Numerical Analysis branch:
Compulsory Courses:
| NO |
Course |
Units |
| 1 |
Advanced numerical analysis |
3 |
| 2 |
Real analysis |
3 |
Numerical Analysis branch: Specialized courses – optional:
| No |
Course |
Units |
Prerequisites or simultaneous courses |
| 1 |
Numerical methods in linear algebra |
3 |
_ |
| 2 |
Numerical solution of ordinary differential equations |
3 |
Advanced numerical analysis |
| 3 |
Numerical solution of integral equations |
3 |
Advanced numerical analysis |
| 4 |
Theory of integral equations |
3 |
Real analysis |
| 5 |
Numerical solution of partial differential equations |
3 |
Numerical solution of partial differential equations |
| 6 |
Finite element method |
3 |
Advanced numerical analysis, Real analysis |
| 7 |
Approximation theory |
3 |
Advanced numerical analysis, Real analysis |
| 8 |
Wavelets and their application |
3 |
Real analysis |
| 9 |
Numerical solution of fractional differential and integral equations |
3 |
Advanced numerical analysis |
| 10 |
Numerical solution of stochastic differential equations |
3 |
Numerical solution of stochastic differential equations |
| 11 |
Interval analysis |
3 |
Numerical methods in linear algebra |
| 12 |
mathematical modeling
|
3 |
_ |
| 13 |
Meshless methods |
3 |
Advanced numerical analysis |
| 14 |
Special Topics in Numerical Analysis |
3 |
Group permission |
Optimization branch
Main Lessons:
| No |
Course |
Units |
| 1 |
Advanced linear optimization |
3 |
| 2 |
Advanced nonlinear optimization |
3 |
Optimization branch - Specialized optional courses:
| No |
Course |
Units |
Prerequisites or simultaneous courses |
| 1 |
Dynamic programming |
3 |
|
| 2 |
Integer programming |
3 |
|
| 3 |
Combinatorial optimization |
3 |
|
| 4 |
Stochastic optimization |
3 |
|
| 5 |
Advanced linear optimization 2 |
3 |
|
| 6 |
Advanced nonlinear semi-infinite optimization 2 |
3 |
|
| 7 |
Linear semi-infinite optimization |
3 |
|
| 8 |
Multi objective optimization |
3 |
|
| 9 |
Network optimization |
3 |
|
| 10 |
Non-smooth optimization |
3 |
|
| 11 |
Optimization and neural networks |
3 |
|
| 12 |
Convex optimization |
3 |
|
| 13 |
Calculus of variations & optimal control |
3 |
|
| 14 |
Internal point methods |
3 |
|
| 15 |
Advanced simulation |
3 |
|
| 16 |
Stochastic optimal control |
3 |
|
| 17 |
Linear and nonlinear control |
3 |
|
| 18 |
Mathematical modeling |
3 |
|
| 19 |
Game theory and applications |
3 |
|
| 20 |
Facility location problem |
3 |
|
| 21 |
Special topics in optimization |
3 |
|
Coding and Cryptography
Main courses:
| Course No |
Course |
units |
| 101 |
Algorithm and calculation |
3 |
| 102 |
Information theory |
3
|
Cryptography branch- Compulsory-optional courses:
| No |
Course |
Units |
Hours/ theory |
Hours/ applied |
Total hours |
Prerequisites or simultaneous courses |
| 201* |
Cryptography 1 |
3 |
48 |
|
48 |
101 , 102 |
| 202 |
Cryptography 2 |
3 |
48 |
|
48 |
201 |
| 203 |
Network security |
3 |
48 |
|
48 |
201 |
| 204 |
Probabilistic methods in Cryptography |
3 |
48 |
|
48 |
201 |
| 205 |
Steganography |
3 |
48 |
|
48 |
101 , 102 |
| 206 |
Database security |
3 |
48 |
|
48 |
201 |
| 207 |
Computational number theory |
3 |
48 |
|
48 |
201 |
| 208 |
Cryptography protocols |
3 |
48 |
|
48 |
201 |
| 209 |
Formal methods in Cryptography |
3 |
48 |
|
48 |
201 |
| 210 |
Special topics in Cryptography |
3 |
48 |
|
48 |
Group permission |
*Passing the course 201 of this table is mandatory for the students whose majoring field is Cryptography .
Coding branch
Compulsory-optional courses
| No |
Course |
Units |
Hours/ theory |
Hours/ applied |
Total hours |
Prerequisites or simultaneous courses |
| 3o1* |
Coding theory 1 |
3 |
48 |
|
48 |
101,102 |
| 302 |
Coding theory 2 |
3 |
48 |
|
48 |
301 |
| 303 |
Network coding theory |
3 |
48 |
|
48 |
301 |
| 304 |
Iterative decoding algorithm |
3 |
48 |
|
48 |
302 |
| 305 |
Space time coding |
3 |
48 |
|
48 |
301 |
| 306 |
Source coding |
3 |
48 |
|
48 |
101 |
| 307 |
Quantum coding and information theory |
3 |
48 |
|
48 |
301 |
| 308 |
Ring based codes |
3 |
48 |
|
48 |
301 |
| 309 |
Linear error correcting network codes |
3 |
48 |
|
48 |
303 |
| 310 |
Special topics in coding |
3 |
48 |
|
48 |
Group permission |
*Passing the course301 of this table is mandatory for the students whose majoring field is coding.
Mathematical finance branch
Main Courses:
| No |
Course |
Units |
Hours/ theory |
Hours/ applied |
Total hours |
Prerequisites or simultaneous courses |
| 1 |
Mathematical finance 1 |
3 |
48 |
|
48 |
Theory of probability and Stochastic calculus as simultaneous course |
| 2 |
Stochastic calculus in finance |
3 |
48 |
|
48 |
Measure theory and probability |
Mathematical finance branch – Optional courses Courses:
| No |
Course |
Units |
Hours/ theory |
Hours/ applied |
Total hours |
Prerequisites or simultaneous courses |
| 1 |
Mathematical finance 2 |
3 |
48 |
|
48 |
|
| 2 |
Numerical methods in financial mathematics |
3 |
48 |
|
48 |
|
| 3 |
Stochastic differential equations for financial markets |
3 |
48 |
|
48 |
|
| 4 |
Semi martingales for financial markets |
3 |
48 |
|
48 |
|
| 5 |
Numerical solution of Stochastic differential equations |
3 |
48 |
|
48 |
|
| 6 |
Partial differential equations in mathematical finance |
3 |
48 |
|
48 |
Measure theory and probability |
| 7 |
Monte Carlo methods for finance |
3 |
48 |
|
48 |
|
| 8 |
Statistical methods for finance |
3 |
48 |
|
48 |
|
| 9 |
Risk variations and management |
3 |
48 |
|
48 |
|
| 10 |
Stochastic portfolio theory |
3 |
48 |
|
48 |
|
| 11 |
Financial time series |
3 |
48 |
|
48 |
|
| 12 |
Financial engineering |
3 |
48 |
|
48 |
|
| 13 |
Malliavin calculus and its applications in finance |
3 |
48 |
|
48 |
|
| 14 |
Levy processes in mathematical finance |
3 |
48 |
|
48 |
|
| 15 |
Operational risk |
3 |
48 |
|
48 |
|
| 16 |
Mathematics of investments |
3 |
48 |
|
48 |
|
| 17 |
High- dimensional data analysis |
3 |
48 |
|
48 |
|
| 18 |
Stochastic optimal control |
3 |
48 |
|
48 |
Stochastic calculus in finance |
| 19 |
Special topics in mathematical finance |
3 |
48 |
|
48 |
Group permission |
The branch of differential equations and dynamic systems
Selected Specialized Course Schedule:
| No |
Course |
Units |
Prerequisites or simultaneous courses |
| 1 |
Ordinary differential equations 2 |
3 |
Ordinary differential equations 1 |
| 2 |
Partial differential equations 2 |
3 |
Partial differential equations 1 |
| 3 |
Discrete dynamic systems 1 |
3 |
Fundamentals of Dynamic Systems (Undergraduates) |
| 4 |
Individual theory 1 |
3 |
Preliminary theory of differential equations (Undergraduates) |
| 5 |
Dynamic systems 2 |
3 |
Dynamic systems 1 |
| 6 |
Variational methods in differential equations |
3 |
Partial differential equations 1 |
The student must choose at least one course from the courses in the table above.