFRM 580
      2. CFRM 507, if CFRM 506 taken as a core course
      3. Up to 12 non-CFRM elective credits at graduate level, approved by CFRM program director
  3. Final Examination: Students pursuing a thesis give an oral defense. Final examination not required for non-thesis students.
  4. Satisfactory Progress: minimum 3.20 GPA

Doctor of Philosophy

Admission Requirements

Primarily a research degree, based on proficiency in applied mathematics, and the ability to carry out an independent investigation. The dissertation must exhibit original mathematical contributions relevant to a significant area of application.

  1. Minimum 3.40 GPA (either undergraduate or graduate, or both)
  2. GRE
  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.

Degree Requirements

Minimum 90 credits

  1. Course Requirements: Two of the following three sequences taken within the first year: AMATH 561, AMATH 562, AMATH 563; AMATH 567, AMATH 568, AMATH 569; either AMATH 581 or AMATH 584, and AMATH 585, AMATH 586. AMATH 600 (Reading during first five quarters, including first summer) (4 credits, 2 each with separate faculty members)
  2. Minimum 13 Numerically Graded Courses: Minimum 9 courses from Applied Mathematics curriculum. Maximum two courses at the 400 level (or cross-listed with courses at the 400 level).
  3. Supervisory Committee: formed no later than end of the second year
  4. Qualifying Examination: three written two-hour examinations, covering core course material
  5. General Examination: oral examination
  6. Dissertation:27 credits over at least three quarters; at least one quarter after student passes the general examination
  7. Final Examination: oral defense of dissertation
  8. Satisfactory Performance:Minimum overall 3.40 GPA
  9. Satisfactory Progres: timely passing of examinations. Department funding contingent on satisfactory progress.

Financial Aid

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

Research Facilities

Five mid-scale computer servers (12-cores and 24 GBRAM each), available to faculty, staff, students, and visitors via physical or remote access. All faculty and student accounts use Dropbox for backup and cloud access.

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.