Year 3 Moduleguide 2223

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DEPARTMENT OF MATHEMATICS
GUIDE TO MODULES
THIRD YEAR (BSc/MSci)
2022-2023.
Notes and syllabus details of modules for Mathematics students in their Third Year.
For degree programmes:
G100,
MATHEMATICS (BSc, MSci)
G103
G104 MATHEMATICS WITH A YEAR ABROAD (MSci)
G102 MATHEMATICS WITH MATHEMATICAL COMPUTATION
G125 MATHEMATICS (PURE MATHEMATICS)
MATHEMATICS WITH APPLIED
G1F3
MATHEMATICS/MATHEMATICAL PHYSICS
G1G3 MATHEMATICS WITH STATISTICS
G1GH MATHEMATICS WITH STATISTICS FOR FINANCE
GG31 MATHEMATICS, OPTIMISATION AND STATISTICS
Information on the Mathematics modules available to third-year students on the Joint

Mathematics and Computing Programmes can be found in this guide.
These notes should be read in conjunction with your undergraduate student

handbook and the programme specifications for your year. Some of the
information may be subject to alteration.
Updated information will be posted on the Maths Central Blackboard site.
It is our current expectation that teaching and assessment will be delivered in

person, with unrestricted room capacities. This is, of course, subject to
change, where we receive advice from the College or the Government.
Dr Christopher Hallsworth, Mathematics DUGS

28 June 2022.
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Third Year Programmes
In the 3rd year of your Mathematics programme, you choose from a wide range of elective
modules. There are no compulsory modules, but if you wish to graduate with a specialist
degree title, then you need to choose a certain number of modules related to the
specialism.
You are advised to read these notes carefully and discuss your choice of options with your
Personal Tutor. An ‘Option Fair’ will take place after exams in the Summer Term; this will
include presentations about the modules on offer from the Pure, Statistics and Applied
Mathematics and Mathematical Physics sections of the Department.
Each 3rd year Mathematics module has a credit value of 7.5 ECTS and has a module code
beginning with MATH6. In this guide, we will refer to these as MATH6 modules.
In your 3rd year, you take modules with a total credit value of 60 or 62.5 ECTS. This will
consist of eight 7.5 ECTS modules or seven 7.5 ECTS modules and two 5 ECTS modules. You
must take at least seven MATH6 modules. The remaining ECTS can come from 2nd year
Mathematics electives not taken in year 2 (5 ECTS each), a further MATH6 module (7.5
ECTS), a module from another Department (subject to approval by DUGS) or certain CLCC or
Business School BPES modules (5 ECTS). The DUGS may allow some 3rd year students to
take a small number of 4th year (level 7) Mathematics modules.
Examples
A total credit value of 60 or 62.5 ECTS allows you to take a combination of 7.5 and 5 ECTS
modules in year 3. Some example of possible module combinations include:
Eight MATH6 modules;

Seven MATH6 modules and two MATH5 electives not taken previously;
Seven MATH6 modules, one MATH5 elective not taken previously, one approved CLCC/
Business School module;
Seven MATH6 modules, one MATH5 elective not taken previously, one Department of
Computing module (5 ECTS);
Seven MATH6 modules, one Department of Computing module, one approved CLCC/
Business School module.
At most one of your modules can be from CLCC or BPES; not one of each. You may take two
computing modules.
Lecturers will give advice on suitable books at the start of each module. You should contact
lecturers if you require further details about module content in order to make your choice
of options.
You will be asked to make a preliminary selection of your Mathematics modules before the
start of the academic year. However, except for modules assessed solely by coursework, or
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modules outside the Department which will have separate registration deadlines, you will
not be committed to your choice of optional modules until the completion of your exam
entry information early in term 2.
CLCC / BPES
Registration for CLCC (Horizons) and Business School (BPES) modules opens in May and the
Mathematics UG Office sends round an email detailing the registration process. At most one
of your modules can be from CLCC or BPES; not one of each. The other 5 ECTS should come
from a year 2 maths option or a computing module.
CLCC (Horizons) Information
In Mathematics, any one Horizons module may be taken for credit in Year 3 with the
following exceptions: Language modules and the Change Makers Independent Project may
only be taken for extra-credit. Horizons options are available here:
https://www.imperial.ac.uk/horizons/taking-a-module-for-credit/module-options-by-
department/
Enrolment will take place on the Horizons Enrolment system:
https://www.imperial.ac.uk/horizons/enrolment/
Module descriptions can be found here
https://www.imperial.ac.uk/horizons/module-options/
Some module descriptions are not currently available as they are being updated, but they
will be ready before enrolment opens.
BPES information
You are only allowed to take either

• Managing Innovation - BUSI96004 (Autumn) or
• Finance & Financial Management - BUSI96002 (Spring)
for credit in Year 3. If you took one of these modules for i-Explore in year 2 you may not of
course take it again for credit in year 3.
In addition, if you took Corporate Finance Online in year 2 for i-Explore, you may not
register for Finance & Financial Management for credit next year, because of shared content
between these modules. More information on BPES is available here:
https://www.imperial.ac.uk/business-school/programmes/undergraduate-
study/bpes-programme/
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Further remarks on non-MATH6 modules
Each year the Department of Computing makes a small number of its modules available to
'external students' (such as Mathematics students). These modules are usually advertised
towards the start of the new academic year and the Mathematics UG Office will email you
with details when available. Note that assessment for these modules is often at the end of
term, when you will also have other coursework deadlines, so you will need to manage your
workload carefully.
Students wishing to take a 4th year (level 7) module in their 3rd year require permission
from the DUGS. Such requests should not normally be made until close to the start of the
academic year.
Very occasionally the Department allows a student to take a module (other than those
indicated above) from another Department. This requires discussion with, and approval
from, the Mathematics DUGS and the agreement of the other Department. Such requests
should not normally be made until close to the start of the academic year.
Computation of your year total
If you take 60 ECTS, consisting of 8 modules all of which are worth 7.5 ECTS, then these
modules are weighted equally in the computation of your year 3 total.
If you take 62.5 ECTS, consisting of seven MATH6 modules and two 5 ECTS modules, then
the required 52.5 ECTS of MATH6 modules will still count for 87.5 percent of the year total.
The remaining 12.5 percent of the year total will come from the average of your marks for
the two 5 ECTS modules. This ensures that the weighting on MATH6 modules in the year
total is consistent across all students regardless of whether they are taking 60 or 62.5 ECTS.
Specialist BSc degree programmes
Choice of electives is dependent on Degree programme. Students on specialist programmes

will be required to take a certain number of electives related to their programme. Students
not meeting the requirements may be graduated with an alternative degree programme
(such as G100).
G102: Select at least 3 modules from MATH60022 - MATH60027, MATH60050.
G125: Select at least 5 modules from MATH60028 - MATH60042, MATH60050.
G1F3: Select at least 5 modules from MATH60001 - MATH60027, MATH60050.
G1G3: Select at least 5 modules from MATH60026, MATH60043 - MATH60049, MATH60050.
G1GH: Select at least 6 modules from MATH60012, MATH60013, MATH60027,

MATH60043 - MATH60049, MATH60050.
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GG31: Select at least 5 modules from MATH60005, MATH60024, MATH60027,

MATH60043 - MATH60049, MATH60050.
For the BSc project MATH60050 to be counted as one of the 'specialist' modules, it must be
on a project related to the specialism.
Personal Tutors and other academic support

In Year 3 your Personal Tutor will continue to offer general support for your studies
including discussing your module choices and future options. You will meet your Personal
Tutor at least twice a term in terms 1 and 2 during Meet Your Personal Tutor Weeks. You
are welcome to also contact your Personal Tutor at different times of the term with queries.
You should discuss with your Personal Tutor your academic progress and any concerns and
questions. Personal Tutors are also there to support you with any wellbeing concerns you
may have and to sign-post you to Departmental or College support services if need be.
In Year 3, Academic support is provided through problems classes and office hours/
question and answer sessions/ discussion boards. The frequency of problems classes is
generally less than in previous years: around 5 classes per module. Students are strongly
encouraged to set up their own small study groups to support each other by working
together on lecture notes and non-assessed problem sheets.
Graduation and progression requirements
Graduation Requirements for three-year degrees G100, G102, G125, G1F3, G1G3, G1GH
and GG31:
In order to graduate, you must have passed all modules in the current level of study at first
attempt, at resit or by an allowed (dependent on degree programme) compensated pass. In
year 3 of BSc programmes, the Exam Board may award compensated passes in up to 15
ECTS of modules where the module mark is below the pass mark but at least 30%. The
overall weighted average for the year must be at least 40%, including where a module(s) has
been compensated, in order for you to graduate.
MSci Degrees (G103 and G104): The MSci is an undergraduate ‘Masters’ degree with a final
year at the level of a taught postgraduate MSc programme. On successful completion, a
degree title on the lines of ‘Master in Science (incorporating Bachelor’s level study)’ is
awarded.
Very occasionally, circumstances may require the Department to graduate an MSci student
with a BSc.
Progression Requirements for G103 and G104:

G103: In order to progress to the next level of study, you must have passed all modules
(equivalent to 60 ECTS) in the current level of study at first attempt, at resit or by a
compensated pass. In year 3 of MSci programmes, the Exam Board may award compensated
passes in up to 7.5 ECTS of modules where the module mark is below the pass mark but at
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least 30%. Additionally, the overall weighted average mark for the year, including where a
module(s) has been compensated, must normally be at least 58%.
A student who has been permitted to remain on G103 in year 3 despite not having achieved
a year total of 60% from year 2 may be expected to obtain a year total higher than 58% in
year 3.
G104: A student who is not permitted to remain on G104 for year 3 will be transferred to a
BSc or MSci Mathematics degree.
Full progression information is available in the Programme Specifications:

http://www.imperial.ac.uk/staff/tools-and-reference/quality-assurance-
enhancement/programme-information/programme-specifications/
MSci (G103, G104) year 4:

In year 4 of the MSci you will normally take six 4th year Mathematics modules (MATH7
modules) and complete a year-long research project
Most MATH6 modules are also available to 4th year and MSc students in an extended
MATH7 format. Typically this will involve additional material ('mastery material') for self-
study and an additional question on the main exam paper. There are also some modules
which are only normally available to 4th year and MSc students. The MATH7 taught
modules are 7.5 ECTS and have a pass mark of 50%.
The MSci project is worth 15 ECTS. It is a supervised project in some area of Mathematics.
The main aim is to develop a deep understanding of a particular area or topic by means of a
supervised project in some area of mathematics. The project may be theoretical and/or
computational and the topic for each student is chosen in consultation with the
Department. Arrangements for the project are made in the summer term of the 3rd year,
after the main examinations. Work on the project should continue throughout all three
terms of the Fourth Year and the project is submitted shortly after the Fourth Year
examinations.
Module assessment and examinations
Most MATH6 modules are examined by one written examination of 2 hours in length.
Most of the modules have an assessed coursework/progress test element, limited in most
cases to 10% of overall module marks. Some modules have a more substantial coursework
component (for example, 25 percent) and others are assessed entirely by coursework.
Details can be found in the tables below. Precise details of the number and nature of
coursework assignments will be provided at the start of each module.
Students should bear in mind that single-term modules assessed by projects require
considerable extra time-commitment during that term. You should note that, in principle,
7.5 ECTS represents 187.5 hours of effort on a module and completing this in a single term is
a substantial task. Thus, the Department generally advises that students should not take
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more than one such module in a term. Students wishing to take more than one such module
in a term will be required to discuss this with the Senior Tutor.
Note: Students who take a module which is wholly assessed by coursework will be
deemed to be officially registered on the module after the submission of a specified
number of pieces of assessed work for that module. Thus, once a certain point is reached
in one of these modules, a student will be committed to completing it. In contrast,
students only become committed to modules with summer examinations when they enter
for the examinations in February. For modules outside Mathematics which have earlier
examinations, you will be committed to the module once you register for the examination
or at any earlier point specified by the host Department.
The BSc project module MATH60050 is examined by a research project; an oral element
forms part of the assessment.
Degree Classification
The total of marks for examinations, assessed coursework, progress tests, assignments and projects, with the
appropriate year weightings, is calculated and presented at the Examiners’ Meeting (normally held at the end
of June) for consideration by the Academic Staff and External Examiners. Degree classifications are
determined according to the criteria given in the borderline classification algorithm, which can be found on
Maths Central. You may also wish to consult the programme specification:
https://www.imperial.ac.uk/mathematics/undergraduate/course-structure-and-content/
Reassessment
Students who do not obtain a pass or compensated pass in examinations at the first attempt
will be expected to attend resit examinations where appropriate. In determining whether a
Mathematics module has been passed at a resit attempt, if a resit exam has been passed,
then the Board of Examiners may discount any module marks obtained from coursework
and award an overall pass mark for the module. This will apply to 1st and 2nd year modules
and any other modules with a final exam worth at least 90 percent of the module mark. In
cases where a student has not achieved the required amount of credit and no further resit
attempts are permitted, the Board will graduate the student with an appropriate exit award,
as detailed in the programme specifications and regulations.
Normally, Third and Fourth Year modules have resit / delayed first sit opportunities the
following May/June. In cases where a resit/ delayed first sit opportunity is provided in the
same academic year, the Board of Examiners may use an alternative form of assessment,
such as an oral examination.
Students who have not achieved the required Passes by the beginning of the new
academic year are required by College to spend a year out of attendance. During this time
they are not considered College students. This may create a number of issues and hold
visa implications.
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Students who are required to take a year out due to failed examinations or who take an
interruption are not normally permitted to resubmit any coursework previously submitted
during their year out.
Resit examinations are for Pass credit only – a maximum mark of 40 percent will be
credited. Once a Pass is achieved, no further attempts are permitted.
Degree Changes
Students are able to change between three-year mathematics degree programmes (or
dropping down from a four-year to a three-year programme) by completing a Degree
Change form and (if appropriate) ensuring that they comply with the requirements for any
specialist coding module options.
Students wishing to move to the G103 programme (after the second year) must be able to
comply with the Year 2 and 3 mark requirements.
International students who require a visa are advised to consult the International Student
Support Office prior to making ANY degree change as you may be required to apply for a
new visa (outside of the UK).
To request a degree change, students must complete a Degree Change form which can be
found on Blackboard Maths Central. The form should be returned to the Undergraduate
Office.
All degree transfer requests should normally be made by 31st of March in the year of the
transfer, but transfers can in principle be made in any of years 1, 2 or 3.
If you change your degree coding and are registered on a module outside the Department,
including BPES or CLCC, please ensure that you let the host Department know, so that you
are not removed from their module lists.
THIRD YEAR MODULE LIST
Note that not all of the individual modules listed below are offered every session and the
Department reserves the right to cancel a particular module if, for example, the number
of students wishing to attend that module does not make it viable. Similarly, some
modules are occasionally run as ‘Reading Modules’. In general, we recommend that you
consider having a small number of backup options in case a module changes, or if you
decide that you no longer wish to take a module.
Modules marked * are also available in MATH7 form for Fourth Year MSci students (which
typically involves taking a longer Examination). When a module is offered, it is usually, but
not always, available in both forms. No student may take both the 3rd year and 4th year
forms of a module.
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If you take the module MATH60049 you will not be allowed to select the Machine Learning
component of the 4th year Advanced Topics in Statistics module.
The following notes relate to the tables on optional modules for Year 3 as below:
The indicated lecturers are provisional; TBC indicates 'to be confirmed'.
All MATH6 modules are equally weighted and have a credit value of 7.5 ECTS
Old Departmental module code: This will help you identify the corresponding module from
previous years and corresponding MATH7 modules.
Column on % Exam – this indicates a written exam, unless otherwise indicated
Column on % CW – this indicates any coursework that is completed for the module. This
may include in-class tests, projects, or problem sets to be turned in.
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APPLIED MATHEMATICS/MATHEMATICAL PHYSICS/NUMERICAL ANALYSIS
College Old Dept.

Module Module Module Titles Terms Lecturer % exam % CW
Code Code
FLUIDS
MATH60001 M3A2* Fluid Dynamics 1 1 Professor X. Wu 90 10
MATH60002 M3A10* Fluid Dynamics 2 2 Professor J. Mestel 90 10
Introduction to
M3A28* Geophysical Fluid 2 Dr P. Berloff 90 10
MATH60003 Dynamics
MATHEMATICAL METHODS
MATH60004 M3M7* Asymptotic Methods 1 Dr G. Peng 90 10
M3XX*
MATH60005 Optimization 1 Dr D. Kalise 90 10
(new)
MATH60006 M3M6* Applied Complex Analysis 1 Dr S. Brzezicki 90 10
DYNAMICS
Dynamics of Learning and
MATH60007 M3PA48* 1 Professor S. van Strien 40 (Oral) 60
Iterated Games
MATH60008 M3PA23* Dynamical Systems 1 Professor J. Lamb 90 10
MATH60009 M3PA24* Bifurcation Theory 2 Professor D. Turaev 90 10
MATH60010 M3PA16* Geometric Mechanics 2 Professor D. Holm 90 10
MATH60011 M3A53* Classical Dynamics 1 Dr C. Ford 90 10
FINANCE
Mathematical Finance:
MATH60012 M3F22* An Introduction to Option 2 Dr P. Siorpaes 90 10
Pricing
Mathematics of Business
MATH60013 M3B 2 Dr I. Papatsouma 90 10
& Economics
BIOLOGY
MATH60014 M3A49* Mathematical Biology 1 Dr E. Keaveny 90 10
MATHEMATICAL PHYSICS
MATH60015 M3A4* Quantum Mechanics I 1 Dr E-M. Graefe 90 10
MATH60016 M3A6* Special Relativity and

1 Dr G. Pruessner 90 10
Electromagnetism
MATH60017 Tensor Calculus and
M3A7* 2 Dr C. Ford 90 10
General Relativity
MATH60018 M3A52* Quantum Mechanics II 2 Dr R. Barnett 90 10
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APPLIED PDEs, NUMERICAL ANALYSIS and COMPUTATION

Theory of Partial
MATH60019 M3M3* 1 Dr E. Zatorska 90 10
Differential Equations
MATH60020 M3M11* Function Spaces and
1 Professor P. Germain 90 10
Applications
Advanced Topics in Partial
MATH60021 M3M12* 2 Dr A. Giorgini 90 10
Differential equations
Finite Elements:
Numerical Professor C. Cotter & Dr
MATH60022 M3A47* 2 50 50
Analysis and D. Ham
Implementation
Numerical Solution of
MATH60023 M3N7* Ordinary Differential 1 Dr I. Shevchenko 0 100
Equations
MATH60024 M3N9* Computational Linear
1 Professor C. Cotter 0 100
Algebra
MATH60025 M3N10* Computational Partial
2 Dr S. Mughal 0 100
Differential Equations
Dr P. Thomas
MATH60026 M3A50* Methods for Data Science 2 0 100
and Dr B. Bravi
M3SC* 0 100
MATH60027 Scientific Computation 2 Dr P. Ray
PURE MATHEMATICS
College Dept.
Code Code
ANALYSIS
MATH60028 M3P6* Probability Theory 2 Dr I. Krasovsky 90 10
MATH60029 M3P7* Functional Analysis 1 Dr P. Rodriguez 90 10
Fourier Analysis and the
MATH60030 M3P18* 2 Dr I. Krasovsky 90 10
Theory of Distributions
MATH60031 M3P70* Markov Processes 1 Professor X-M. Li 90 10
GEOMETRY
Geometry of Curves and
MATH60032 M3P5* 2 Dr D. Cheraghi 90 10
Surfaces
MATH60033 M3P20* Algebraic Curves 1 Dr J. Lai 90 10
Professor A.
MATH60034 M3P21* Algebraic Topology 2 90 10
Skorobogatov
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ALGEBRA AND DISCRETE MATHEMATICS

MATH60035 M3P8* Algebra 3 1 Dr J. Nicholson 90 10
MATH60036 M3P10* Group Theory 1 Professor M. Liebeck 90 10
MATH60037 M3P11* Galois Theory 2 Professor A Corti 90 10
MATH60038 M3P80* Graph Theory 2 Prof A. Ivanov 90 10
Group Representation
MATH60039 M3P12* 2 Dr T. Schedler 90 10
Theory
MATH60040 M3PXX*
Formalising Mathematics 2 Professor K. Buzzard 0 100
(new)
MATH60132 M3P65 Mathematical Logic 1 Professor D. Evans 90 10
NUMBER THEORY
MATH60041 M3P14* Number Theory 1 Dr A. Pal 90 10
MATH60042 M3P15* Algebraic Number Theory 2 Dr A. Pal 90 10
STATISTICS
College Old Dept.

Code Code
MATH60043 M3S1* Statistical Theory 2 Dr K. Ray 90 10
MATH60044 M3S2* Statistical Modelling II 2 Dr C. Hallsworth 75 25
MATH60045 M3S4* Applied Probability 1 Professor A. Veraart 90 10
MATH60046 M3S8* Time Series Analysis 1 Dr E. Cohen 90 10
MATH60047 M3S9* Stochastic Simulation 1 TBC 75 25
MATH60048 M3S14* Survival Models 2 Professor A. Gandy 90 10
MATH60049 M3S20* Introduction to Statistical

2 Professor G. Nason 90 10
Learning
MATH60131 M3SXX* New) Consumer Credit Risk 1 Dr A. Benchimol 75 25
Modelling
PROJECT (Only Available to Final Year BSc Students)
College Old Dept.

Code Code
Research Project in
MATH60050 M3R 2+3 Dr D. Helm 0 100
Mathematics
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MATH60001 Fluid Dynamics I

Brief Description
Fluid dynamics investigates motions of both liquids and gases. Being a major branch of continuum
mechanics, it does not deal with individual molecules, but with an ‘averaged' motion of the medium
(i.e. collections of molecules). The aim is to predict the velocity, pressure and temperature fields in
flows arising in nature and engineering applications. In this module, the equations governing fluid
flows are derived by applying fundamental physical laws to the continuum. This is followed by
descriptions of various techniques to simplify and solve the equations with the purpose of describing
the motion of fluids under different conditions.
Learning Outcomes
On successful completion of this module you will be able to
- state the underlying assumptions of the continuum hypothesis;
- compare and contrast the different frameworks that can be used to describe fluid motion and to
identify the connections between them;
- derive exact solutions of the Navier-Stokes equations and justify physical and mathematical
assumptions made in obtaining them;
- perform simplifications arising under the assumption of inviscid flow which permit the integration
of the Euler equations, leading to results such as Bernoulli's equation and Kelvin's circulation
theorem;
- demonstrate a sound understanding of the method of conformal mappings and be able to use this
method to analyse various two-dimensional inviscid flows.
Module Content
The module is composed of the following sections:
Introduction: The continuum hypothesis. Knudsen number. The notion of fluid particle. Kinematics
of the flow field. Lagrangian and Eulerian frameworks. Streamlines and pathlines. Strain rate tensor.
Vorticity and circulation. Helmholtz’s first theorem. Streamfunction.
Governing Equations: Continuity equation. Stress tensor and symmetry, Constitutive relation. The
Navier-Stokes equations.
Exact Solutions of the Navier-Stokes Equations: Couette and Poiseuille flows. The flow between two
coaxial cylinders. The flow over an impulsively started plate. Diffusion of a potential vortex.
Inviscid Flow Theory: Integrals of motion. Kelvin’s circulation theorem. Potential flows. Bernoulli’s
equation. Cauchy-Bernoulli integral for unsteady flows. Two-dimensional flows. Complex potential.
Vortex, source, dipole and the flow past a circular cylinder. Adjoint mass. Conformal mapping.
Joukovskii transformation. Flows past aerofoils. Lift force. The theory of separated flows. Kirchhoff
and Chaplygin models.
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MATH60002 Fluid Dynamics 2

Brief Description
In this module, we deal with a wide class of realistic problems by seeking asymptotic solutions of the
governing Navier-Stokes equations in various limits. We shall start with the “slow, small or sticky”
case, when the Reynolds number is low and we obtain the linear Stokes equations. Then we consider
the lubrication limit, and show how a thin layer of fluid is able to exert enormous pressures and
prevent moving solid bodies from touching. Next we shall consider the “fast and vast” limit of high
Reynolds number, which is characteristic of most flows we encounter in everyday life. In the final
part of the module we consider a mixture of advanced topics, including flight, bio-fluid-dynamics and
an introduction to flow stability.
Learning Outcomes
On successful completion of this module you will be able to:
- simplify and solve the governing Navier-Stokes equations in situations where there is a short
lengthscale in one of the coordinate directions;
- apply the general properties of low Reynolds number flows to predict the drag on slow-moving
bodies, like a solid sphere or spherical bubble, and appreciate the causes of the ‘Stokes paradox’;
- analyse lubrication-like flows in thin layers;
- derive the boundary-layer equations and identify self-similar solutions for flows at large Reynolds
number;
- determine stability criteria for various fundamental flows;
- model animal locomotion at low and high Reynolds numbers.
Module Content
I – Low-Reynolds-number flows
Dynamic Similarity. Properties of the Stokes equations. Uniqueness and minimal dissipation
theorems. The analysis of the flow past a solid sphere and spherical bubble. Stokes paradox.
II – Lubrication Theory
Derivation of Reynolds’ lubrication equation and examples. Hele-Shaw and thin film flows.
III – High-Reynolds-number flows; Boundary-layer theory
The notion of singular perturbations. Derivation of boundary-layer equations. Blasius flow, Falkner-
Skan solutions and applications. Von Mises variables and their application to periodic boundary
layers. Prandtl-Batchelor Theorem for flows with closed streamlines.
IV – Introduction to hydrodynamic stability
Importance of stability. Rayleigh-Taylor and Kelvin-Helmholtz instabilities. Circular flow stability

criterion.
V – Swimming and Flight; Animal locomotion

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Scallop theorem. Resistive Force Theory. Introduction to 3D-aerofoil theory. Flight strategies.
MATH60003 Introduction to Geophysical Fluid Dynamics

Brief Description
This is an advanced-level fluid-dynamics course with geophysical flavours. The lectures target upper-
level undergraduate and graduate students interested in the mathematics of planet Earth, and in the
variety of motions and phenomena occurring in planetary atmospheres and oceans. The lectures
provide a mix of theory and applications.
Learning Outcomes
- demonstrate a deep understanding of the foundations of geophysical fluid dynamics;
- model a broad range of natural phenomena associated with the atmosphere and ocean;
- appreciate the main concepts and terminology used in the field;
- derive the boundary layer equations for flow in a rotating frame and justify the relative importance
of various terms in the equations of motion;
- describe, select appropriately and apply a range of methods and techniques for solving practical
problems.
Module Content
I - Introduction and basics;
II - Governing equations (continuity of mass, material tracer, momentum equations, equation of

state, thermodynamic equation, spherical coordinates, basic approximations);
III - Geostrophic dynamics (shallow-water model, potential vorticity conservation law, Rossby
number expansion, geostrophic and hydrostatic balances, ageostrophic continuity, vorticity
equation);
IV - Quasigeostrophic theory (two-layer model, potential vorticity conservation, continuous

stratification, planetary geostrophy);
V - Ekman layers (boundary-layer analysis, Ekman pumping);
VI - Rossby waves (general properties of waves, physical mechanism, energetics, reflections, mean-
flow effect, two-layer and continuously stratified models);
VII - Hydrodynamic instabilities (barotropic and baroclinic instabilities, necessary conditions, physical
mechanisms, energy conversions, Eady and Phillips models);
VIII - Ageostrophic motions (linearized shallow-water model, Poincare and Kelvin waves, equatorial
waves, ENSO “delayed oscillator”, geostrophic adjustment, deep-water and stratified gravity waves);
IX - Transport phenomena (Stokes drift, turbulent diffusion);

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X - Nonlinear dynamics and wave-mean flow interactions (closure problem and eddy
parameterization, triad interactions, Reynolds decomposition, integrals of motion, enstrophy
equations, classical 3D turbulence, 2D turbulence, transformed Eulerian mean, Eliassen-Palm flux).
MATH60004 Asymptotic Methods

Brief Description
This advanced course presents a systematical introduction to asymptotic methods, which form one
of the cornerstones of modern applied mathematics. The foundation of asymptotic approximations
is laid down first. The key ideas and techniques for deriving asymptotic representations of integrals,
and for constructing appropriate solutions to differential equations will be explained. The techniques
introduced find wide applications in engineering and natural sciences.
Learning Outcomes
On successful completion of this module, you will be able to:
- appreciate the foundation upon which asymptotic approximations are based;
- describe a variety of asymptotic methods and for each method acquire a thorough understanding
of the key ideas involved and their mathematical nature;
- demonstrate basic skills in applying each of these methods to solve classical problems;
- combine, modify and extend methods to unfamiliar problems, such as those that emerge from
research topics or practical applications;
- outline how asymptotic methods can in principle be applied to a wide variety of problems.
Module Content
I - Asymptotic approximations (fundamentals)
Order notation. Diverging series, asymptotic expansions. Parameter expansions, overlap regions,
distinguished limits and uniform approximations.
II - Introduction to perturbation methods
Asymptotic solution of algebraic equations with a small parameter. Regular vs. singular
perturbations. Method of dominant balance. Local analysis of ordinary differential equations.
III - Asymptotic analysis of integrals
Method of integration by parts. Integrals of Laplace type: Laplace's method, Watson's Lemma.
Integrals of Fourier type: method of stationary phase. Integral in the complex plane: method of
steepest descent. Method of splitting the range of integration.
IV - Matched asymptotic expansion
Inner and outer expansions, matching principles, notions of 'boundary layer' and interior layer.
Composite approximation. Application to relaxation oscillations.
V - Methods of multiple scales

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WKB approximations including turning-point problems and eigenvalue quantisation. Secular terms
and solvability conditions. Poincare-Lindstedt method for periodic solutions. Multiscale method for
quasi-periodic solutions. Application to weakly perturbed oscillators, nonlinear resonance,
parametric resonance.
MATH60005 Optimization
Brief Description
This module is an introduction to the theory and practice of mathematical optimization and its many
applications in mathematics, data science, and engineering. The module aims at endowing students
with the necessary mathematical background and a thorough methodological toolbox to formulate
optimization problems and developing an algorithmic approach to its solution.The module is
structured into five parts: (i) formulation and classification of problems; (ii) unconstrained
optimization; (iii) stochastic and nature-inspired optimization; (iv) convex optimization; (v)
introduction to optimal control and dynamic optimization. The assessed coursework for this module
involves a series of computational tasks.
Learning Outcomes
- formulate a mathematical optimization problem by identifying a suitable objective and constraints;
- identify the mathematical structure of an optimization problem and, based on this classification,
choose an appropriate methodological approach;
- develop a mathematical and computational appreciation of convexity as a fundamental feature in

optimization;
- implement different computational optimization algorithms such as gradient descent and related
variants;
- analyse the results of a computational optimization method in terms of optimality guarantees,

sensitivities, and performance.
Module Content
1. Mathematical preliminaries
2. Unconstrained optimization
3. Gradient descent methods
4. Linear and non-linear least squares problems
5. Stochastic gradient descent
6. Nature-inspired optimization
7. Convex sets and functions
8. Convex optimization problems and stationarity
9. KKT conditions
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10. Duality
11. Introduction to dynamic optimization and optimal control.
MATH60006 Applied Complex Analysis

Brief Description
The aim of this module is to learn tools and techniques from complex analysis and the theory of
orthogonal polynomials that can be used in mathematical physics. The course will focus on
mathematical techniques, though will also discuss relevant physical applications, such as
electrostatic potential theory. The course incorporates computational techniques in the lectures.
Learning Outcomes
- apply the technique of contour deformation for calculating integrals;
- appreciate the connection that exists between computational tools such as quadrature and
orthogonal polynomials and complex analysis;
- evaluate singular integral equations with Cauchy and logarithmic kernels;
- use the Wiener-Hopf method to solve a class of integral equations;
- compute matrix functions using contour inegration.
Module Content
This module covers the following topics:
Revision of complex analysis: complex integration, Cauchy’s theorem and residue calculus;
Singular integrals: Cauchy, Hilbert, and log kernel transforms;
Potential theory: Laplace’s equation, electrostatic potentials, distribution of charges in a well;
Riemann–Hilbert problems: Plemelj formulae, additive and multiplicative Riemann–Hilbert

problems;
Orthogonal polynomials: recurrence relationships, solving differential equations, calculating singular
integrals;
Integral equations: integral equations on the whole and half line, Fourier transforms, Laplace
transforms;
Wiener–Hopf method: direct solution, solution via Riemann–Hilbert methods.

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MATH60007 Dynamics of Learning and Iterated Games

Brief Description
Recently there has been considerable interest in modelling learning. The settings to which these
models are applied is wide-ranging. Examples include optimization of strategies of populations in
ecology and biology, iterated strategies of people in a competitive environment and learning models
used by technology companies such as Google.
This module is aimed at discussing a number of such models in which learning evolves over time and
which have a game theoretic background. The module will use tools from the theory of dynamical
systems and will aim to be rigorous. Topics will include replicator systems, best response dynamics
and fictitious games, reinforcement learning and no-regret learning.
Learning Outcomes
- analyse 2D replicators systems for one and two player games;
- work comfortably with the notions of Nash, Correlated Equilibrium, Course Correlated Equilibrium
and Evolutionary Stable Strategies;
- explain the notion of reciprocity in relation to Iterated Prisoner Dilemma games;
- appreciate the connection between Reinforcement Learning and replicator systems;
- outline the idea behind no regret learning models and the Blackwell approachability theorem.
Module Content
The module will cover the following topics:
- Replicator systems;
- Rock-paper-scissor games;
- Iterated prisoner dilemma games;
- Best response dynamics;
- Two player games;
- Fictitious games as a learning model;
- Reinforcement learning;
- No regret learning.
MATH60008 Dynamical Systems

Brief Description
The theory of Dynamical Systems is an important area of mathematics which aims at describing
objects whose state changes over time. For instance, the solar system comprising the sun and all
planets is a dynamical system, and dynamical systems can be found in many other areas such as
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finance, physics, biology and social sciences. This course provides a rigorous treatment of the
foundations of discrete-time dynamical systems.
Learning Outcomes
- demonstrate a familiarity with the basic concepts of topological dynamics;
- provide an outline of the ergodic theory of dynamical systems;
- appreciate the concept of symbolic dynamics through which topological and probabilistic
dynamical properties can be understood;
- demonstrate an understanding of precise mathematical characterisations of chaotic dynamics;
- apply the above context in a number of one-dimensional settings, in particular in the context of
piecewise affine expanding maps.
Module Content
The module covers the following topics:
- Introduction: orbits, periodic orbits and their local stability;
- Topological dynamics: invariant sets and limit sets, coding and sequence spaces, topological
conjugacy, transitivity and mixing;
- Chaotic dynamics: sensitive dependence, topological entropy, topological Markov chains;
- Ergodic theory: sigma-algebras and measures, invariant measures, Poincaré recurrence, ergodicity
and Birkhoff’s Ergodic Theorem, Markov measures and metric entropy.
MATH60009 Bifurcation Theory

Brief Description
This module serves as an introduction to bifurcation theory, concerning the study of how the
behaviour of dynamical systems such as ODEs and maps changes when parameters are varied.The
goal is to acquaint the students with the foundations of the theory, its main discoveries and the
universal methods behind this theory that extend beyond its remit.
Learning Outcomes
- exploit basic dimension reduction methods (invariant manifold and invariant foliations);
- apply the method of normal forms;
- demonstrate a sound knowledge of the basics of stability theory;
- appreciate the role of control parameters and to construct bifurcation diagrams;
- describe the mathematical framework associated with classical local and global bifurcations.
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Module Content
The following topics will be covered:
1) Bifurcations on a line and on a plane;
2) Centre manifold theorem; local bifurcations of equilibrium states;
3) Local bifurcations of periodic orbits – folds and cusps;
4) Homoclinic loops: cases with simple dynamics, Shilnikov chaos, Lorenz attractor;
5) Saddle-node bifurcations: destruction of a torus, intermittency, blue-sky catastrophe;
6) Routes to chaos and homoclinic tangency.
MATH60010 Geometric Mechanics

Brief Description
The course surveys a small section of the road to geometric mechanics (GM), by treating several
examples in classical mechanics all in the same geometric framework. This framework is based on
linear algebra, transformation theory, differential equations, variational calculus, and Lie group
invariant variational principles, and their actions on functions and differential forms defined on
manifolds.
Learning Outcomes
- describe motion on smooth manifolds using the following definitions: tangent bundle (TM),
cotangent bundle (T*M, phase space), kinetic energy, Lagrangian, variational derivative, Hamilton's
variational principle (LagHvp), Euler-Lagrange equations (EL eqns);
- derive and solve Euler-Lagrange equations for a variety of classical problems, including: oscillators,
plane pendulum, charged particle motion, motion on a sphere, spherical pendulum, rotating rigid
body, geodesic motion on the Lobachevsky half-plane, equations of motion for Newton's law of
gravitation;
- prove and apply Noether's theorem about how Lie group symmetries of Hamilton's principle imply
conservation laws in the GM framework for transformations of the matrix Lie groups of rotations,
translations and scaling (in the context of the example problems);
- link fibre derivative, Legendre transformation, Hamilton's equation, Poisson brackets, and Noether
quantities as momentum maps for Lie group actions;
- apply the Geometric Mechanics framework to rigid body motion and Newton's solution for the
Kepler problem of planetary motion;
- demonstrate familiarity with the transformation theory for smooth invertible maps and the
calculus of differential forms, including exterior derivative, wedge product, contraction with vector
fields, and Cartan's formula for Lie derivative through worked exercises.
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Module Content
This module explains the principles of mechanics as a unified geometric framework, by using
Noether's theorem about Lie-group invariant variational principles to focus on Sophus Lie's
momentum map concept as the key for applying Poincaré's geometric approach. The only
prerequisites are linear algebra, vector calculus and some familiarity with the Euler-Lagrange
variational principles and canonical Poisson brackets in classical mechanics at the beginning
undergraduate level.
The course presents increasingly advanced ideas as a series of recurring thematic examples and
worked exercises for classic problems of oscillation and rotation. For example, it treats the geometry
of rigid-body motion from the series of viewpoints of Newton, Lagrange, Hamilton and Poincaré. This
unfolding series of treatments of rigid body motion from several viewpoints reveals the framework
of geometric mechanics and sets the stage for the introduction of the flows of Hamiltonian vector
fields and their Lie-derivative actions on differential forms.
After learning a few useful methods of vector calculus in the language of differential forms, the
student recognises the geometric structure of ideal fluid dynamics as something which has become
familiar and natural; namely, geodesic motion for the kinetic energy metric on the manifold of
smooth invertible maps (L2 norm of the Eulerian fluid velocity). Thus, the course reveals a geometric
framework for variational dynamics with symmetry and develops the ideas in the framework from
finite to infinite dimensions.
MATH60011 Classical Dynamics

Brief Description
Classical dynamics is developed through variational principles rather than Newtonian force laws.
Lagrangian and Hamiltonian formulations are considered. The methods are applied to a variety of
problems including pendulums, the Kepler problem, rigid bodies and motion of a charged particle in
a magnetic field. The role of conserved quantities is emphasised. An introduction to more advanced
ideas including Hamilton-Jacobi theory and action-angle variables is given.
Learning Outcomes
- reformulate Newton's laws through variational principles;
- construct Lagrangians or Hamiltonians for dynamics problems in any coordinate system;
- solve the equations of motion for a wide variety of problems in dynamics;
- identify and exploit constants of the motion in solving dynamics problems;
- apply Lagrangian and Hamiltonian methods to a problems in a variety of fields (e.g. Statistical
Mechanics, Quantum Mechanics and Geometric Mechanics).
Module Content
This module will cover the following topics:
1. Review of the Calculus of Variations.

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2. Newtonian Mechanics: momentum, angular momentum, conservative forces.
3. Lagrangian Mechanics: Hamilton's Principle, Lagrangians for conservative and non-conservative

systems, generalised coordinates and momenta, cyclic coordinates, Noether's theorem
(conservation of angular momentum as an example).
4. Hamiltonian Mechanics: Phase Space, Hamilton's equations, Poisson brackets, canonical

transformations, generating functions, Hamilton-Jacobi theory, action-angle variables, integrability,
application of Hamiltonian mechanics to rigid bodies.
MATH60012 Mathematical Finance: An Introduction to Option Pricing

Brief Description
The mathematical modelling of derivatives securities, initiated by Bachelier in 1900 and developed
by Black, Scholes and Merton in the 1970s, focuses on the pricing and hedging of options, futures
and other derivatives, using a probabilistic representation of market uncertainty. This module is a
mathematical introduction to this theory, in a discrete-time setting. We will mostly focus on the no-
arbitrage theory in market models described by trees; eventually we will take the continuous-time
limit of a binomial tree to obtain the celebrated Black-Scholes model and pricing formula.
Learning Outcomes
- appreciate the fundamental principles involved in pricing derivatives;
- describe and critically analyse simple market models and explore their qualitative properties;
- confidently perform calculations involving pricing and hedging in discrete market models;
- demonstrate a familiarity with some key concepts in modern probability theory and apply them to
perform computations;
- outline a mathematical formulation describing the behaviour of a number of financial derivatives.
Module Content
financial derivatives, arbitrage, no-arbitrage pricing, self-financing portfolios, non-anticipative

trading strategies, hedging of derivatives, domination property, complete markets, ‘risk-neutral’
probabilities, the fundamental theorems of asset pricing, conditional probability and expectation,
filtrations, Markov processes, martingales, change of measure.
MATH60013 Mathematics of Business & Economics

Brief Description
This module gives a broad mathematical introduction to both microeconomics and macroeconomics,
with a particular emphasis on the former. We consider the motivations and optimal behaviours of
firms and consumers in the marketplace (profit and utility maximisation, respectively), and show
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how this leads to the widely observed laws of supply and demand. We look at the interaction of
firms and consumers in markets of varying levels of competition. In the final section, we discuss the
interplay of firms, households and the government on a macroeconomic scale.
Learning Outcomes
- Give a mathematical description of the problems of profit maximisation and utility maximisation.
- Apply the concepts of preference relations and utility functions as well as their interaction.
- Determine optimal behaviour by solving the profit or utility maximisation problem for stylised
examples.
- Describe the change in demand with respect to a change in price or income.
- Characterise the equilibrium price or quantity as the maximiser of the community surplus, and
discuss how deviations lead to a deadweight loss.
- Describe the interplay of firms, households, government, the financial sector and the oversees
sector in a stylised way.
- State and apply the definition of Gross Domestic Product (GDP) as a measure of the economic
activity.
- Discuss shortcomings of GDP as a measure of social welfare and how to overcome these
shortcomings.
Module Content
An indicative list of sections and topics is:
- Theory of the firm: Profit maximisation for a competitive firm. Cost minimisation. Geometry of
costs. Profit maximisation for a non-competitive firm.
- Theory of the consumer: Consumer preferences and utility maximisation. The Slutsky equation.
- Levels of competition in a market: Consumers’ and Producers’ surplus. Deadweight loss.
- Macroeconomic theory: Circular flow of income. Gross Domestic Product. Social welfare and
allocation of income.
MATH60014 Mathematical Biology

Brief Description
Mathematical biology entails the use of mathematics to model biological phenomena in order to
understand these systems, as well as predict their behaviour. It is an incredibly diverse field utilising
the complete mathematical toolbox to ascertain insight into many areas of biology and medicine
including population dynamics, physiology, epidemiology, cell biology, biochemical reactions, and
neurology. This module aims to provide a foundational course in the subject area relying primarily
on tools from applied dynamical systems, applied PDEs, asymptotic analysis and stochastic
processes.
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Learning Outcomes
- translate biological phenomena into the language of mathematics;
- appreciate canonical problems in epidemiology, ecology, biochemistry and physiology;
- critically analyse sets of ordinary differential equations especially in the non-linear setting;
- critically analyse sets of partial differential equations especially when either travelling-wave
solutions or pattern forming phenomena might emerge;
- utilise the concept of stochastic population processes for exact and approximate solutions;
- use the techniques of order-of-magnitude reasoning and dimensional analysis.
Module Content
Examples and topics include:
1) One-dimensional systems: existence and uniqueness; fixed points and their stability; bifurcations;
logistic growth; SIS epidemic model; spruce budworm model; law of mass action; Michaelis-Menten
enzyme dynamics.
2) Multidimensional systems: existence, uniqueness, fixed point stability; two-dimensional systems;

SIS model for two populations; genetic control systems; population competition models; predator-
prey dynamics and the Lotka-Volterra model.
3) Oscillations and bifurcations: Poincaré-Bendixson Theorem; oscillations in predator-prey models;

relaxation oscillators; Fitzhugh-Nagumo model; fixed point bifurcations; Hopf bifurcations and limit
cycles.
4) Spatial dynamics: reaction-diffusion equations; Fisher-Kolmogorov equation; travelling waves in

predator-prey systems; spatial SIS model; spread of rabies in a fox population; Turing instabilities;
pattern formation in one and two dimensions.
5) Stochastic processes: continuous-time Markov chains; simple birth and death processes;
stationary probability distributions; logistic growth process; branching processes and drug
resistance; multivariate processes; stochastic enzyme dynamics; stochastic predator-prey dynamics.
Jupyter notebooks containing codes written in Python will be utilised throughout the course
and a working knowledge of, or a willingness to learn and use Python, is expected.
MATH60015 Quantum Mechanics I

Brief Description
Quantum mechanics is one of the most successful theories in modern physics and has an
exceptionally beautiful underlying mathematical structure. It provides the basis for many areas of
contemporary physics, including atomic and molecular, condensed matter, high-energy particle
physics, quantum information theory, and quantum cosmology, and has led to countless
technological applications. This module aims to provide an introduction to quantum phenomena and
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their mathematical description. We will use tools and concepts from various areas of mathematics
and physics, such as classical mechanics, linear algebra, probability theory, numerical methods,
analysis and geometry.
Learning Outcomes
On successful completion of this module, you will be able to
- appreciate Schrödinger's formulation of quantum mechanics, wave functions and wave equations;
- construct the mathematical framework of quantum mechanics, including the 4 postulates of

quantum mechanics and the Dirac notation;
- solve the eigenvalue problem for basic one-dimensional quantum systems;
- exploit the method of stationary states to deduce the time-evolved quantum state from the initial
state of a system;
- communicate fluently using the Dirac notation.
Module Content
- Hamiltonian dynamics;
- Schrödinger equation and wave functions;
- stationary states of one-dimensional systems;
- mathematical foundations of quantum mechanics;
- quantum dynamics;
- angular momentum.
A selection of topics among the following additional optional topics will be covered depending on
students interests:
- approximation techniques;
- explicitly time-dependent systems;
- geometric phases;
- numerical techniques;
- many-particle systems;
- cold atoms;
- entanglement and quantum information.

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MATH60016 Special Relativity and Electromagnetism

Brief Description
This module presents a beautiful mathematical description of a physical theory of great historical,
theoretical and technological importance. It demonstrates how advances in modern theoretical
physics are being made and gives a glimpse of how other theories (say quantum chromodynamics)
proceed. This module does not follow the classical presentation of special relativity by following its
historical development, but takes the field theoretic route of postulating an action and determining
the consequences. The lectures follow closely the famous textbook on the classical theory of fields
by Landau and Lifshitz.
Learning Outcomes
- demonstrate an understanding of the relation between space and time and apply Lorentz
transforms;
- appreciate the structure of special relativity as derived from the principle of least action;
- determine relativistic particle trajectories;
- derive Maxwell’s equations from first principles and apply them to a variety of interactions of
charges and fields;
- critically analyse various solutions of the electromagnetic wave equations.
Module Content
This course follows closely the following book: L.D. Landau and E.M. Lifschitz, Course on Theoretical
Physics Volume 2: Classical Theory of Fields.
Special relativity: Einstein’s postulates, Lorentz transformation and its consequences, four vectors,
dynamics of a particle, mass-energy equivalence, collisions, conserved quantities.
Electromagnetism: Magnetic and electric fields, their transformations and invariants, Maxwell’s
equations, conserved quantities, wave equation.
MATH60017 Tensor Calculus and General Relativity

Brief Description
This module provides an introduction to General Relativity. Starting with the rather simple
Mathematics of Special Relativity the goal is to provide you with the mathematical tools to
formulate General Relativity. Some examples, including the Schwarzschild space-time are
considered in detail.
Learning Outcomes
- appreciate the application of tensors in special relativity;
- demonstrate a working knowledge of tensor calculus;

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- explain the concepts of parallel transport and curvature;
- formulate and solve the geodesic equation for a given space-time metric;
- derive Einstein's field equations and analyse Schwarzschild's solution.
Module Content
1. Special Relativity
2. Tensors in Special Relativity
3. Tensors in General Coordinates Systems 4. Parallel Transport and Curvature
5. General Relativity
6. The Schwarzschild Spacetime
7. Variational Methods
MATH60018 Quantum Mechanics II

Brief Description
Quantum mechanics (QM) is one of the most successful theories in modern physics and has an
exceptionally beautiful underlying mathematical structure. Assuming some prior exposure to the
subject (such as Quantum Mechanics I), this module aims to provide an intermediate/advanced
treatment of quantum phenomena and their mathematical description. Quantum theory combines
tools and concepts from various areas of mathematics and physics, such as classical mechanics,
linear algebra, probability theory, numerical methods, analysis and geometry.
Learning Outcomes
- outline key aspects of quantum mechanics at the intermediate/advanced level;
- harness the power of symmetry in understanding quantum mechanics;
- describe many-particle quantum mechanical systems, and demonstrate familiarity with the
formalism of second quantisation;
- solve complex quantum mechanical problems using the machinery introduced in this module.
Module Content
This module will cover the following core topics:
- quantum mechanics in the momentum basis;
- the Heisenberg picture;
- the use of symmetry and general transformations in quantum mechanics;

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- Elements of quantum computation;
- perturbation theory;
- adiabatic processes;
- second quantisation;
- introduction to many-particle systems;
- Fermi and Bose statistics.
Additional topics may include: WKB theory, the Feynman path integral, and quantum magnetism.
MATH60019 Theory of Partial Differential Equations

Brief Description
In this module, students are exposed to different phenomena which are modelled by partial
differential equations. The course emphasizes the mathematical analysis of these models and briefly
introduces some numerical methods.
Learning Outcomes
- appreciate how to formally differentiate complicated finite dimensional functionals and simple
infinite dimensional functionals;
- describe, select and use a variety of methods for solving partial differential equations;
- outline how various partial differential equations respect conservation laws;
- utilize energy methods to critically analyse the stability of solutions to PDEs.
Module Content
1. Introduction to PDEs
1.1. Basic Concepts
1.2. Gauss Theorem
2. Method of Characteristics
2.1. Linear and Quasilinear first order PDEs in two independent variables.
2.2. Scalar Conservation Laws
3. Diffusion
3.1. Heat equation. Maximum principle
3.2. Separation of variables. Fourier Series.
4. Waves
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4.1. The 1D wave equation
4.2. 2D and 3D waves.
5. Laplace-Poisson equation
5.1. Dirichlet and Neumann problems.
5.2. Introduction to calculus of variations. The Dirichlet principle.
5.3 Finite Element Method.
MATH60020 Function Spaces and Applications

Brief Description
The purpose of this course is to introduce the basic function spaces and to train the student in the
basic methodologies needed to undertake the analysis of Partial Differential Equations and to
prepare them for the course "Advanced topics in Partial Differential Equations’’ where this
framework will be applied. Most of the topics contained in the module do not require preliminary
knowledge. However, knowledge of the material in the Y2 module on “Lebesgue Measure and
Integration” (or a suitable equivalent) is recommended.
Learning Outcomes
- appreciate the main concepts of metric topology and integration theory (Fatou’s lemma, monotone
and dominated convergence theorems);
- manipulate concepts associated with Banach spaces (Cauchy sequence, completeness concept,
bounded operators, continuous linear forms, dual space);
- apply the concept of uniform convergence of functions, and those related to spaces of
differentiable functions;
- interpret the concept of convergence in Lebesgue spaces;
- manipulate convolutions and sequences of mollifiers to approximate continuous or Lebesgue

integrable functions by infinitely differentiable functions with compact support;
- appreciate the notion of compactness and the difference between finite and infinite-dimensional
normed vector spaces.
Module Content
The course will span the basic aspects of modern functional spaces: integration theory, Banach
spaces, spaces of differentiable functions and of integrable functions, convolution and
regularization, Hilbert spaces. The concepts of Distributions and Sobolev spaces will be taught in the
follow-up course ‘’Advanced topics in Partial Differential Equations’’ as they are tightly connected to
the resolution of elliptic PDE’s and the material taught in the present course is already significant.
The syllabus of the course is as follows:
1) Review of metric topology and Lebesgue’s integration theory.

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2) Normed vector spaces. Banach spaces. Continuous linear maps. Dual of a Banach space.
3) Examples of function spaces: continuously differentiable function spaces and Lebesgue spaces.
Hölder and Minkowski’s inequalities. Convolution and Mollification. Approximation of continuous or
Lebesgue integrable functions by infinitely differentiable functions with compact support.
4) Compactness: Non- compactness of the unit ball in infinite-dimensional normed vector spaces.
Criteria for compactness in space of continuous functions: the Ascoli theorem. Compact operators.
5) Hilbert spaces. The projection theorem. The Riesz representation theorem. The Lax-Milgram
theorem. Hilbert bases and Parseval’s identity. Application to Fourier series.
MATH60021 Advanced Topics in Partial Differential equations

Brief Description
This course develops the analysis of boundary value problems for elliptic and parabolic PDE’s using
the variational approach. It is a follow-up of ‘Function spaces and applications’ but is open to other
students as well provided they have sufficient command of analysis. An introductory Partial
Differential Equation course is not needed either, although certainly useful.
Learning Outcomes
- appreciate the concepts of distribution (differentiation, convergence);
- manipulate the main properties of the Sobolev space H^m for integer m (inbeddings and
compactness theorems, Poincaré inequality);
- derive the variational formulation of a specific elliptic boundary value problem and to provide the
reasoning leading to the proof of the existence and uniqueness of the solution;
- develop the spectral theory of an elliptic boundary value problem;
- solve a parabolic boundary value problem using the spectral theory of the associated elliptic
operator.
Module Content
The course consists of three parts. The first part (divided into two chapters) develops further tools
needed for the study of boundary value problems, namely distributions and Sobolev spaces. The
following two parts are devoted to elliptic and parabolic equations on bounded domains. They
present the variational approach and spectral theory of elliptic operators as well as their use in the
existence theory for parabolic problems.
The aim of the course is to expose the students to some important aspects of Partial Differential
Equation theory, aspects that will be most useful to those who will further work with Partial
Differential Equations be it on the theoretical side or on the numerical one.
The syllabus of the course is as follows:
1. Distributions. The space of test functions. Definition and examples of distributions.

Differentiation. Convergence of distributions.
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2. Sobolev spaces: The space H1. Density of smooth functions. Extension lemma. Trace theorem. The
space H10. Poincare inequality. The Rellich-Kondrachov compactness theorem (without proof).
Sobolev imbedding (in the simple case of an interval of R). The space Hm. Compactness and Sobolev
imbedding for arbitrary dimension (statement without proof).
3. Linear elliptic boundary value problems: Dirichlet and Neumann boundary value problems via the
Lax-Milgram theorem. Spectral theory. The maximum principle. Regularity (stated without proofs).
Classical examples: elasticity system, Stokes system.
4. Linear parabolic initial-value problems: Bochner Spaces. Existence and uniqueness of weak
solutions by the Galerkin method. Application to the incompressible Navier-Stokes equations.
MATH60022 Finite Elements: Numerical Analysis and Implementation

Brief Description
Finite element methods form a flexible class of techniques for numerical solution of PDEs that are
both accurate and efficient. The finite element method is a core mathematical technique
underpinning much of the development of simulation science. Applications are as diverse as the
structural mechanics of buildings, the weather forecast, and pricing financial instruments. Finite
element methods have a powerful mathematical abstraction based on the language of function
spaces, inner products, norms and operators.
Learning Outcomes
- appreciate the core mathematical principles of the finite element method;
- employ the finite element method to formulate and analyse numerical solutions to linear elliptic
PDEs;
- implement the finite element method on a computer;
- compare the application of various software engineering techniques to numerical mathematics.
Module Content
This module aims to develop a deep understanding of the finite element method by spanning both
its analysis and implementation. In the analysis part of the module, students will employ the
mathematical abstractions of the finite element method to analyse the existence, stability, and
accuracy of numerical solutions to PDEs. At the same time, in the implementation part of the
module students will combine these abstractions with modern software engineering tools to create
and understand a computer implementation of the finite element method.
This module is composed of the following sections:
I - Basic concepts: weak formulation of boundary value problems, Ritz-Galerkin approximation, error
estimates, piecewise polynomial spaces, local estimates;
II - Efficient construction of finite element spaces in one dimension: 1D quadrature, global assembly
of mass matrix and Laplace matrix;
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III - Construction of a finite element space: Ciarlet’s finite element, various element types, finite
element interpolants;
IV - Construction of local bases for finite elements: efficient local assembly;
V - Sobolev Spaces: generalised derivatives, Sobolev norms and spaces, Sobolev’s inequality;
VI - Numerical quadrature on simplices: employing the pullback to integrate on a reference element;
VII - Variational formulation of elliptic boundary value problems: Riesz representation theorem,
symmetric and nonsymmetric variational problems, Lax-Milgram theorem, finite element
approximation estimates;
VIII - Computational meshes: meshes as graphs of topological entities, discrete function spaces on
meshes, local and global numbering;
IX - Global assembly for Poisson equation: implementation of boundary conditions, general approach
for nonlinear elliptic PDEs;
X - Variational problems: Poisson’s equation, variational approximation of Poisson’s equation, elliptic

regularity estimates, general second-order elliptic operators and their variational approximation.
MATH60023 Numerical Solution of Ordinary Differential Equations

Brief Description
The module is an introductory course in numerical methods for ordinary differential equations. The
purpose of this module is to learn how to use the computer to find numerical solutions to ordinary
differential equations as well as to provide you with theoretical knowledge and practical skills to lay
the solid groundwork necessary to advance in scientific computing.
Learning Outcomes
On the successful completion of the module, you will be able to:
- use classical numerical methods for ordinary differential equations;
- analyse different properties of numerical methods (e.g. accuracy and stability);
- develop your own methods with prescribed properties;
- compare different methods with respect to accuracy, stability, computational and space
complexity.
Module Content
- Taylor series methods;
- Linear multi-step methods;
- Runge-Kutta methods;
- Adaptive step size control;

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- Boundary value problems for ordinary differential equations.
MATH60024 Computational Linear Algebra

Brief Description
Linear systems of equations arise in countless applications and problems in mathematics, science
and engineering. Often these systems are large and require a computer to solve. This course
provides an overview of the algorithms used to solve linear systems and eigenvalue problems, in
terms of their development, stability properties, and application.
Learning Outcomes
On successful completion of this module, you will be able to
- describe, select and use algorithms for QR decomposition of matrices;
- solve least-squares problems using QR decomposition;
- apply LU decomposition to solve linear systems;
- analyse and modify algorithms that take advantage of matrix structure;
- find numerical solutions to eigenvalue problems;
- critically analyse various iterative methods for solving linear systems.
Module Content
1) Direct methods:
Triangular and banded matrices, Gauss elimination, LU-decomposition, conditioning and finite-
precision arithmetic, pivoting, Cholesky factorisation, QR factorisation and their numerical
implementation.
2) Eigenvalue problems:
power method and variants, Jacobi's method, Householder reduction to tridiagonal form,
eigenvalues of tridiagonal matrices, the QR method.
3) Iterative methods:
Krylov subspace methods: Lanczos method and Arnoldi iteration, conjugate gradient method,
GMRES, preconditioning.
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MATH60025 Computational Partial Differential Equations

Brief Description
This module will introduce a variety of computational approaches for solving partial differential
equations, focusing mostly on finite difference methods, but also touching on finite volume and
spectral methods. Students will gain experience implementing the methods and writing/modifying
short programs in Matlab or another programming language of their choice. Applications will be
drawn from problems arising in areas such as Mathematical Biology and Fluid Dynamics.
Learning Outcomes
- appreciate the physical and mathematical differences between different types of PDES;
- design suitable finite difference methods to solve each type of PDE;
- outline a theoretical approach to testing the stability of a given algorithm;
- determine the order of convergence of a given algorithm;
- demonstrate familiarity with the implementation and rationale of multigrid methods.
Module Content
1) Introduction to Finite Differences
2) Classificaton of PDEs
3) Explicit and Implicit methods for Parabolic PDEs
4) Iterative Methods for Elliptic PDEs. Jacobi, Gauss-Seidel, Overrelaxation
5) Multigrid Methods
6) Hyperbolic PDEs. Nonlinear Advection/Diffusion systems. Waves and PMLs
as well as various advanced practical topics from Fluid Dynamics, which will depend on the final
project.
MATH60026 Methods for Data Science

Brief Description
This module provides an hands-on introduction to the methods of modern data science. Through
interactive lectures, the student will be introduced to data visualisation and analysis as well as the
fundamentals of machine learning.
Learning Outcomes

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- Visualise and explore data using computational tools;
- Appreciate the fundamental concepts and challenges of learning from data;
- Analyse some commonly used learning methods;
- Compare learning methods and determine suitability for a given problem;
- Describe the principles and differences between supervised and unsupervised learning;
- Clearly and succinctly communicate the results of a data analysis or learning application.
Module Content
- Introduction to computational tools for data analysis and visualisation;
- Introduction to exploratory data analysis;
- Mathematical challenges in learning from data: optimisation;
- Methods in Machine Learning: supervised and unsupervised; neural networks and deep learning;
graph-based data learning;
- Machine learning in practice: application of commonly used methods to data science problems;
Methods include: regressions, k-nearest neighbours, random forests, support vector machines,
neural networks, principal component analysis, k-means, spectral clustering, manifold learning,
network statistics, community detection.
MATH60027 Scientific Computation

Brief Description
This module introduces students to the analysis and implementation of efficient algorithms used to
solve mathematical and computational problems connected to a broad range of scientific topics.
Mathematical tools and concepts from linear algebra, calculus, numerical analysis, and statistics will
be utilised to develop and analyse computational solutions to mathematical and scientific
problems.The objectives are that by the end of the module all students should have a good
familiarity with the essential elements of the Python programming language and be able to
undertake programming tasks in a range of areas.
Learning Outcomes
- analyse the performance of simple sorting and searching algorithms and implement them in
Python;
- computationally analyse complex networks and dynamical processes of complex systems;
- effectively utilise important tools for data analysis such as discrete Fourier transforms;
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- evaluate and implement numerical methods for mathematical optimisation and the solution of
differential equations;
- assess the correctness and efficiency of simple data structures and algorithms on graphs and
implement them in Python.
Module Content
1) Sorting and searching with scientific applications from fields such as bioinformatics;
2) Algorithms on graphs and basic data structures such as queues and hash tables;
3) Methods for data analysis using tools such as discrete Fourier transforms;
4) Analysis and use of common optimisation methods such as Simulated Annealing;
5) Numerical solution of differential equations arising in multiscale problems;
6) Computational analysis of complex systems.
MATH60028 Probability Theory

Brief Description
This module provides a rigorous approach to the fundamental properties of probability. It teaches
fundamental notions and structures as well as tools relevant to modern probability theory and
applications. The module is important for further study of probability theory and stochastic
processes.
Learning Outcomes
On successful completion of this module, you should be able to:
- Demonstrate knowledge of fundamental notions and structures of Probability Theory;
- Use the tools developped in a variety of applications;
- Demonstrate problem solving skills in probability theory
- Communicate your knowledge of the area in a concise, accurate and coherent manner.
Module Content
An indicative list of topics is:
Probability spaces. Random variables: (Bernoulli, Rademacher, Gaussian variables with integration
by parts formula). Probability Distributions.
Basic probability inequalities: Jensen, Tshebychev. Tail of Distribution Estimates.
Convergence in probability, in p-th moment, almost everywhere. 0-1 Law.
Mutual Independence of Events/Random Variable and Vieta Formula. Product Probability Spaces.
Conditional Expectations and Independence. Borel-Cantelli Lemmas.
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Weak and Strong Laws of Large Numbers for Random Sequences and Series of Mutually
Independent or Weakly Correlated Random Variables.
Applications : [Probabilistic proof of Weierstrass Theorem, Monte Carlo Method for Large
Dimensional Integration, Macmillan’s Theorem, Infinitely Often Events: Decay and Recurrence of
Human Civilisations, Normal Numbers...]
Weak Convergence & Characteristic Functions. Central Limit Theorem.
Infinite Product of Bernoulli measures versus Gaussian measure.

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MATH60029 Functional Analysis

Brief Description
This module brings together ideas of continuity and linear algebra. It concerns vector spaces with a
distance, and involves linear maps. The vector spaces are often spaces of functions. It is an
important requirement for further study of many areas of Mathematical Analysis including PDEs,
Stochastic Analysis, Dynamical Systems and Quantum Mechanics.
Learning Outcomes
- Demonstrate knowledge of fundamental notions and structures of Functional Analysis by proving a

range of results;
- Use the tools developped in a variety of applications;
- Demonstrate problem solving skills in functional analysis
Module Content
Metric Linear Spaces and basic examples of topological spaces with non metrisable topology.
Minkowski and Hoelder Inequality.
Existence of Hamel basis (axiom of choice 1st time).
Normed vector spaces
& example of not normed Frechet space (Schwartz test functions).
Banach spaces.
Classical Banach Spaces: l_p, c, c_0, L_p(μ), C(Ω), C^(m)(Ω).
Closed Subspaces, Completness, Separability and Compactness in Classical Spaces.
Schauder Basis.
Continuous linear maps.
Banach contraction mapping principle and applications to integral equations (Frdholm+Volterra).

Finite dimensional spaces.
The Hilbert space (orthonormal basis).
The Riesz-Fisher Theorem.
The Hahn-Banach Theorem. (Banach Limit.)
Dual spaces: Dual spaces of classical spaces. Reflexive Non-reflexive spaces.
Baire Cathegory Theorem (axiom of choice again).
Principle of Uniform Boundedness. (Application to Fourier Series).

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Open Mapping and Closed Graph Theorems.
Compact operators.
Hermitian operators and the Spectral Theorem.
The module provides a general orientation in contemporary research problems in Mathematical

Analysis including PDEs , Stochastic Analysis, Dynamical Systems and Quantum Mechanics.
MATH60030 Fourier Analysis and the Theory of Distributions

Brief Description
Fourier analysis is an important tool used in various branches of mathematics and beyond. The
module provides a deeper understanding of it than what is briefly mentioned in general analysis
courses. It also connects it to the theory of distributions. As a result of studying the module,
students will understand the basics of the Fourier analysis and theory of distributions which will be
sufficient for most branches of mathematics.
Learning Outcomes
-understand the issues of convergence for Fourier series,
-apply the Fourier and Laplace transforms,
-understand the motivation behind the notion of distribution,
-be in command of the basics of Fourier analysis and distribution theory sufficient for working in
many areas of mathematics
Module Content
The module will assume familiarity with measure theory and functional analysis, especially L^p
spaces and linear functionals.
Indicative content: Orthogonal systems in infinite-dimensional Euclidean spaces, Bessel inequality,

Parseval equality, general Fourier series, trigonometric basis in L_2[-Pi,Pi], convergence of
trigonometric Fourier series, Fejer’s theorem and applications, Fourier transform and its properties,
application to solution of differential equations, Plancherel theorem, Laplace transform, linear
functionals, distributions, basic properties of distributions and applications, Fourier transform for
distributions.
Those students who decide to do a PhD in a closer related area of analysis will be able to use the
acquired basic knowledge and skills to relatively easily extend their knowledge to more sophisticated
areas of the theory.
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MATH60031 Markov Processes

Brief Description
Markov processes are widely used to model random evolutions with the Markov property `given the
present, the future is independent of the past’. The theory connects with many other subjects in
mathematics and has vast applications.
Learning Outcomes
• demonstrate your understanding of the concepts and results associated with the elementary
theory of Markov processes, including the proofs of a variety of results
• apply these concepts and results to tackle a range of problems, including previously unseen
ones
• apply your understanding to develop proofs of unfamiliar results
• communicate your knowledge of the area in a concise, accurate and coherent manner.
Module Content
Markov processes are widely used to model random evolutions with the Markov property `given the
present, the future is independent of the past’. The theory connects with many other subjects in
mathematics and has vast applications. This course is an introduction to Markov processes. We aim
to build intuitions and good foundations for further studies in stochastic analysis and in stochastic
modelling.
The module is largely self-contained, but it is strongly advised that students should have taken the
second-year module Lebesgue Measure and Integration (or equivalent). A good knowledge of real
analysis and metric spaces will be assumed.
The module is related to a number of modules in stochastic analysis, probability theory, dynamical
systems and mathematical finance.
An indicative list of contents is:
1. Discrete time and finite state Markov chains : Chapman-Kolmogorov equations, irreducible,
Perron-Froebenius theorem for stochastic matrices, recurrent and transient.
2. Discrete time Markov processes on general state space. Conditional expectations, Chapman-
Kolmogorov equation, Feller property, strong Feller property, Kolmogorov's theorem, stopping
times, strong Markov, stationary process, weak convergence and Prohorov's theorem, Existence of
invariant measures : Krylov-Bogolubov method, Lyapunov method. Ergodicity by contraction method
and Doeblin's criterion. Structures of invariant measures, ergodic theorems.
MATH60032 Geometry of Curves and Surfaces

Brief Description
This module is an introduction to classical theory of differential geometry, where we disucss

geometric features of curves and surfaces in (mostly) three dimensional Euclidean spaces.
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Learning Outcomes
- identify regular curves and implement different re-parametrisations of curves in two and three
dimensional spaces,
- learn about and calculate the geometric quantities of curvature and torsion of a regular curve,
- identify regular surfaces in 3 dimensional spaces using the notions of charts,
- analyse the regularity of maps from one surface into another surface, and also of functions on
surfaces,
- use partitions to calculate the basic topological invariant of Euler characteristic,
- learn about the topological classification of compact surfaces, and identify them,
- calculate the first and second fundamental forms of a surface,
- learn about the existence and uniqueness of geodesics on general surfaces,
- link the Gaussian curvature to the local shape of a surface, and present different kinds of examples,
- analyse the global topological features of a surface by integrating local geometric features (Gauss-
Bonnet and winding numbers)
Module Content
This module is an introduction to classical theory of differential geometry, where we disucss

geometric features of curves and surfaces in (mostly) three dimensional Euclidean spaces. A curve,
which is the trajectory of a particle moving in a smooth fashion, may twist in two manners described
by the values called curvature and torsion. The twists of a surface in three dimensional space is
naturally more involved. There are different notions of curvature: the Gaussian curvature and the
mean curvature. The Guassian curvature describes the intrinsic geometry of the surface, and the
mean curvature describes how it bends in space. We look at several examples of surfaces, and
calculate their curvatures. We study the local shapes of surfaces based on their curvatures. For
example, the Gaussian curvature of a sphere is strictly positive, which explains why any planar
illustration of the countries distorts shapes. Remarkably, these local gometric notions can be
combined to derive global information about the topology of the surface (for example the Gauss-
Bonnet formula). This module starts with the basic real analysis taught in years 1 and 2, and leads
into the more modern and general theory of manifolds.
• Curves in two and three-dimensional spaces: re-parametrizations, curvature and torsion, Frenet-
Serret formulae, curves are determined by curvature and torsion, winding number and the total
curvature,
• Surfaces: Charts, Tangent vectors, and tangent planes, Smooth maps from one surface into
another surface, smooth functions on a surface, Normal vectors,
• Curvature of a surface: the first and second fundamental forms, Christoffel symbols, normal
curvature, Gaussian curvature, and mean curvature, Gauss’s Theorema Egregium,
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• Area of a surface,
• Geodesics on a surface: length-minimising curves, existence, non-existence and examples,

geodesic curvature,
• Gauss-Bonnet Theorem and applications
• Topological classification of surfaces
• Vector fields and the Poincare-Hopf Theorem
The module will assume familiarity with material in the second-year module Analysis II
MATH60033 Algebraic Curves

Brief Description
This module is meant as a first encounter with algebraic geometry, through the study of affine and
projective plane curves over the field of complex numbers. We will also discuss some complex-
analytic aspects of the theory (Riemann surfaces). Important results include the definition of local
intersection multiplicities and Bézout's theorem, inflection points and the classification of plane
cubics, linear systems of curves, and the degree-genus formula.
Learning Outcomes
- solve geometric problems about affine and projective plane curves with algebraic techniques;
- determine the projectivizations of affine plane curves and the points at infinity;
- determine the tangent lines of plane curves at smooth and singular points;
- compute projective transformations and find convenient coordinate systems;
- compute intersection multiplicities using resultants and the axiomatic characterization;
- formulate, prove and apply Bézout's theorem;
- find inflection points of projective plane curves and use them to classify cubic curves;
- solve enumerative problems by means of the theory of linear systems;
- work with holomorphic charts to determine local and global properties of Riemann surfaces and
morphisms;
- compute ramification degrees of morphisms of Riemann surfaces;
- formulate, prove and apply the degree-genus formula for smooth projective plane curves.
Module Content
- Affine plane curves;
- The geometry of projective spaces;

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- Projective plane curves;
- Smooth and singular points, tangent lines;
- Projective transformations and the classification of conics;
- Intersection multiplicities (resultants and axiomatic characterization)
- Bézout's theorem on intersections of projective plane curves;
- the Legendre family of cubics, inflection points and the classification of non-degenerate smooth
cubics;
- linear systems of projective plane curves, projective duality and enumerative geometry;
- Riemann surfaces;
- local description of morphisms of Riemann surfaces (ramification);
- classification of topological surfaces and genus (informal introduction);
- Riemann-Hurwitz and the degree-genus formula.
Some related topics will appear in the problem sheets and the coursework (e.g., dual curves, group
structure on smooth cubics).
MATH60034 Algebraic Topology

Brief Description
This module gives a first introduction to algebraic topology. After some preliminary results on
quotient spaces and CW-complexes, we discuss fundamental groups and the Galois correspondence
for covering spaces. We then move on to homology theory and study simplicial and singular
homology, as well as some applications like the Jordan curve theorem and invariance of domain.
Throughout the module, we pay special attention to algebraic and categorical aspects.
Learning Outcomes
- define the basic invariants in algebraic topology and prove their main properties;
- use algebraic techniques to distinguish different homotopy types and classify topological objects;
- compute fundamental groups, simplicial homology groups and singular homology groups;
- apply the Galois correspondence to classify covering spaces of topological spaces;
- apply fundamental groups and homology groups to prove fundamental topological properties
(Brouwer's fixed point theorem, Jordan's curve theorem, invariance of domain);
- formulate topological and algebraic constructions in a categorical language (universal properties)
Module Content

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Preliminaries:
- Homotopy and homotopy type
- Cell complexes
- Operations on spaces
The Fundamental Group:
- Paths and Homotopy
- Presentations of groups, amalgamated products and Van Kampen’s Theorem
- Covering Spaces
- The Galois correspondence
Homology
- Δ-complexes and simplicial homology
- Singular homology
- Homotopy invariance
- Relative homology, exact sequences and excision
- The equivalence of simplicial and singular homology
- Mayer-Vietoris Sequences
- Applications
The main reference for this course is "Algebraic topology" by Hatcher.
The module will assume familiarity with material in the second-year modules: Groups and Rings,
Analysis II
MATH60035 Algebra 3
Brief Description
This course continues the study of commutative rings and introduces the notion of R-module, which
is an analogue over rings of the notion of a vector space over a field. Using these ideals we prove
fundamental results about various classes of rings, particularly polynomial rings in several variables.
Learning Outcomes
- Understand the detailed theory of finite fields, their classification, and factorization of polynomials
over finite fields
- Understand the theory of R-modules and their presentations
- Understand the classification of modules over Euclidean Domains, and how to use Smith Normal
Form to determine the isomorphism class of such a module given a presentation
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- Use this classification, in the case of K[T]-modules, to prove fundamental results in linear algebra
- Apply several different criteria for irreducibility of polynomials over various base rings
Module Content
- Chinese Remainder Theorem
- Field Extensions and Finite Fields
- R-modules
- Free modules and presentations
- Modules over Euclidean Domains
- Noetherian rings
- Gauss's Lemma and Factorization in polynomial rings
- If R is a UFD, so is R[X]
- Irreducible Polynomials and factorization of polynomials
MATH60036 Group Theory

Brief Description
This module builds on the Group Theory from the 1st year module Linear Algebra & Groups and the
2nd year module Groups and Rings. We start with a discussion of isomorphism theorems, and
proceed to further example of groups and operations on them, including automorphism groups and
semidirect products. Special attention is given to group actions and permutation groups: primitivity,
multiple transitivity etc. Further we discuss solvable and nilpotent groups and their
characterizations.
Learning Outcomes
– identify features of, and develop arguments about, certain groups and classes of group;
– explain the principles of group actions, and work with elementary examples;
– construct and work with direct and semidirect products of groups;
– state the definition of and extraspecial group and construct small examples of them;
– construct certain classical series of doubly and triply transitive groups;
– state and prove the structure theorem for nilpotent groups;
– determine the normal structure and calculate the automorphism groups of symmetric groups;
– work independently and with peers to articulate their understanding of abstract concepts in
algebra.
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Module Content
Definition and basic properties of groups. Isomorphism Theorems. Sylow subgroups. Group actions,
primitivity and multiple transitivity. Composition series. Nilpotent groups. Solvable groups.
Symmetric groups. Automorphism group of a group and semidirect products. Linear groups: centres
and commutator subgroups, with small examples.
MATH60037 Galois Theory

Brief Description
The formula for the solution to a quadratic equation is well--known. There are similar formulae for
cubic and quartic equations but no formula is possible for quintics. The module explains why this
happens.
Learning Outcomes
On successful completion of this module you should be able to:
-- state, prove, and apply the fundamental theorem of Galois theory (aka the "Galois
correspondence").
-- work with examples such as cubic polynomials, cyclotomic polynomials, and polynomials over
finite fields.
-- compute Galois groups of splitting fields of cubic and bi-quadratic polynomials in arbitrary
characteristic.
-- state and apply the formulas for solving cubic and quartic equations, and prove that there are no
such formulas for equations of degree 5 or larger.
-- compute Galois groups over the rationals by the method of Frobenius elements.
Module Content
Familiarity with the following topics from Algebra 3
will be assumed: irreducible polynomials and factorization of polynomial;
Gauss's Lemma and factorization in polynomial rings.
Field extensions, degrees and the tower law
Splitting fields, normal extensions, separable extensions
Automorphisms, fixed fields and the fundamental theorem
Examples: cubic and biquadratic extensions, finite fields
Extensions of the rationals and Frobenius elements

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Cyclotomic extensions
Kummer theory and the insolubility of quintic equations
MATH60038 Graph Theory

Brief Description
A graph is a structure consisting of vertices and edges. Graphs are used in many areas of
Mathematics, and in other fields, to model sets with binary relations. In this module we study the
elementary theory of graphs; we discuss matters such as connectivity, and criteria for the existence
of Hamilton cycles. We treat Ramsey's Theorem in the context of graphs, with some of its
consequences. We then discuss probabilistic methods in Graph Theory, and properties of random
graphs.
Learning Outcomes
- Demonstrate facility with the terminology of graphs and simple graph constructions to analyse
examples and prove results
- Explain the proofs of the theorems of König and Menger, and certain other related results. Apply
these results to appropriate problems.
- State, prove and apply Turán's Theorem. Describe and apply certain results in the theory of
Hamilton cycles, including Dirac's Theorem.
- Explain and reason about Ramsey's Theorem and related results in the context of graph colourings.
- Describe various models of random graphs and apply probabilistic arguments to situations in graph
theory.
Module Content
Standard definitions and basic results about graphs. Common graph constructions: complete graphs,
complete bipartite graphs, cycle graphs.
Matchings and König's Theorem. Connectivity and Menger's Theorem.
Extremal graph theory. The theorems of Mantel and Turán. Hamilton cycles, and conditions for their
existence.
Ramsey Theory for graphs, with applications.
The Probabilistic Method and random graphs. Evolution of random graphs.

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MATH60039 Group Representation Theory

Brief Description
This module defines and begins the study of representations of groups, focusing on finite-
dimensional complex representations of finite groups. These structures encode ways that groups can
act as symmetries, which appear throughout mathematics (notably in algebra, number theory, and
geometry, but also in analysis) as well as in physics and chemistry, among other places.
Learning Outcomes
- Recall and use basic definitions in group representations, their character theory, and modules over
algebras, particularly finite-dimensional semisimple algebras;
- Explain and work with the features of complex representations of finite groups that allow one to
simplify the theory (e.g., semisimplicity, character tables, etc.);
- Apply these results to classify representations of finite groups and semisimple algebras and
compute the character tables of finite groups;
- perform basic constructions of representations of groups and to apply them to obtain all finite-
dimensional representations of certain basic groups up to isomorphism;
- Explain the relationship between finite-dimensional irreducible representations of algebras and of

finite-dimensional semisimple algebras, and the basic properties of their characters;
- Relate endomorphisms of representations to central elements in groups and semisimple algebras;
- Work independently and with peers to formulate and solve problems in algebra and geometry
using tools of representation theory;
Module Content
This module defines and begins the study of representations of groups, focusing on finite-
dimensional complex representations of finite groups. These structures encode ways that groups can
act as symmetries, which appear throughout mathematics (notably in algebra, number theory, and
geometry, but also in analysis) as well as in physics and chemistry, among other places. We explain
how to understand and classify these representations through characters, or traces. In the final unit
we generalise the theory to finite-dimensional modules over rings, particularly semisimple algebras,
whose theory retains many of the features of that of representations of groups.
Indicative list of contents:
- Basic theory: definitions, Maschke's theorem, Schur's Lemma, classification and construction of
representations of finite abelian groups, dihedral groups, and small symmetric and alternating
groups;
- Tensor products of representations and homomorphism spaces, the regular representation;
- Character theory: behaviour under direct sums and tensor products, orthogonality relations,
computation of character tables of certain groups;
- Finite-dimensional modules over algebras: definition of finite-dimensional semisimple algebras and

relationship of finite-dimensional modules of general algebras
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to those of finite-dimensional semisimple algebras; constructions of projections via the center;
- Other important examples of modules over algebras.
MATH60040 Formalising Mathematics

Brief Description
Computer theorem provers are mature enough now to tackle most undergraduate level
mathematics, and also some much harder level mathematics. As these systems evolve, they will
inevitably become useful as tools for researchers, and some believe that one day they will start
proving interesting theorems by themselves. This project-assessed course is an introduction to the
Lean theorem prover and during it we will learn how to formalise proofs of undergraduate level
theorems from across pure mathematics.
Learning Outcomes
- understand the basics of how type theory can be used as a foundation for pure mathematics;
- understand how to "modularise" mathematical arguments, breaking them up into simple chunks,
thus leading to clarity of understanding;
- understand how to "abstract" mathematical arguments, finding the correct generality in which
statements should be made, thus again leading to clarity of understanding;
- state and prove many results from undergraduate pure mathematics courses in the Lean theorem
prover;
- develop mathematical theories of your own in the Lean theorem prover;
- write formal proofs of theorems which other mathematicians can understand and follow.
Module Content
Note that the aim is to both learn the mathematics and to learn how to teach it to a computer. No
experience in programming will be assumed. Lean is a functional programming langauge, so we will
be picking up functional programming along the way. If you want to get a feeling for the kind of
coding which will be involved, try playing the natural number game.
The following is an indicative list of areas where the mathematics could be drawn from:
*) Logic, functions, sets.
*) Lattice theory, complete lattices, Galois insertions and Galois connections. Examples in
mathematics.
*) Groups and subgroups.
*) Closure operators in group theory and topology.
*) Filters as generalised subsets. Filters form a complete lattice.
*) Applications of filters to topology. New proofs of basic results in topology. Tychonoff's theorem.
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*) Application of filters to analysis. New proofs of basic results in analysis.
*) What is cohomology? Group cohomology in low degree
(Code TBC) Mathematical Logic

Brief Description
The module is concerned with some of the foundational issues of mathematics: formal logic and set
theory. In propositional and predicate logic, we analyse the way in which we reason formally about
mathematical structures. In set theory, we will look at the ZFC axioms and use these to
develop the notion of cardinality.
Learning Outcomes
- Understand how the notion of truth is defined precisely in propositional and predicate logic and
apply the definitions and accompanying results in a variety of contexts.
- Demonstrate understanding of formal systems for propositional and predicate logic by constructing
examples of formal proofs and deductions, and by applying and deriving general results about these.
- Appreciate the expressive power of a first-order language (and its limitations) and compare
structures via their first-order theories.
- Relate the semantic and syntactic aspects of formal logic, have an understanding of powerful
general results such as the completeness and compactness theorems, and be able to apply these in a
variety of ways.
- Use the ZFC axioms to justify constructions in set theory, ranging from elementary applications, to
constructions involving transfinite recursion, ordinals, cardinals and applications of these.
- Use general results to compute and compare cardinalities of infinite sets.
Module Content
The module is concerned with some of the foundational issues of mathematics. In propositional and
predicate logic, we analyse the way in which we reason formally about mathematical structures. In
set theory, we will look at the ZFC axioms and use these to develop the notion of cardinality. These
topics have applications to other areas of mathematics: formal logic has applications via model
theory and ZFC provides an essential toolkit for handling infinite objects.
Propositional logic: Formulas and logical validity; a formal system; soundness and completeness.
Predicate logic: First-order languages and structures; satisfaction and truth of formulas; the formal
system; Goedel’s completeness theorem; the compactness theorem; the Loewenheim- Skolem
theorem.
Set theory: The axioms of ZF set theory; ordinals; cardinality; the Axiom of Choice.
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There are no formal prerequisites for the module although a level of mathematical understanding
such as would be provided by a second year algebra or analysis module, together with an appetite
for abstraction and proofs, will be assumed. We will use basic notions from algebra (groups, rings
and vector spaces) in examples.
MATH60041 Number Theory

Brief Description
The module is concerned with properties of natural numbers, and in particular of prime numbers,
which can be proved by "elementary" methods (such as basic group theory and ring theory).
Learning Outcomes
– form arguments about and solve congruences, particularly modulo primes, and apply
this to the RSA algorithm;
- compute with quadratic residues;
- solve some particular Diophantine equations, including Pell's
equation;
- compute continued fractions;
- construct transcendental numbers.
Module Content
Euclid's algorithm, unique factorization, linear congruences, Chinese Remainder Theorem.
The structure of (Z/nZ)×, including the Fermat-Euler theorem,
Lagrange's theorem, the existence (and non-existence) of primitive
roots.
Primality testing, factorization, and the RSA algorithm (including the basics of the
Miller-Rabin test).
Quadratic reciprocity, Legendre symbols, Jacobi symbols.
Sums of 2 and 4 squares, using unique factorization in the Gaussian integers.
Pell's equation, existence of solutions via Dirichlet's theorem.
Continued fractions, periodicity for quadratic irrationals, algorithm for solving Pell's equation via
continued fractions.
Irrationality, Liouville's theorem, construction of a transcendental number.
Elementary results on primes in arithmetic progressions.
Other topics of the lecturer's choice as time permits, e.g. quadratic forms; Möbius inversion and
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Dirichlet Convolution; the Selberg sieve; particular examples of Diophantine equations.
MATH60042 Algebraic Number Theory

Brief Description
An introduction to algebraic number theory using quadratic fields as the main source of examples.
We will study rings of integers in finite extensions of the rational and discuss unique factorization
and its failure, the decomposition of primes, the finiteness of the ideal class group, and Dirichlet’s
unit theorem.
Learning Outcomes
On successful completion of the module you will be able to:
- explain how unique factorization domains, principal ideal domains and Euclidean domains are
related.
- give examples of rings of integers in quadratic fields that are Euclidean domains and also counter-
examples.
- define a Dedekind domain and explain why rings of integers in number fields are Dedekind
domains.
- write a basis for the rings of integers in any given quadratic number field.
- explain what it means for a prime to be split, inert or ramified in an extension and, given a
quadratic ring of integers and a prime, to say what happens to that prime.
- explain why the class group in a number field is finite and compute examples of class groups of
quadratic number fields.
- state Dirichlet’s unit theorem and to describe explicitly the group of units in a real or imaginary
quadratic field.
Module Content
An indicative list of topics is as follows.
We will review / introduce some background from ring theory, discuss unique factorization domains,
principal ideal domains and Euclidean domains. We will study Gaussian and Eisenstein integers in
detail and see several other examples of quadratic rings of integers. We will then discuss the
structure theorem for finitely generated abelian groups, the notion of integral closure, Dedekind
domains and study the ideal class group. We will prove that the ideal class group in a number field is
finite and compute many examples. We will study the decomposition of primes in number fields and
in quadratic fields in particular. We will end by discussing Dirichlet’s unit theorem.
The module will assume familiarity with a number of topics in algebra (such as modules)..
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MATH60043 Statistical Theory

Brief Description
This module seeks to provide a more unified perspective of the core statistical problems introduced
in earlier modules by developing a general mathematical theory for parametric statistical
models. We will deal with the criteria and theoretical results necessary to develop and evaluate
statistical procedures for point estimation, hypothesis testing and confidence intervals. We will
consider several approaches, including maximum likelihood estimation and Bayesian approaches,
and study when they are provably optimal.
Learning Outcomes
On sucessful completion of this module, you will be able to-
-Apply key results related to optimal statistical procedures
- Evaluate and compare estimators using their sampling properties
- Explain what it means for statistics to be sufficient and complete
- Explain the Rao-Blackwell theorem and how it can be used to improve an estimator
- Use elementary ideas from decision theory to evaluate statistical procedures
- Explain the Bayesian approch to estimation
Module Content
• Theories of point estimation and hypothesis testing

• Exponential families
• Sufficiency and the Rao-Blackwell theorem
• The Cramer-Rao lower bound
• Maximum likelihood estimation and its asymptotic theory
• Bayesian estimation
• Decision theory
• Completeness and minimum variance unbiased estimators
• The Neyman-Pearson lemma and likelihood ratio tests
MATH60044 Statistical Modelling II

Brief Description
This module builds on earlier statistical modelling work, and we begin with a review of the linear
model in generality. We extend the linear model in two different directions: firstly, using generalized
linear models (GLMs) to handle non-normally distributed errors, and secondly, using random effects
to handle correlated observations. The module has an applied focus, relying on statistical
computation in R to analyze a variety of data. We will discuss practical techniques for comparing
models and for identifying when models fit that fit poorly.
55
Learning Outcomes
- Use R to fit linear models.
- Select appropriate generalized linear models for modelling data with with non-normal error
distributions, e.g. poisson, binomial, gamma.
- Use models to give predictions, together with an associated confidence interval.
- Identify models that fit poorly, and suggest improved models.
- Model data with correlated observations using linear mixed models.
- Explain the properties of different estimators of random effects variances, such as maximum
likelihood and REML.
- Interpret output from R using plain language.
Module Content
- Linear models: Least squares, normal equations, Gauss-Markov theorem, goodness of fit,
diagnostics. Studentized residuals. Confidence intervals and prediction intervals.
- Generalized linear models: Specification, estimation (iterated reweighted least squares), inference,
diagnostics.
- Mixed models: Specification, estimation (ANOVA, maximum likelihood, REML) and inference
(parametric bootstrap) for variance components.
MATH60045 Applied Probability

Brief Description
This module introduces stochastic processes and their applications. The theory of different kinds of
processes will be described and illustrated with applications in several areas. The groundwork will be
laid for further deep work, especially in such areas as genetics, engineering and finance.
Learning Outcomes
- Use the Poisson process to model random arrivals.
- Extend the Poisson process to accommodate common depatures from the Poisson assumptions.
- Work with Markov chains in continous time.
- Determine the long-term behaviour of a continuous-time Markov chain.
- Determine whether states are recurrent or transient.

56
- Solve differential and difference equations to determine quantities of interest for stochastic
processes.
- Explain basic properties of Brownian motion.
Module Content
- Review of probability and discrete time Markov Chains
- Random walks
- Poisson processes and their properties: superposition, thinning of Poisson processes; Non-
homogeneous, compound, and doubly stochastic Poisson processes.
- Autocorrelation functions.
- Probability generating functions.
- General continuous-time Markov chains: generator, forward and backward equations, holding
times, stationarity, long-term behaviour, jump chain, explosion; birth and death processes,
reversibility, recurrence/transience.
- Differential and difference equations and pgfs. Embedded processes. Time to extinction.
- Queues.
- Brownian motion and its properties.
MATH60046 Time Series Analysis

Brief Description
A time series is a series of data points indexed and evolving in time. They are prevalent in many
areas of modern life, including science, engineering, business, economics, and finance. This module
is a self-contained introduction to the analysis of time series. Weight is given to both the time
domain and frequency domain viewpoints, and important structural features (e.g. stationarity,
reversibility) are treated rigorously. Attention is given to estimation and prediction (forecasting), and
useful computational algorithms and approaches are introduced.
Learning Outcomes
- Appreciate that time series should be considered observations from an underlying stochastic
process.
- Define what it means for a time series to be stationary.
- Identify autocorrelation within time series data.
- Work with standard models of time series.
- Appreciate that time series can exhibit trend and seasonality and know how to adjust for these.
57
- Determine the spectral representation of stationary time series and use the spectral density
function to provide an alternative viewpoint of second-order structure.
- Derive and implement estimators of mean, correlation and spectral properties.
- Extend time series models, the notion of stationarity, and frequency domain representations to
multivariate time series.
- Derive forecasts from standard time series models and quantify their uncertainty."
Module Content
- Discrete time stochastic processes and examples.
- Autocovariance, autocorrelation, stationarity.
- Trend removal and seasonal adjustment.
- AR, MA and ARMA processes, characteristic polynomials, general linear process, invertibility,
directionality and reversibility.
- Spectral representation, aliasing, linear filtering.
- Estimation of mean and autocovariance sequence, the periodogram, tapering for bias reduction.
- Parametric model fitting.
- Forecasting.
MATH60047 Stochastic Simulation

Brief Description
Computational techniques have become an important element of modern statistics. Computation

particularly underpins simulation methods, which are widely applied when studying models of
complex systems, e.g. in biology and in finance. This module provides an up-to-date view of such
simulation methods, covering areas from basic random variate generation to advanced MCMC
(Markov Chain Monte Carlo) methods. The implementation of stochastic simulation algorithms will
be carried out in R, a language that is widely used for statistical computing and well suited to
scientific programming more generally.
Learning Outcomes
- Use algorithms for efficient generation of pseudo-random numbers.
- Evaluate intractable definite integrals using Use Monte Carlo methods.
- Implement MCMC algorithms to draw samples from intractable distributions.
- Assess the performance of MCMC algorithms using suitable diagnostic procedures.

58
- Explain how sequential Monte Carlo methods can be used to understand time-structured
problems.
Module Content
- Pseudo-random number generators.
- Generalized methods for random variate generation.
- Monte Carlo integration.
- Variance reduction techniques.
- Markov chain Monte Carlo methods (including Metropolis-Hastings and Gibbs samplers).
- Monitoring and optimisation of MCMC methods.
- Introduction to sequential Monte Carlo methods.
MATH60048 Survival Models

Brief Description
Survival models are fundamental to actuarial work, as well as being a key concept in medical
statistics. This module will introduce the ideas, placing particular emphasis on actuarial applications.
Learning Outcomes
- Appreciate survival analysis models as a framework that deals with lifetimes and censored
observations;
- Use several methods to define event time distributions and the relation between these definitions;
- Describe, select and use methods for fitting parametric, semi-parametric and non-parametric
survival analysis models, including regression models and multi state models.
- Explain the counting process approach to survival analysis and its benefits;
- Use and critically analyse methods occurring in actuarial applications, such as methods for the
construction and use of life tables.
Module Content
- Concepts of survival models,
- Right and left censored data and randomly censored data.
- Estimation procedures for lifetime distributions:
- Empirical survival functions,
- Kaplan-Meier estimates,
59
- Cox model.
- Statistical models of transfers between multiple states,
- Maximum likelihood estimators.
- Counting process models.
- Actuarial Applications:
- Life table data and expectation of life,
- Binomial model of mortality,
- The Poisson model,
- Estimation of transition intensities that depend on age,
- Graduation and testing of crude and smoothed estimates for consistency.
MATH60049 Introduction to Statistical Learning

Brief Description
This module provides an introduction to methods of statistical learning. That is, using statistical and
artificial intelligence (AI) methods to learn from data, often when the data set is large, complex or of
high dimension. We will consider both supervised and unsupervised learning. For the former we use
a training set of data to learn patterns within data and then use our knowledge of those patterns to
devise methods for predicting the outcomes of those patterns for new data. For the latter, there is
not (usually) an outcome measure, but we seek to learn about the patterns within the data set itself.
The methods in this module are of immense interest in academic and business circles and underpins
much of the modern data tech industry to achieve tasks such as suggesting movies you might like to
watch given information on those that you have watched, and from people with similar viewing
patterns, developing machine methods for identifying cancer and seeking new ways to understand
the economy. It is strongly recommended that students will have already passed the module
Statistical Modelling I, or similar.
Learning Outcomes
Appreciate the structure and likely distribution(s) of various forms of data and which kinds of
methods might be suitable for their analysis.
Understand the concept of multivariate data and situations where supervised and unsupervised
learning might be employed.
Know and deploy a variety of important statistical and AI methods, using the R language to solve
data related problems.
Understand the limitations of methods and how their application can be checked and or corrected.
60
Module Content
An indicative list of sections and topics is:Linear Models for Regression (variable selection, Lasso,
Ridge Regression); Linear methods for classification (Logistic Regression); Basis expansions
(piecewise polynomials and splines; smoothing splines, wavelets); Kernel regression (local linear and
local polynomial); Additive models and Trees (boosting); Projection pursuit regression and Neural
Networks; Support Vector Machines; Cluster Analysis and Multidimensional Scaling; Random
Forests; Data Ethics.
(Code TBC) Consumer Credit Risk Modelling

Brief Description
This module will develop the theory and practice of developing credit risk models in retail finance,
covering topics from credit scoring and application scoring. Modelling approaches such as logistic
regression, survival models, Markov chains, beta regression and hierarchical models will be applied
to devise problems including profit estimation, risk-based pricing, expected loss, value-at-risk and
loss-given default estimation. Issues around model evaluation including testing, using the ROC curve
and probability calibration are also addressed.
Learning Outcomes
- Use R to build a credit scoring model using logistic regression;
- Evaluate and interpret a credit scoring model;
- Demonstrate familiarity with the problems of selection bias and reject inference methods;
- Build dynamic models of delinquency using survival and Markov transition models and know how
to use those models for profit estimation;
- Use models to optimize expected profit for risk-based pricing;
- Identify the components of Expected Loss;
- Compute Value-at-Risk using the Vasicek model and extend to include predictor variables in asset
correlation models.
Module Content
- Introduction to retail banking and credit.
- Default modelling
- Model evaluation
- Variable selection
- Interaction terms and segmentation
- Model interpretation
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- Selection bias and reject inference.
- Probability calibration
- Survival models of default
- Roll-rate models
- Profitability models
- Risk-based pricing
- Capital requirements
- Asset correlation estimation
- Loss-given-default models
MATH60050 Research Project in Mathematics

Brief Description
The main aim of this module is to give a deep understanding of a particular area/topic by means of a
supervised project in some area of mathematics. The project may be theoretical and/or
computational and the area/topic for each student is chosen in consultation with the Department.
The project is designed to be an introduction to research work in mathematics.
Learning Outcomes
On successful completion of this module you will:
- have pursued a topic of mathematical research, beyond the scope of lectured modules, and
engaged with ideas at the frontier of present mathematical knowledge.
- have produced a written report, finished to a professional standard, containing an exposition of the
topic of your project together with an account of any new results or investigations.
- have demonstrated your ability to communicate mathematics effectively in both written and
spoken formats.
Module Content
The project will be on a topic agreed between the student and the supervisor and (where
appropriate) the Director of Studies in Mathematics. Work on th project takes place in terms 2 and
3. It will offer scope for the student to master material well beyond that offered in lectured
modules, and to reach the frontiers of research.

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Information on the Mathematics modules available to third-year students on the Joint

These notes should be read in conjunction with your undergraduate student

Updated information will be posted on the Maths Central Blackboard site.

It is our current expectation that teaching and assessment will be delivered in

Dr Christopher Hallsworth, Mathematics DUGS

Third Year Programmes

Eight MATH6 modules;

CLCC (Horizons) Information

Enrolment will take place on the Horizons Enrolment system:

Module descriptions can be found here

You are only allowed to take either

Further remarks on non-MATH6 modules

Computation of your year total

Specialist BSc degree programmes

Choice of electives is dependent on Degree programme. Students on specialist programmes

G102: Select at least 3 modules from MATH60022 - MATH60027, MATH60050.

G125: Select at least 5 modules from MATH60028 - MATH60042, MATH60050.

G1F3: Select at least 5 modules from MATH60001 - MATH60027, MATH60050.

G1G3: Select at least 5 modules from MATH60026, MATH60043 - MATH60049, MATH60050.

G1GH: Select at least 6 modules from MATH60012, MATH60013, MATH60027,

GG31: Select at least 5 modules from MATH60005, MATH60024, MATH60027,

Personal Tutors and other academic support

Graduation and progression requirements

Progression Requirements for G103 and G104:

Full progression information is available in the Programme Specifications:

MSci (G103, G104) year 4:

Module assessment and examinations

THIRD YEAR MODULE LIST

The indicated lecturers are provisional; TBC indicates 'to be confirmed'.

Column on % Exam – this indicates a written exam, unless otherwise indicated

APPLIED MATHEMATICS/MATHEMATICAL PHYSICS/NUMERICAL ANALYSIS

College Old Dept.

MATH60016 M3A6* Special Relativity and

APPLIED PDEs, NUMERICAL ANALYSIS and COMPUTATION

ALGEBRA AND DISCRETE MATHEMATICS

College Old Dept.

MATH60049 M3S20* Introduction to Statistical

PROJECT (Only Available to Final Year BSc Students)

College Old Dept.

MATH60001 Fluid Dynamics I

On successful completion of this module you will be able to

- state the underlying assumptions of the continuum hypothesis;

The module is composed of the following sections:

MATH60002 Fluid Dynamics 2

On successful completion of this module you will be able to:

- analyse lubrication-like flows in thin layers;

- determine stability criteria for various fundamental flows;

- model animal locomotion at low and high Reynolds numbers.

The module is composed of the following sections:

III – High-Reynolds-number flows; Boundary-layer theory

IV – Introduction to hydrodynamic stability

Importance of stability. Rayleigh-Taylor and Kelvin-Helmholtz instabilities. Circular flow stability

V – Swimming and Flight; Animal locomotion

MATH60003 Introduction to Geophysical Fluid Dynamics

On successful completion of this module you will be able to:

- demonstrate a deep understanding of the foundations of geophysical fluid dynamics;

- appreciate the main concepts and terminology used in the field;

The module is composed of the following sections: