Structure of the ICTS interdisciplinary mathematics Ph.D.

program

Core topics
Thesetopicswouldbeapartoftherequiredknowledgebaseforallstudentsofthe
ICTSTIFR
interdisciplinarymathematicsPh.D.program.
Thelistheredoes
not
havea
oneonecorrespondencetocourses.Rather,dependingoneachstudent'sbackground,
theywillbeadvisedtotakecourses,
inthefirsttwoyears,
ontopicstheyarenotfamiliar
withandonlytakethequalifyingexaminationonthetopicswithwhichtheyare
wellacquainted.
Analysis
:
Measureandintegration
:convergencetheoremsproductmeasureand
Fubini'stheoremBorelmeasuresonlocallycompactHausdorffspace,andRiesz
representationtheoremLebesguemeasureregularitypropertiesofBorel
measuresHaarmeasuresconceptandexamplescomplexmeasures,
differentiationanddecompositionofmeasuresRadonNikodymtheorem
maximalfunctionLebesguedifferentiationtheoremfunctionsofbounded
variation.
Functionalanalysis
:TopologicalvectorspacesBanachspacesHilbert
spacesHahnBanachtheoremopenmappingtheoremuniformboundedness
principleboundedlineartransformationlinearfunctionalsanddualspacesLp
spacesHlder'sinequalityMinkowskiinequalitySpectraltheoremsforbounded
normaloperators,compactnormaloperatorsHilbertSchmidtoperators
Harmonicanalysis
:convolutionsapproximateidentityapproximationtheorems
FouriertransformFourierinversionformulaPlanchereltheorem
Linearalgebra
:VectorspacesLineartransformationsLinearoperators
Jordan
canonicalformCayleyHamiltontheorem
BilinearformsSpectraltheorem
fundamentalsubspacesofamatrix,spectraltheoryforsymmetricmatrices,
Unitaryoperators,Gershgorincircletheorem,Fundamentaltheoremoflinear
algebraNumericalmethodsinlinearalgebraConditionnumberofalinear
operator,Gaussianelimination,QRfactorization,leastsquares,Singularvalue
decomposition,Choleskydecomposition,UnsymmetricandSymmetriceigenvalue
decompositionandproblems,Diagonalization,ReductiontoHessenbergformor
tridiagonalform,QRalgorithmwithandwithoutshifts,ComputingtheSVD,
Iterativemethods,Arnoldiiteration,Lanczositeration,Conjugategradient,
GeneralizedMinimumResidualmethod,Preconditioning,Fastalgorithmsfor
structuredmatrices,Fastalgorithmsforlowrank(separable)compression,
Algorithmsforlargesparsematrices,Compressedsensing,Tensor
decompositions,Multigrid,Hierarchicalmatrices,Fastmultipolemethod
Complexanalysis
:CauchyRiemannequationandholomorphicfunctionsbasic
propertiesofholomorphicfunctionsopenmappingtheoremmaximummodulus
theoremzerosofholomorphicfunctions,Weierstrassfactorisationtheorem
Riemannmappingtheoremmeromorphicfunctionsessentialsingularities
Picard'stheorem
Topologyanddifferentialgeometry
:
Generalandmetrictopology
:Proper
mapsquotientspaceconstructionexamplesofspheres,realandcomplex
projectivespaces,GrassmanniansnormalandHausdorffspacesparacompact
spacestopologicalgroupsandcontinuousactions
Homotopytheory
:Covering
spaceshomotopyofmaps,homotopyequivalenceofspaces,contractiblespaces,
deformationretractionsfundamentalgroup:universalcoverandliftingproblem
forcoveringmapsVanKampen'stheorem,Galoiscoverings
Smoothmanifolds:

Differentiablemanifolds,differentiablemapsandtangentspaces,regularvalues

andSardstheorem,submersionsandimmersions,vectorfieldsandflows,
exponentialmap,Frobeniustheorem,LiegroupsandLiealgebras,exponential
map,Homogeneousspaces,tensorsanddifferentialforms,exterioralgebra,Lie
derivative,Orientablemanifolds,IntegrationonmanifoldsandStokesTheorem,
Covariantdifferentiation,Riemannianmetrics,LeviCivitaconnection,Curvature
andparalleltransport,spacesofconstantcurvature.
Algebra
:
Groups
:JordanHoldertheoremsolvablegroupssymmetricand
alternatinggroupsnilpotentgroupsgroupsactingonsetsSylowtheoremsfree
groups
Ringsandmodules
:Polynomialrings,Zerosofpolynomials,Elementary
symmetricfunctionsandFundamentalTheoremonSymmetricFunctions
resultantsanddiscriminants,Euclideanrings,Principalidealdomainsand
Factorialrings,Factorizationinpolynomialrings:
Fieldtheory
:FiniteFields,Finite
andAlgebraicextensions.Algebraicclosure,Algebraicallyclosedfields.Proofof
FundamentalTheoremofAlgebra.SeparablepolynomialsandSeparable
extensions.Splittingfields,Normalextensions,Galoisextensions.
Differentialequations
:LinearODEwithconstantandperiodiccoefficients
nonlinearODEexistenceanduniquenessstabilityforfixedpointsandperiodic
orbitsandFloquettheory,stablemanifoldtheorem,bifurcations,centre
manifolds,normalforms,Poincarerecurrence,limitsetsandattractors,Lyapunov
exponentsandvectors,uniformlyandnonuniformlyhyperbolicsystemsPartial
differentialequations:firstandsecondorderPDEClassificationDistribution
theoryNumericalmethodsforODEandPDE
Probability
:Probabilityspaces,randomvariables,lawsoflargenumbers,
convergence,limittheorems,conditionalprobabilityandexpectation,Markov
chains,martingales,largedeviations,basicstochasticprocesses

6. Advanced topics
ThesewouldbeapartoftheoptionalknowledgebaseforthePh.D.students,andthechoice
willbemadeinconsultationwiththestudentmentor/potentialPh.D.advisor.Somepotential
coursesonthesetopics,tobeofferedbyICTSfaculty,arelistedattheendofthisdocument.

Advancedprobabilityandstochasticprocesses
Dynamicalsystems
Optimization
Advanceddifferentialgeometryandtopology
Scientificcomputations
Classicalmechanicsandfluiddynamics
Topicsinmathematicalphysics

Advanced courses to be offered by ICTSTIFR faculty (not every year), in

addition to core courses

Dynamicalsystems
:FlowofODE,discretetimemaps,linearization,stabilityfor
fixedpointsandperiodicorbitsandFloquettheory,stablemanifoldtheorem,
bifurcations,centremanifolds,normalforms,Poincarerecurrence,limitsetsand
attractors,Lyapunovexponentsandvectors,uniformlyandnonuniformly
hyperbolicsystems
Dataassimilationandfilteringtheory:
Martingales,stochasticprocesses,Ito
integral,stochasticdifferentialequations,bayestheorem,nonlinearfiltering,
KushnerandZakaiequations,KalmanBucyfilter,parameterestimationand
hypothesistesting,leastsquaresandregression,particlefiltering,methodsfor
highdimensionalfilteringproblems
Geophysicalfluiddynamics:
Fluiddynamicalequations,rotationand
stratificationeffects,instabilitiesandwaves,Hamiltoniandynamicsandother
specialtopics
NonlinearwavesandCoherentstructures:
Methodsfornonlinearpartial
differentialequations(PDEs)leadingtocoherentstructuresandpatterns.
Includessymmetries,conservationslaws,Hamiltonianandvariationalmethods
forPDEsinteractionsofstructuressuchaswavesorsolitonsLaxpairsand
inversescatteringandPainleveanalysis.Bifurcationtheoryandformationof
patterns.Stabilityanalysisofcoherentstructures.
Calculusofvariations:
Necessaryandsufficientconditionsforaweakand
strongextremum.Legendretransformation,Hamiltoniansystems.Constraints
andLagrangemultipliers.Spacetimeproblemswithexamplesfromelasticity,
electromagnetics,andfluidmechanics.SturmLiouvilleproblems.Approximate
methods.Introductiontocontrolproblems.
UniformtransformmethodandIntegrablesystems:
Introductiontothe
UniformTransformMethod(UTM),Laxpairs,boundaryvalueproblemsforlinear
PDEsin1+1variables,extensionstosystems,mixedderivativeandvariable
coefficientPDEs,movingandfreeboundaryvalueproblems,transformpairs,
generalizedDirichlettoNeumannoperatorsandinverseproblems,UTMfor
nonlinearintegrableequations.
Perturbationmethodsfordifferentialequationsandintegrals:
Regularand
singularpointsofdifferentialequations.Asymptoticexpansionsforsolutionsof
linearordinaryequations.Regularandsingularperturbations.Asymptotic
evaluationofintegrals.BoundarylayersandtheWKBmethod.Themethodof
multiplescales.Applicationstophysicalsystems.Derivationofreducedand
approximatemodels.
Approximationtheory
:Uniformapproximation(WeierstrassApproximation
Theorem),leastsquaresapproximation,leastfirstpowerapproximation,
polynomialandsplineinterpolation,Remezalgorithm,rationalapproximation,
quadratures
Optimization
:Fundamentals(global,localextremum,stochasticand
deterministicoptimization),unconstrainedoptimization,linesearchmethods,
trustregionmethods,conjugategradientmethods,Newtonmethods,
QuasiNewtonmethods,Nonlinearleastsquares,nonlinearequations,constrained
optimization,Linearprogramming:Simplexmethod,InteriorPointmethods,
Nonlinearconstrainedoptimization,quadraticprogramming,Penalty,Barrier,and
AugmentedLagrangianMethods,SequentialQuadraticProgramming

Spectralmethodsincomputationalphysics
:Basics,ChebyshevandFourier
series,Galerkin&WeightedResidualMethods,Polynomialinterpolationand
collocation,cardinalfunctions,PseudospectralMethodsforBVPs,Linear
EigenvalueProblems,ExplicitTimeIntegrationMethods,PartialSummation,the
FFTandMMT,Aliasing,SpectralBlocking,&BlowUp
Computationalstatistics
:MonteCarloMethodsforStatisticalInference,Data
Randomization,Partitioning,andAugmentation,Bayesianinversion,Bootstrap
Methods,EstimationofProbabilityDensityFunctionsUsingParametricModels,
NonparametricEstimationofProbabilityDensityFunctions,StatisticalLearning
andDataMining
Fastalgorithmsinappliedmathematicsandstatistics
:Introductionto
analysisbasedfastalgorithmsandtheirapplicationsincomputationalscience
FastGausstransform,GeneralizedRybickiPressalgorithm,fastFourier
transform,nonuniformfastFouriertransform,hierarchicalmatrices,fastmatrix
vectorproductsandfastdirectsolvers.Thecoursewilldrawmaterialfrom
functionalanalysis,specialfunctiontheory,asymptotics,potentialtheory,and
matrixcomputations.Theprimaryfocuswillbeoncomputationalstatisticsand
thesolutionofthepartialdifferentialequationsofelectromagnetics,elasticity,
andfluiddynamicsusingintegralequationmethods.
StochasticProcesses
:DiscreteandcontinuoustimeMarkovchains,poisson
processes,randomwalks,branchingprocesses,firstpassagetimes,recurrence
andtransience,stationarydistribution,Renewaltheory,Brownianmotion,
Gaussianprocesses,secondorderprocesses,martingales.
AdvancedTopicsinDifferentialGeometry
:Curvesandsurfaceshigher
dimensionalmanifoldsRiemanniangeometrysymplecticandPoissongeometry.
Topicsinmathematicalphysics
:Modulispacescomingfromphysics
instantonsandmonopolesquantizationofmodulispacesintegrablesystems.
AdvancedtopicsinTopology
:Homology(simplicial,singularandcellular)
cohomology.