<p>First of all, there’s no such thing as an “undergraduate math department,” except perhaps at Williams where there are no graduate students. The other four are all comprehensive research universities with major-league math departments, and from the standpoint of an undergraduate, any of them can teach you what you need to get to the next level, and you aren’t going to come anywhere near exhausting what they offer in four years. I have a general sense that Chicago is half a notch above the other three, especially as far as pure math is concerned (and probably a full notch below them for applied math, which when it happens at Chicago tends to get called “economics” or “biology” or “statistics”. Chicago is a very math-y place, and math is an extremely popular major or second major. Penn, Cornell, and Duke all have really good departments, too. But each of them only has about half the number of math majors that Chicago has, and many more of them are doing applied math. (Plus, at Penn, there are 400 or so finance majors at Wharton, and that kind of shifts the atmosphere some.) The undergraduate pure math community at Chicago is pretty special.</p>
<p>Honestly, however, unless you are an absolute prodigy (in which case Chicago is one of the places where you are more likely to find some peers), you should probably make your decision among those schools based on factors other than the strength of the math program, because the strength of the math program will be one of the things that is least different among the four, and there are lots of other things that are really different.</p>
<p>Williams is in some ways a totally different model of how to get an education. I don’t know as much about the math department there, but I can say categorically that it is also probably great, in a somewhat different way. Chicago probably has 30 or so active professors, 10 emeriti, and maybe 20 lecturers at any time, plus 100 or so grad students, and maybe 350-400 undergraduates majoring in math or statistics. That’s a huge community, with lots of people with very focused interests. Williams has about 18 active professors (some of whom may be on leave at any point, which is also true everywhere else), which is in fact pretty impressive, and based on its website maybe 150 majors, which is also really impressive given the size of the college. (But it only graduated 21 people whose primary major was math last year, so lots of those are second majors). The ratio of faculty to majors is better at Williams than at Chicago, and there are no graduate students to compete for attention.</p>
<p>Williams doesn’t have the breadth of courses or volume of cutting-edge research that any of the research universities has, although what it has is probably pretty good. But what Williams has that Chicago doesn’t have is faculty whose main job is teaching undergraduates, and who precisely because they don’t necessarily have a world-class expert in everything are willing to take responsibility for making certain you learn what you need to learn to provide the base for what you want to do next. At a research university, you can absolutely get a world-class education, but you can also have important gaps in what you have learned because no one will really be checking to make certain you have a solid base. That will be your responsibility (although I’m sure it is easy to get advice if you ask). At Williams, especially given their tutorial structure, people will actually make certain that you are super-prepared for graduate school, if that’s where you want to go.</p>
<p>Basically, at Williams, you will probably wind up attaching yourself to two or three faculty members, and letting them guide you in lots of ways. You would do exactly the same thing at Penn, Cornell, Duke, or Chicago. You would have more people to choose from at those schools, and they would have more on their plates to keep them from totally focusing on what you need. You will also be a smaller fish in a much bigger pond.</p>
<p>If you look at the Williams Math Department web page, you will see that seven of last year’s graduates went directly into PhD programs. None of them are in pure math; all are some applied field – Computer Science, Computational Biology, Earth and Atmospherics, Cognitive Psych. All are at great, great programs, by the way. Most of the majors are working in financial industry jobs and management consulting, which will be true of all of the schools you are looking at. In other words, it’s clear that Williams turns out successful math majors; it’s a little less clear that it turns out successful pure math PhD students.</p>