The program in Applied and Computational Mathematics is dedicated to the study and development of mathematical disciplines that are specifically geared toward the complex problems that face modern society. Applied Analysis, Information Technology and Computation, Operations Research, Probability and Statistics, and Simulation and Modeling are just a few of the disciplines of applied mathematics covered in our program.
A Focus area is not required for this program. Students may choose to specialize in one of these areas, or tailor their courses to meet their individual needs.
applied and computational mathematics major, applied and computational mathematics PhD, applied and computational mathematics princeton, amongst many others. Be sure to visit our catalog for more information on similar topics.
applied and computational mathematics master’s
Program Requirements
Ten courses must be completed within five years. The curriculum consists of four core courses (including a two-term 700-level course sequence) and six electives. The six electives must include at least four from the program (625.xxx), with at least two of the four courses at the 700-level. Students are required to take at least one 700-level course outside of the core sequences.
Code | Title | Credits |
---|---|---|
Core Courses | ||
EN.625.603 | Statistical Methods and Data Analysis | 3 |
EN.625.601 | Real Analysis | 3 |
or EN.625.609 | Matrix Theory | |
Select one of the following sequences | ||
EN.625.717 & EN.625.718 | Advanced Differential Equations: Partial Differential Equations and Advanced Differential Equations: Nonlinear Differential Equations and Dynamical Systems 1 | 6 |
EN.625.721 & EN.625.722 | Probability and Stochastic Process I and Probability and Stochastic Process II | 6 |
EN.625.725 & EN.625.726 | Theory Of Statistics I and Theory of Statistics II | 6 |
1 | courses may be taken in either order |
what is computational and applied mathematics
An independent study (EN.625.800 Independent Study ), research project (EN.625.801 Applied and Computational Mathematics Master’s Research–EN.625.802 Applied and Computational Mathematics Master’s Research), or thesis (EN.625.803 Applied and Computational Mathematics Master’s Thesis–EN.625.804 Applied and Computational Mathematics Master’s Thesis) may be substituted for one or two of the 700-level courses outside of the 700-level core sequence. Overall, given the requirements above, at least four 700- or 800-level ACM courses (625.xxx) must be completed. A student who has taken at least one semester of graduate statistics (outside of Applied and Computational Mathematics) may substitute another 625.xxx course for EN.625.603 Statistical Methods and Data Analysis with approval of the student’s advisor. The prior statistics course must be calculus-based and must cover the same general topics as EN.625.603 Statistical Methods and Data Analysis. Focus areas are not required for this program. Only one C-range grade (C+, C, or C–) can count toward the master’s degree. Course selections at the 800-level or outside of these core and focus area course lists are subject to advisor approval.
Courses
Code | Title | Credits |
---|---|---|
Undergraduate-Level Courses | ||
EN.625.108 | Calculus I | 0 |
EN.625.109 | Calculus II | 0 |
EN.625.201 | General Applied Mathematics | 3 |
EN.625.240 | Introduction to Probability and Statistics | 3 |
EN.625.250 | Multivariable Calculus and Complex Analysis | 3 |
EN.625.251 | Introduction to Ordinary and Partial Differential Equations | 3 |
EN.625.252 | Linear Algebra and Its Applications | 3 |
EN.625.260 | Introduction to Signals and Systems | 3 |
Students may take selected courses above as desired (e.g., as a refresher) or as required via provisional admissions status. Applicants whose prior education does not include the prerequisites listed under Admission Requirements may still be admitted under provisional status, followed by full admission once they have completed the missing prerequisites. These 100- and 200-level courses are not for graduate credit, and do not count toward the degree or certificate requirements. Note that 625.250 fulfills a requirement for multivariable calculus (calculus III).
Courses by Focus Areas
The focus areas offered represent related groups of courses that are relevant for students with interests in the selected areas. The focus areas are presented as an aid to students in planning their course schedules and are generally applicable to students seeking a master’s degree; the more advanced courses within each focus area may also apply to the post-master’s certificate. A Focus Area can be selected, but is not required for this program. They do not appear as official designations on a student’s transcript or diploma.
Code | Title | Credits |
---|---|---|
Focus Areas | ||
Applied Analysis | ||
Information Technology and Computation | ||
Operations Research | ||
Probability and Statistics | ||
Simulation and Modeling |
Applied Analysis
Code | Title | Credits |
---|---|---|
EN.625.601 | Real Analysis | 3 |
EN.625.602 | Modern Algebra | 3 |
EN.625.604 | Ordinary Differential Equations | 3 |
EN.625.609 | Matrix Theory | 3 |
EN.625.611 | Computational Methods | 3 |
EN.625.680 | Cryptography | 3 |
EN.625.685 | Number Theory | 3 |
EN.625.687 | Applied Topology | 3 |
EN.625.690 | Computational Complexity and Approximation | 3 |
EN.625.703 | Complex Analysis | 3 |
EN.625.710 | Fourier Analysis with Applications to Signal Processing and Differential Equations | 3 |
EN.625.717 | Advanced Differential Equations: Partial Differential Equations | 3 |
EN.625.718 | Advanced Differential Equations: Nonlinear Differential Equations and Dynamical Systems | 3 |
EN.625.728 | Theory of Probability | 3 |
EN.625.800 | Independent Study | 3 |
EN.625.801 & EN.625.802 | Applied and Computational Mathematics Master’s Research and Applied and Computational Mathematics Master’s Research | 6 |
EN.625.803 & EN.625.804 | Applied and Computational Mathematics Master’s Thesis and Applied and Computational Mathematics Master’s Thesis | 6 |
EN.625.805 & EN.625.806 | Applied and Computational Mathematics Post-Master’s Research and Applied and Computational Mathematics Post-Master’s Research | 6 |
EN.625.807 & EN.625.808 | Applied and Computational Mathematics Post-Master’s Thesis and Applied and Computational Mathematics Post-Master’s Thesis | 6 |
Information Technology And Computation
Code | Title | Credits |
---|---|---|
EN.625.603 | Statistical Methods and Data Analysis | 3 |
EN.625.609 | Matrix Theory | 3 |
EN.625.611 | Computational Methods | 3 |
EN.625.615 | Introduction to Optimization | 3 |
EN.625.616 | Optimization in Finance | 3 |
EN.625.617 | Intro to Enumerative Combinatorics | 3 |
EN.625.618 | Discrete Hybrid Optimization | 3 |
EN.625.623 | Introduction to Operations Research: Probabilistic Models | 3 |
EN.625.633 | Monte Carlo Methods | 3 |
EN.625.638 | Neural Networks | 3 |
EN.625.661 | Statistical Models and Regression | 3 |
EN.625.665 | Bayesian Statistics | 3 |
EN.625.680 | Cryptography | 3 |
EN.625.685 | Number Theory | 3 |
EN.625.687 | Applied Topology | 3 |
EN.625.690 | Computational Complexity and Approximation | 3 |
EN.625.695 | Time Series Analysis | 3 |
EN.625.725 | Theory Of Statistics I | 3 |
EN.625.726 | Theory of Statistics II | 3 |
EN.625.734 | Queuing Theory with Applications to Computer Science | 3 |
EN.625.740 | Data Mining | 3 |
EN.625.742 | Theory of Machine Learning | 3 |
EN.625.743 | Stochastic Optimization & Control | 3 |
EN.625.744 | Modeling, Simulation, and Monte Carlo | 3 |
EN.625.800 | Independent Study | 3 |
EN.625.801 & EN.625.802 | Applied and Computational Mathematics Master’s Research and Applied and Computational Mathematics Master’s Research | 6 |
EN.625.803 & EN.625.804 | Applied and Computational Mathematics Master’s Thesis and Applied and Computational Mathematics Master’s Thesis | 6 |
EN.625.805 & EN.625.806 | Applied and Computational Mathematics Post-Master’s Research and Applied and Computational Mathematics Post-Master’s Research | 6 |
EN.625.807 & EN.625.808 | Applied and Computational Mathematics Post-Master’s Thesis and Applied and Computational Mathematics Post-Master’s Thesis | 6 |
Operations Reasearch
Code | Title | Credits |
---|---|---|
EN.625.603 | Statistical Methods and Data Analysis | 3 |
EN.625.609 | Matrix Theory | 3 |
EN.625.615 | Introduction to Optimization | 3 |
EN.625.616 | Optimization in Finance | 3 |
EN.625.617 | Intro to Enumerative Combinatorics | 3 |
EN.625.618 | Discrete Hybrid Optimization | 3 |
EN.625.623 | Introduction to Operations Research: Probabilistic Models | 3 |
EN.625.633 | Monte Carlo Methods | 3 |
EN.625.636 | Graph Theory | 3 |
EN.625.641 | Mathematics of Finance | 3 |
EN.625.642 | Mathematics of Risk, Options, and Financial Derivatives | 3 |
EN.625.661 | Statistical Models and Regression | 3 |
EN.625.662 | Design and Analysis of Experiments | 3 |
EN.625.663 | Multivariate Statistics and Stochastic Analysis | 3 |
EN.625.664 | Computational Statistics | 3 |
EN.625.665 | Bayesian Statistics | 3 |
EN.625.690 | Computational Complexity and Approximation | 3 |
EN.625.695 | Time Series Analysis | 3 |
EN.625.714 | Introductory Stochastic Differential Equations with Applications | 3 |
EN.625.721 | Probability and Stochastic Process I | 3 |
EN.625.722 | Probability and Stochastic Process II | 3 |
EN.625.725 | Theory Of Statistics I | 3 |
EN.625.726 | Theory of Statistics II | 3 |
EN.625.734 | Queuing Theory with Applications to Computer Science | 3 |
EN.625.740 | Data Mining | 3 |
EN.625.741 | Game Theory | 3 |
EN.625.743 | Stochastic Optimization & Control | 3 |
EN.625.744 | Modeling, Simulation, and Monte Carlo | 3 |
EN.625.800 | Independent Study | 3 |
EN.625.801 & EN.625.802 | Applied and Computational Mathematics Master’s Research and Applied and Computational Mathematics Master’s Research | 6 |
EN.625.803 & EN.625.804 | Applied and Computational Mathematics Master’s Thesis and Applied and Computational Mathematics Master’s Thesis | 6 |
EN.625.805 & EN.625.806 | Applied and Computational Mathematics Post-Master’s Research and Applied and Computational Mathematics Post-Master’s Research | 6 |
EN.625.807 & EN.625.808 | Applied and Computational Mathematics Post-Master’s Thesis and Applied and Computational Mathematics Post-Master’s Thesis | 6 |
Probability And Statistics
Code | Title | Credits |
---|---|---|
EN.625.603 | Statistical Methods and Data Analysis | 3 |
EN.625.617 | Intro to Enumerative Combinatorics | 3 |
EN.625.620 | Mathematical Methods for Signal Processing | 3 |
EN.625.623 | Introduction to Operations Research: Probabilistic Models | 3 |
EN.625.633 | Monte Carlo Methods | 3 |
EN.625.638 | Neural Networks | 3 |
EN.625.641 | Mathematics of Finance | 3 |
EN.625.642 | Mathematics of Risk, Options, and Financial Derivatives | 3 |
EN.625.661 | Statistical Models and Regression | 3 |
EN.625.662 | Design and Analysis of Experiments | 3 |
EN.625.663 | Multivariate Statistics and Stochastic Analysis | 3 |
EN.625.664 | Computational Statistics | 3 |
EN.625.665 | Bayesian Statistics | 3 |
EN.625.680 | Cryptography | 3 |
EN.625.690 | Computational Complexity and Approximation | 3 |
EN.625.692 | Probabilistic Graphical Models | 3 |
EN.625.695 | Time Series Analysis | 3 |
EN.625.710 | Fourier Analysis with Applications to Signal Processing and Differential Equations | 3 |
EN.625.714 | Introductory Stochastic Differential Equations with Applications | 3 |
EN.625.721 | Probability and Stochastic Process I | 3 |
EN.625.722 | Probability and Stochastic Process II | 3 |
EN.625.725 | Theory Of Statistics I | 3 |
EN.625.726 | Theory of Statistics II | 3 |
EN.625.728 | Theory of Probability | 3 |
EN.625.734 | Queuing Theory with Applications to Computer Science | 3 |
EN.625.740 | Data Mining | 3 |
EN.625.741 | Game Theory | 3 |
EN.625.742 | Theory of Machine Learning | 3 |
EN.625.743 | Stochastic Optimization & Control | 3 |
EN.625.744 | Modeling, Simulation, and Monte Carlo | 3 |
EN.625.800 | Independent Study | 3 |
EN.625.801 & EN.625.802 | Applied and Computational Mathematics Master’s Research and Applied and Computational Mathematics Master’s Research | 6 |
EN.625.803 & EN.625.804 | Applied and Computational Mathematics Master’s Thesis and Applied and Computational Mathematics Master’s Thesis | 6 |
EN.625.805 & EN.625.806 | Applied and Computational Mathematics Post-Master’s Research and Applied and Computational Mathematics Post-Master’s Research | 6 |
EN.625.807 & EN.625.808 | Applied and Computational Mathematics Post-Master’s Thesis and Applied and Computational Mathematics Post-Master’s Thesis | 6 |
Simulation And Modelling
Code | Title | Credits |
---|---|---|
EN.625.603 | Statistical Methods and Data Analysis | 3 |
EN.625.604 | Ordinary Differential Equations | 3 |
EN.625.615 | Introduction to Optimization | 3 |
EN.625.616 | Optimization in Finance | 3 |
EN.625.618 | Discrete Hybrid Optimization | 3 |
EN.625.620 | Mathematical Methods for Signal Processing | 3 |
EN.625.623 | Introduction to Operations Research: Probabilistic Models | 3 |
EN.625.633 | Monte Carlo Methods | 3 |
EN.625.638 | Neural Networks | 3 |
EN.625.641 | Mathematics of Finance | 3 |
EN.625.642 | Mathematics of Risk, Options, and Financial Derivatives | 3 |
EN.625.661 | Statistical Models and Regression | 3 |
EN.625.662 | Design and Analysis of Experiments | 3 |
EN.625.663 | Multivariate Statistics and Stochastic Analysis | 3 |
EN.625.664 | Computational Statistics | 3 |
EN.625.665 | Bayesian Statistics | 3 |
EN.625.690 | Computational Complexity and Approximation | 3 |
EN.625.695 | Time Series Analysis | 3 |
EN.625.714 | Introductory Stochastic Differential Equations with Applications | 3 |
EN.625.717 | Advanced Differential Equations: Partial Differential Equations | 3 |
EN.625.718 | Advanced Differential Equations: Nonlinear Differential Equations and Dynamical Systems | 3 |
EN.625.721 | Probability and Stochastic Process I | 3 |
EN.625.722 | Probability and Stochastic Process II | 3 |
EN.625.725 | Theory Of Statistics I | 3 |
EN.625.726 | Theory of Statistics II | 3 |
EN.625.728 | Theory of Probability | 3 |
EN.625.740 | Data Mining | 3 |
EN.625.741 | Game Theory | 3 |
EN.625.743 | Stochastic Optimization & Control | 3 |
EN.625.744 | Modeling, Simulation, and Monte Carlo | 3 |
EN.625.800 | Independent Study | 3 |
EN.625.801 & EN.625.802 | Applied and Computational Mathematics Master’s Research and Applied and Computational Mathematics Master’s Research | 6 |
EN.625.803 & EN.625.804 | Applied and Computational Mathematics Master’s Thesis and Applied and Computational Mathematics Master’s Thesis | 6 |
EN.625.805 & EN.625.806 | Applied and Computational Mathematics Post-Master’s Research and Applied and Computational Mathematics Post-Master’s Research | 6 |
EN.625.807 & EN.625.808 | Applied and Computational Mathematics Post-Master’s Thesis and Applied and Computational Mathematics Post-Master’s Thesis | 6 |
Electives
Two electives may be from the Applied and Computational Mathematics program or from another graduate program provided the courses have significant mathematical content. Electives from outside of the program must be approved by an advisor.
Please refer to the course schedule (ep.jhu.edu/schedule) published each term for exact dates, times, locations, fees, and instructors.