Graduate Program in Applied Mathematics and Statistics (AMS)
Chairperson: James Glimm
Mathematics Building P-137 (631) 632-8370
Graduate Studies Director: Woo Jong Kim
Mathematics Building 1-122 (631) 632-8360
Graduate Secretary: Loretta Budd
Mathematics Building 1-122 (631) 632-8360
Questions regarding application to the graduate program should be directed to the graduate secretary.
Degrees awarded: M.S. in Applied Mathematics and Statistics; Ph.D. in Applied Mathematics and Statistics
The Department of Applied Mathematics and Statistics, within the College of Engineering and Applied Sciencs, offers programs in computational applied mathematics, operations research, statistics, and biomathematical modeling leading to the M.S. and Ph.D. degrees. The department offers an integrated series of courses and seminars, supervised reading, and facilities for research. Emphasis is on the study of real-world problems, computational modeling, and the development of necessary analytical concepts and theoretical tools. A state-of-the-art computational laboratory is operated for student education and research. This laboratory includes an advanced parallel supercomputer that is one of the most powerful machines of its type on the East Coast. It also features a network of advanced Unix workstations and modern printing facilities. The laboratory's full-time staff is available to help students become familiar with the laboratory facilities.
The department has close ties with the Institute for Mathematical Modeling, enhancing the opportunities for interaction with distinguished visiting scientists who are leaders in their fields. Professor James Glimm, chairperson of the department, also serves as the director of the Institute for Mathematical Modeling. Faculty members from the Harriman School for Management and Policy and many science, biomedical, and engineering departments participate in teaching and interdisciplinary research activities. Students, who receive a broad training, find themselves excellently prepared for careers in government and industry in which mathematics is used as a computational or conceptual tool.
Faculty research programs that receive significant external funding provide students with an opportunity for active participation in a variety of projects in computational mathematics, statistics, operations research, and biomathematics. Faculty interests include applied graph theory, biostatistics and mathematical modeling of epidemics, computational fluid dynamics, combinatorial optimizations, computational statistics, data analysis, flow through porous media, fracture mechanics, game theory, inverse problems, mixed-boundary value problems, nonlinear conservation laws, renal flow, robust estimation, nonparametric statistics, stochastic modeling and sequential decision making, diffusion processes, and control theory. Most Ph.D. students are supported, through either a research or teaching assistantship. U.S. Department of Education fellowships are available for U.S. citizens and permanent residents of the United States. The Ph.D. program normally takes about four years for students with a strong analytical and computing background.
The Department of Applied Mathematics and Statistics offers several areas of specialization. They include computational applied mathematics, statistics, and operations research, all of which are offered full time and part time. The M.S. programs, when pursued on a full-time basis, may be completed in three or four semesters. Students who have taken graduate courses before enrolling at Stony Brook may request transfer of credit (limited to six credits).
If such a request is approved, it may be possible to complete the M.S. degree in
two semesters. It is strongly urged that all applicants develop some facility in computer programming.
A more detailed description of the graduate program is available from the departmental office. This includes specific distribution requirements, fields of specialization, and information on the preliminary and qualifying examinations. Interested students should request information and application forms as early as possible, especially if they plan to apply for financial aid.
Admission
For admission to graduate study in Applied Mathematics and Statistics, the minimum requirements are as follows:
A. A bachelor's degree in engineering, mathematics, physics, chemistry, or the social sciences with a strong mathematics background.
B. A minimum grade point average of at least 2.75 in all courses in pertinent or related fields.
C. Results of the Graduate Record Examination (GRE) General Test.
D. Three letters of reference and all transcripts of undergraduate study completed.
E. Acceptance by both the Department of Applied Mathematics and Statistics and the Graduate School.
F. Students admitted provisionally must satisfy designated course and grade point average requirements during the first year of graduate study before being admitted to full degree candidacy.
Combined B.S./M.S. Degree
Undergraduate applied mathematics majors with strong academic credentials (minimum of 3.0 in the applied mathematics major) may apply for admission to the special Bachelor of Science-Master of Science program in Applied Mathematics and Statistics at the end of the junior year. When the student is accepted, permission will be granted to take two graduate courses that will be applied toward the master's degree. The requirements for the B.S. degree must be completed before admission to the graduate program. At least 24 additional credits including the requirements stated in the Graduate Bulletin must be earned to qualify the student for the master's degree. Further information about the combined program may be obtained from either the departmental graduate studies director or the undergraduate studies director.
Part-Time Graduate Studies
In addition to the full-time graduate program leading to the M.S. and Ph.D. degrees with specializations in computational applied mathematics, operations research, and statistics, the department conducts a part-time program on campus. The part-time program is governed by regulations governing the resident full-time program with the exception that students in the part-time program have greater flexibility in choosing the time for the qualifying examination if they are contemplating pursuing the Ph.D.
The purpose of the part-time program is to provide an opportunity for men and women who are employed full time to pursue serious graduate study leading to advanced degrees in applied mathematics, statistics, and operations research. Applicants who hold a bachelor's degree in applied mathematics, mathematics, engineering, physical sciences, life sciences, or social sciences, with a strong background in undergraduate mathematics, will be considered for admission to this program. Qualified students may continue beyond the master's degree for the Ph.D. degree.
Additional information may be obtained from the graduate studies director at the Department of Applied Mathematics and Statistics, University at Stony Brook, Stony Brook, NY 11794-3600.
Faculty
Arkin, Esther, Professor. Ph.D., 1986, Stanford University: Combinatorial optimization; network flows; computational geometry.
Badr, Hussein G., Adjunct Associate Professor (Computer Science) . Ph.D., 1980, Pennsylvania State University: Operating systems; computer system performance evaluation.
Deng, Yuefan, Professor. Ph.D., 1989, Columbia University: Computational fluid dynamics; parallel computing.
Dubey, Pradeep, Adjunct Professor (Economics). Ph.D., 1975, Cornell University: Game theory; mathematical economics.
Feinberg, Eugene, Professor. Ph.D., 1979, Vilnius State University, U.S.S.R.: Probability theory and statistics; control theory and applications in communication systems; transportation; computer networks and manufacturing.
Finch, Stephen, Associate Professor. Ph.D., 1974, Princeton University: Robust estimation and nonparametric statistics.
Fortmann, Charles, Research Associate Professor. Ph.D., 1985, Stanford University: material science.
Frey, Robert, Adjunct Assistant Professor (Renaissance Technologies). Ph.D., 1987, State University of New York at Stony Brook: Systems analysis; financial models; artificial intelligence.
Glimm, James, Distinguished Professor and Chairperson. Ph.D., 1959, Columbia University: Nonlinear equations, conservation laws; computational fluid dynamics; mathematical physics.
Grove, John, Adjunct Professor (Los Alamos National Lab). Ph.D., 1984, Ohio State University: Conservation laws; front tracking.
Kim, Woo Jong, Professor and Graduate Studies Director. Ph.D., 1964, Carnegie Institute of Technology; Ph.D., 1968, Carnegie-Mellon University: Ordinary differential equations; oscillation, disconjugacy, and monotonicity of solutions.
Li, Xiaolin, Associate Professor, Ph.D., 1987, Columbia University: computational fluid dynamics, scientific computing.
Lindquist, Brent, Professor. Ph.D., 1981, Cornell University: Computational fluid dynamics; reservoir modeling.
Mendell, Nancy, Professor. Ph.D., 1972, University of North Carolina at Chapel Hill: Biostatistics.
Mitchell, Joseph, Professor. Ph.D., 1986, Stanford University: Operations research; computational geometry; combinatorial optimization.
Neyman, Abraham, Adjunct Professor (Economics). Ph.D., 1977, Hebrew University, Israel: Game theory; mathematical economics.
Oh, Wonho, Assistant Professor, Ph.D., 1998, SUNY-Stony Brook, Computational fluid dynamics.
Plohr, Bradley, Professor. Ph.D., 1980, Princeton University: Conservation laws; computational fluid dynamics.
Reinitz, John, Associate Professor, Ph.D., 1988, Yale University: computational biology, gene circuits.
Sharp, David, Adjunct Professor Los Alamos National Lab). Ph.D., 1969, California Institute of Technology: Mathematical physics; computational fluid dynamics.
Skiena, Steven, Adjunct Professor (Computer Science). Ph.D., 1988, University of Illinois: Combinatorial algorithms; computational geometry; data structures.
Skorin-Kapov, Jadranka, Adjunct Professor (School of Management). Ph.D., 1989, University of British Columbia, Canada: Combinatorial optimization; mathematical programming.
Srivastav, Ram P., Professor. Ph.D., 1958, Lucknow University, India; Ph.D., 1963, D.Sc., 1972, Glasgow University, Scotland: Fracture mechanics; integral equations; mixed boundary value problems.
Tanur, Judith, Adjunct Professor (Sociology). Ph.D., 1972, State University of New York at Stony Brook: Application of statistics in social sciences; survey methodology.
Tewarson, Reginald P., Emeritus Professor. Ph.D., 1961, Boston University: Numerical analysis and computational methods; sparse matrices; generalized inverses and large nonlinear systems; mathematical models of diffusion problems in biology and medicine.
Tucker, Alan, Distinguished Teaching Professor. Ph.D., 1969, Stanford University: Graph theory; combinatorial algorithms.
Vaksar, Ilya, Associate Professor, Ph.D., 1989, Moscow State University: computational biology, protein docking.
Yildirim, Emre Alper, Assistant Professor, Ph.D., 2001, Cornell University: Nonlinear optimization, semi-definite programming.
Ye, Kenny, Assistant Professor, Ph.D., 1998, University of Michigan: Design of experiments, industrial statistics.
Zemanian, Armen H., Adjunct Professor (Electrical and Computer Engineering). Eng.Sc.D., 1953, New York University: Network theory; food system modeling.
Zhang, Yongmin, Assistant Professor, Ph.D., 1997, University of Chicago: computational fluid dynamics.
Zhu, Wei, Assistant Professor, Ph.D., 1996, UCLA. Biostatistics.
Number of teaching, graduate, and research assistants, 1996-1997: 123
Degree Requirements
Requirements for the M.S. Degree
In addition to the minimum Graduate School requirements, the following are required:
A. Course Requirements
The M.S. degree in the Department of Applied Mathematics and Statistics requires the satisfactory completion of a minimum of 30 graduate credits.
All credits in satisfaction of the degree must be at the graduate level. The department may impose additional requirements as described below. In addition, the average for all courses taken must be B or higher, and at least 18 credits of all courses taken must carry a grade of B or higher.
The student pursues a program of study planned in consultation with an academic advisor. The program and any subsequent modifications require approval by the graduate studies director.
Core Requirements for the M.S. Degree
1. Applied Mathematics
a. AMS 501 Differential Equations and Boundary Value Problems
b. AMS 503 Applications of Complex Analysis
c. AMS 504 Foundations of Applied Mathematics
d. AMS 505 Applied Linear Algebra
e. AMS 526 Numerical Analysis I
f. AMS 527 Numerical Analysis II
g. AMS 595 Fundamentals of Computing
2. Operations Research
a. AMS 505 Applied Linear Algebra or AMS 510 Analytical Methods for Applied Mathematics and Statistics
b. AMS 507 Introduction to Probability
e. AMS 554 Queuing Theory or AMS 553/CSE 529 Simulation and Modeling or AMS 542/CSE 548 Analysis of Algorithms
f. One course in statistics
g. AMS 595 Fundamentals of Computing
3. Statistics
a. AMS 510, Analytic Methods for Applied Mathematics and Statistics
or
(AMS 504 Foundations of Applied Mathematics and AMS 505 Applied Linear Algebra)b. AMS 507 Introduction to Probability
c. AMS 570 Mathematical Statistics I
d. AMS 572 Exploratory Data Analysis I
e. AMS 575 Internship in Statistical Consulting
g. AMS 582 Design of Experiments
h. AMS 595 Fundamentals of Computing
Elective Requirements for the M.S. Degree
Any graduate-level AMS or other graduate-level courses in a related discipline approved by the graduate studies director may be used to satisfy the credit requirement beyond the core course requirement. In addition, six elective credits may be earned by completion of a master's thesis.
B. Final Recommendation
Upon the fulfillment of the above requirements the faculty of the graduate program will recommend to the vice provost for graduate studies that the Master of Science degree be conferred or will stipulate further requirements that the student must fulfill.
C. Time Limit
All requirements for the Master of Science degree must be completed within three years of the student's first registration as a full-time graduate student.
Requirements for the Ph.D. Degree
A. Course Requirements
The course of study prescribed for the M.S. degree provides basic guidelines for doctoral study. The student pursues a program of study planned in consultation with an academic advisor. The program and any subsequent modifications require approval of the graduate studies director.
B. Qualifying Examination
A student must pass a qualifying examination to be allowed to continue toward the Ph.D. degree. The qualifying examination is given twice a year and is designed to test the student's preparation to do research in applied mathematics. Each student must demonstrate competency in algebra and analysis and in-depth knowledge of one area of applied mathematics. More information can be found in the qualifying examination page.
C. Research Advisor
After completion of at least one year of full-time residence and prior to taking the preliminary examination, the student must select a research advisor who agrees to serve in that capacity.
D. Preliminary Examination
This is an oral examination administered by a committee and given to the student when he or she has developed a research plan for the dissertation. The plan should be acceptable to the student's research advisor.
E. Language Requirement
The student must demonstrate a reading ability in one of the following three languages: French, German, or Russian. Proficiency may be demonstrated in a number of ways; these methods are described in detail in the Graduate Student Handbook of the Department of Applied Mathematics and Statistics.
This language requirement is replaced by English writing. Please check this page for the information.F. Advancement to Candidacy
After successfully completing all requirements for the degree other than the dissertation, the student is eligible to be recommended for advancement to candidacy. This status is conferred by the vice provost for graduate studies upon recommendation from the departmental graduate studies director.
G. Dissertation
The most important requirement of the Ph.D. degree is the completion of a dissertation, which must be an original scholarly investigation. The dissertation must represent a significant contribution to the scientific literature and its quality must be comparable with the publication standards of appropriate and reputable scholarly journals.
H. Dissertation Defense
The student must defend the dissertation before the dissertation examining committee. On the basis of the recommendation of this committee, the Department of Applied Mathematics and Statistics will recommend acceptance or rejection of the dissertation to the vice provost for graduate studies. All requirements for the degree will have been satisfied upon successful defense of the dissertation.
I. Minimum Residence
At least two consecutive semesters of full-time study are required.
J. Time Limit
All requirements for the Ph.D. degree must be completed within seven years after the completion of 24 graduate credits in the program. The time limits for the qualifying and preliminary examinations and advancement to candidacy are described in the departmental Graduate Student Handbook.