MATHEMATICAL TRIPOS

2019/2020

GUIDE TO COURSES
IN PART IB

This booklet contains informal and non-technical descriptions of courses to be examined

in Part IB in 2020, as well as summaries of learning outcomes.

It is intended to supplement the more formal descriptions contained in the booklet

Schedules of Lecture Courses and Form of Examinations.

These and other Faculty documents for students taking the Mathematical Tripos are
available from http://www.maths.cam.ac.uk/undergrad/

Revised 31st July 2019

1 Introduction
Each lecture course in the Mathematical Tripos has an official syllabus or schedule that sets out formally,
and in technical terms, the material to be covered. The booklet Schedules of Lecture Courses and Form
of Examinations is the definitive reference for matters of course content and assessment, for students,
lecturers and examiners. See http://www.maths.cam.ac.uk/undergrad/course/schedules.pdf
The present booklet, by contrast, provides an informal description of each lecture course examinable in
Part IB. These descriptions are intended to be comprehensible without much prior knowledge, and to
convey something of the flavour of each course. Summaries of the learning outcomes for each course are
also included, along with suggestions for reading over the summer.
The full learning outcome for Part IB is that you should understand the material described in the formal
syllabuses given in the Schedules booklet and be able to apply it to the sorts of problems that can be
found on Tripos papers from earlier years.

2 Structure of Part IB
The structure of Part IB for 2019/20 may be summarised as follows:

• There are five courses of 24 lectures, seven courses of 16 lectures, three courses of 12 lectures, and
an additional Computational Projects course (CATAM).
• Five courses are lectured in Michaelmas Term, building on the core material in Part IA, while eight
courses are lectured in Lent Term, allowing more specialisation in preparation for Part II.

• Two of the 12-lecture courses are given in Easter Term and may be taken in either the first or
second year (Optimisation and Variational Principles).
• The examination consists of four papers, with Section I (‘short’) questions and Section II (‘long’)
questions spread as evenly as possible subject to

– each 24-lecture course having two short questions and four long questions;
– each 16-lecture course having two short questions and three long questions;
– each 12-lecture course having two short questions and two long questions;
– each course having at most one question of each type (long or short) but at least one question
of either type on each paper.

The precise distribution of questions can be found in the Schedules booklet.

• Only four short questions and six long questions may be attempted on each paper.
• Each short (Section I) question is marked out of 10 with one beta quality mark; each long (Section
II) question is marked out of 20 with one quality mark, alpha or beta; the Computational Projects
course carries 160 marks and no quality marks.

3 Changes from last year

There are important changes to courses covering the areas of analysis, topology and geometry, as well
as some adjustment to the distribution of questions across exam papers.

• A new 24-lecture course Analysis and Topology will be given in Michaelmas Term, replacing the
courses Analysis II (24 lectures, Michaelmas Term) and Metric and Topological Spaces (12 lectures,
Easter Term). The new course includes most of the material covered previously in Analysis II and
all of the material covered previously in Metric and Topological Spaces.
• The course Geometry in Lent Term has been extended from 16 to 24 lectures, with a revised schedule
concentrating on the geometry of surfaces. Some relevant topics that were covered previously in
Analysis II will now be covered in Geometry.

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 • The number of short (Section I) questions on each 24-lecture course has been reduced from three
to two. There have also been some other adjustments to the distribution of questions on papers;
see the Schedules booklet for details.

4 Choice of courses
The Faculty Board has issued the following guidance:
Part IB of the Mathematical Tripos provides a wide range of courses from which students should, in
consultation with their Directors of Studies, make a selection based on their individual interests and
preferred workload, bearing in mind that it is better to do a smaller number of courses thoroughly than
to do many courses scrappily.
So, you are certainly not expected to take all the courses in Part IB, and the informal course descriptions
below are intended to help you start thinking about your choices. It is important to choose courses that
you will find rewarding, and to be aware of the consequences of your choices for options in Part II. (The
Schedules booklet contains a table summarising the relationships between courses in Part II and those
in Part IB.)
In Part IA you were expected to follow four 24-lecture courses each term, i.e. to attend two lectures per
day for two terms (total 192 lectures). If you were comfortable with that, then this might be a sensible
target for Part IB. Many students prefer to take slightly fewer courses and learn them more thoroughly,
while other students may choose to take more. You should check the distribution of questions on the
four examination papers (given in the Schedules booklet) before making your final choices for revision.

5 Accelerated Courses
The 16-lecture courses on Complex Methods and Complex Analysis are “accelerated”, with three lectures
on Mondays, Wednesdays and Fridays for the first five (and a third!) weeks of Lent Term. This accel-
eration is intended to avoid a pile-up of example sheets and supervisions at the end of term. Similarly,
the 12-lecture course on Markov Chains is given with lectures on Tuesdays and Thursdays for the first
six weeks of Michaelmas Term.

6 Preparatory work and reading

Any mathematics that you do over the summer vacation will stand you in good stead for Part IB.
Although revision of some IA material may be useful, it will probably be more worthwhile either to
concentrate on any of the IB courses that you attended last year, or to do some preparatory reading for
other IB courses.
The books suggested below are intended to give an idea of the appropriate level and approach for each
course. They should all be in your college library, and by browsing there you may find other sources
which are just as helpful. More comprehensive reading lists are also given in the Schedules booklet.

7 Preparatory work and CATAM

It is important to start work early, over the summer, on the computational projects (CATAM). You are
very strongly encouraged to try the non-examinable project 0.1 (see the CATAM manual) which will
give you valuable practice in programming as well as in producing a coherent write-up. A model answer
for this project will be available in Michaelmas Term and comparison of this with your own write-up will
be very instructive, before having to submit write-ups for real marks.
Project work can take much longer than you first expect, and rushing to complete things at the last
moment is not a recipe for securing good marks, as well as being a major distraction from your other
work, so it is good to get ahead. If you don’t know how to program in MATLAB, then you should try
to crack this as soon as possible.

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8 Informal Description of Courses

Linear Algebra Michaelmas, 24 lectures

The first year course Vectors and Matrices includes a concrete introduction to vector spaces. Here,
vector spaces are investigated from an abstract axiomatic point of view. This has two purposes: firstly
to provide an introduction to abstract algebra in an already familiar context and secondly to provide a
foundation for the study of infinite-dimensional vector spaces which are required for advanced courses
in analysis and physics. One important application is to function spaces and differential and difference
operators. A striking result is the Cayley-Hamilton theorem which says (roughly) that any square matrix
satisfies the same equation as its eigenvalues (the characteristic equation).
The spaces studied for the first parts of the course have nothing corresponding to length or angle. These
are introduced by defining an inner product (i.e. a ‘dot’ product) on the vector space. This is generalised
to the notion of a bilinear form (‘lengths’ do not have to be positive) and even further. There are direct
applications to quantum mechanics and statistics.
The last part of the course covers the theory of bilinear and hermitian forms, and inner products on vector
spaces. An important example is the quadratic form. The discussion of orthogonality of eigenvectors
and properties of eigenvalues of Hermitian matrices has consequences in many areas of mathematics and
physics, including quantum mechanics.
There are many suitable books on linear algebra: for example Finite-dimensional Vector Spaces by
Halmos (Springer, 1974), Birkhoff and MacLane’s Algebra (Macmillan, 1979) and Strang’s Linear Algebra
(Academic Press, 1980).
Learning outcomes
By the end of this course, you should:
• understand the concepts of, and be able to prove results in the theory of, real and complex vector
spaces;
• understand the concepts of, and be able to prove results in the theory of, linear maps between and
endomorphisms of real and complex vector spaces, including the role of eigenvectors and eigenvalues
and Jordan canonical form;
• understand, and be able to prove and apply, the Cayley-Hamilton theorem;
• understand, and be able to prove results in the theory of, dual vector spaces;
• understand bilinear forms and their connection with the dual space, and be able to derive their
basic properties;
• know the theory of canonical forms for symmetric, alternating and hermitian forms, and be able
to find them in simple cases;
• understand the theory of hermitian endomorphisms of a complex inner product space, and know
and be able to apply the Gram-Schmidt orthogonalisation process.

Groups, Rings and Modules Lent, 24 lectures

This course unites a number of useful and important algebraic and geometric ideas by developing three
concepts which are fundamental in abstract algebra. Firstly there is the notion of a group which you
met in Part IA Groups and which is found in so much of mathematics, both pure and applied. The
basic concepts of group theory are recalled from the first year and then built upon, resulting in beautiful
theorems that reveal much about the structure of finite groups.
Whereas a group has only one operation, a ring is a set that is equipped with two operations: that of
addition and multiplication, such as the integers. The next third of the course develops this idea in a way
that mirrors the approach to groups, as well as considering examples such as fields and the important
case of a ring of polynomials in one, and in many, variables.

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The last part of the course defines and deals with the notion of a module, which can be described as
the immediate generalisation of a vector space where the scalars form a ring rather than a field. The
advantage of this approach is that it allows proof of general results which can then be used to unify
theorems in specific cases, as shown at the end of the course where applications to Jordan Normal Form
are given, along with a proof of the classification of finitely generated abelian groups.
For an introduction to groups, J. F. Humphreys, A course in group theory (Oxford Science Publications)
amongst others is very readable whereas B. Hartley and T. O. Hawkes, Rings, Modules and Linear Algebra
(Chapman and Hall), although somewhat dry, contains nearly all of the rings part of the course and more
than all of the material on modules.
The course also lays the foundations for most of the algebra options in Part II. In particular it is essential
for Galois Theory, and highly desirable for areas such as Number Fields and Representation Theory.
Learning outcomes
By the end of this course, you should:
• have a firm understanding of the fundamental concepts of group theory and be comfortable applying
these to groups of small order;
• know the definition of a ring, a field and an ideal, and be able to determine whether an ideal is
principal, maximal or prime;

• be able to factorise elements in specific rings, including cases where factorisation is non-unique;
• understand the concept of a module and its application to finitely generated abelian groups.

Analysis and Topology Michaelmas, 24 lectures

In the Analysis I course in Part IA, you encountered for the first time the rigorous mathematical study
of the concepts of limit, continuity and derivative, applied to functions of a single real variable. This
course extends that study in two different ways. First, it introduces the important notion of uniform
convergence, which helps to explain various problematic aspects of limiting processes for functions of
one variable. Then the fundamental ideas of analysis are extended from the real line R, first to finite-
dimensional Euclidean spaces Rn and then to still more general ‘metric spaces’ whose ‘points’ may
be objects such as functions or sets. The advantages of this more general point of view are demon-
strated using Banach’s Contraction Mapping Theorem, whose applications include a general existence
and uniqueness theorem for solutions of differential equations, and the inverse function theorem, a re-
sult of fundamental importance. The ideas of metric spaces are then used to motivate an even more
abstract approach, via the definition of topological space. The key topological ideas of connectedness
and compactness are introduced and their applications explained. In particular a fresh view emerges of
the important result (from Analysis I) that a continuous function on a closed and bounded interval is
bounded and attains its bounds.
If you wish to do some vacation reading, W.A. Sutherland’s Introduction to Metric and Topological Spaces
(OUP, 1975) provides a good introduction to analysis on more general spaces.
Learning outcomes
By the end of this course, you should:
• understand and be able to prove the basic results about convergence and the properties of contin-
uous functions in Rn ;

• understand and be able to prove the basic results about differentiability of functions from Rn to
Rm and be able to calculate derivatives in simple cases;
• understand the notion of uniform convergence of functions and appreciate its significance in the
theory of integration;

• understand the basic theory of metric spaces, be able to prove the contraction mapping theorem
and apply it to the solution of differential equations;

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 • appreciate the definitions of metric and topological spaces and be able to distinguish between
standard topological and non-topological properties;
• understand the topological notion of connectedness and its relation to path-connectedness;

• understand the topological notion of compactness, know its significance in basic analysis and be
able to apply it to identify standard quotients of topological spaces.

Geometry Lent, 24 lectures

This is a course about the geometry and topology of surfaces. It provides an introduction to the idea of
curvature, which plays a central role in modern geometry and analysis, and also in theoretical physics,
both in general relativity and in string theory.
The course starts by introducing abstract surfaces, which are topological spaces locally modelled on
the plane. These local pieces are glued together by differentiable maps, a key application of multi-
variable differentiation: the very definition of a surface thus makes concrete several ideas from Analysis &
Topology IB. The course then studies in detail the geometry of surfaces in 3-dimensional Euclidean space.
It explains how to measure length and area on such a surface in ways which are intrinsic (independent
of choices of local co-ordinates), and introduces the key idea of Gauss curvature. Picard’s theorem from
Analysis & Topology is reviewed and used to construct geodesics, which are locally length-minimizing
curves. Many explicit examples will be considered.
The last part of the course abstracts these ideas to define general Riemannian surfaces, which are
abstract surfaces equipped with a way of measuring length and curvature. The metric, geodesics and
symmetries of the hyperbolic plane are studied in detail, and constructions of closed hyperbolic surfaces
are given. The course ends with the statement of the Gauss-Bonnet theorem, a remarkable connection
between curvature (a local differential-geometric invariant) and Euler characteristic (a global topological
invariant), and an informal discussion of spaces of metrics.
An excellent book for the course is Curved Spaces by P M H Wilson (CUP). Notes on Geometry by Rees
(Springer, 1983) and Elementary Differential Geometry by Pressley (Springer, 2001) may also be useful.
Learning outcomes
By the end of this course, you should:
• understand topological, smooth and Riemannian surfaces, and orientability;

• understand and be able to compute Euler characteristic in simple cases;

• be able to compute the first and second fundamental forms of a surface embedded in 3-dimensional
space, to find the geodesics on such a surface, and compute its Gauss curvature;
• know and be fluent with the basic properties of two-dimensional hyperbolic geometry, and under-
stand how to construct hyperbolic metrics on compact surfaces of negative Euler characteristic.

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Complex Analysis Lent, 16 lectures: accelerated
This course covers about 2/3 of the material in Complex Methods, from a more rigorous point of view.
The main omissions are applications of conformal mappings to solutions of Laplace’s equations and the
theory of Fourier and Laplace transforms.
The theory of complex variable is exceptionally elegant. It is used in many branches of pure mathematics,
including number theory. It also forms one of the guiding models for the modern development of geometry.
A rigorous course not only provides a firm foundation for, and makes clear the underlying structure of,
this material but also allows a deeper appreciation of the links with material in other analysis courses
— in particular, IB Metric and Topological Spaces.
An excellent book both for the course and for preliminary reading is Hilary Priestley’s Introduction
to Complex Analysis (OUP, paperback). The books by Stewart and Tall (Complex Analysis) and by
Jameson (A First Course in Complex Functions) are also good.
Learning outcomes
By the end of this course, you should:
• understand the concept of analyticity;

• prove rigorously the main theorems in the course;

• be able to use the theory of contour integration, including the residue theorem, to evaluate integrals.

Complex Methods Lent, 16 lectures: accelerated

Complex variable theory was introduced briefly in Analysis I (for example, complex power series). Here,
the subject is developed without the full machinery of a pure analysis course. Rigorous justification of
the results used is given in the parallel course, Complex Analysis.
The course starts with the definition of analyticity and the Cauchy Riemann equations (which must be
satisfied by the real and imaginary parts of a complex function in order for it to be analytic; i.e. in order
for it to be expressible as a power series). There follows a brief discussion of conformal mapping with
applications to Laplace’s equation. Then a heuristic version of Cauchy’s theorem leads, via Cauchy’s
integral formula, to the residue calculus. This is a remarkable technique for evaluating integrals in
the complex plane, which can also be used to calculate definite integrals on the real line. It allows
the calculation of integrals which one would not have a hope of calculating R ∞ by other means, as well
as remarkably simple and elegant derivations of standard results such as −∞ exp(−x2 /2 + ikx)dx =
√ R∞
(2π) exp(−k 2 /2) and 0 (sin x)/xdx = π/2.
An important application is to Fourier (which was introduced in the Methods course) and Laplace
transform theory. The transforms are used to represent, for example, time dependent signal as a sum
(in fact, an integral unless the function is periodic) over its frequency components. This is important
because one often knows how a system responds to pure frequency signals rather than to an arbitrary
input. In many situations, the use of a transform simplifies a physical problem by reducing a partial
differential equation to an ordinary differential equation. This is a particularly important technique for
numerous branches of physics, including acoustics, optics and quantum mechanics.
For a fairly applied approach, look at chapters 6 and 7 of Mathematical Methods for Physicists by Arfken
(Academic Press, 1985). This material is also sympathetically dealt with in: Mathematical Methods in
the Physical Sciences by Boas (Wiley, 1983).
Learning outcomes
By the end of this course, you should:
• understand the concept of analyticity;
• be able to use conformal mappings to find solutions of Laplace’s equations;

• be able to use the theory of contour integration, including the residue theorem, to evaluate integrals;
• understand the theory of Fourier and Laplace transforms and apply it to the solution of ordinary
and partial differential equations.

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Methods Michaelmas, 24 lectures
This course continues the development of mathematical methods which can be applied to physical sys-
tems. The material is fundamental to nearly all areas of applied mathematics and theoretical physics.
The course introduces the important class of ordinary differential equations that are self-adjoint. The
equivalent in the complex domain, used in Quantum Mechanics, are Hermitian operators. Self-adjoint
equations have nice properties such as having real eigenvalues and orthogonal eigenfunctions, which allow
eigenfunction expansions, the prototype being Fourier series. Fourier series generalise, for non-periodic
functions,to Fourier transforms which provide a useful way of solving linear differential ordinary and
partial differential equations.
Much of the remainder of the course concentrates on second order partial differential equations: classifi-
cation into wave, diffusion and Laplace type equations; the fundamental solutions of the three different
types, solution by separation of variable which ties in with the earlier work on self-adjoint equations.
The course also introduces the famous Dirac δ, or spike, function and the Green’s function which can be
regarded as the inverse operator for a differential equation: it is used to express the solution in terms of
an integral. Many courses later, it will reappear as a basic tool in quantum field theory.
It would be particularly worthwhile to get to grips early with the major new ideas introduced here:
Fourier series/transforms; the Sturm-Liouville equations. Reasonably friendly accounts can be found
in Mathematical Methods in the Physical Sciences by Boas (Wiley, 1983); Mathematical Methods for
Physicists by Arfken (Academic Press, 1985) and Mathematical Methods for Physicists and Engineers
by Riley, Hobson and Bence (CUP, 98). It would also be very worthwhile to revise thoroughly the
Variational Principles course from the Easter term.
Learning outcomes
By the end of this course, you should:
• be able to apply the theory of Green’s functions to ordinary differential equations;
• understand the basic properties of Sturm-Liouville equations;
• be able to apply the method of separation of variables to partial differential equations;

• be able to use standard methods to solve partial differential equations.

• be able to solve wave problems using Fourier analysis and advanced/retarded coordinates.

Variational Principles Easter, 12 lectures

The techniques developed in this course are of fundamental importance throughout physics and applied
mathematics, as well as in many areas of pure and applicable mathematics.
The first part of the course considers stationary points of functions on Rn and extends the treatment in
IA Differential Equations to deal with constraints using the method of Lagrange multipliers. This allows
one to determine e.g. the stationary points of a function on a surface in R3 .
The second part of the course deals with functionals (and functional derivatives) and enables one to find
the path that minimises the distance between two points on a given surface (a geodesic), the path of
a light ray that gives the shortest travel time (satisfying Fermat’s Principle), or the minimum energy
shape of a soap film.
Many fundamental laws of physics (in Newtonian mechanics, relativity, electromagnetism or quantum
mechanics) can be expressed as variational principles in a profoundly elegant and useful way that brings
underlying symmetries to the fore.
Learning outcomes
By the end of this course, you should:
• understand the concepts of a functional, and of a functional derivative;
• be able to apply constraints to variational problems;

• appreciate the relationship between variational statements, conservation laws and symmetries in
physics.

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Quantum Mechanics Michaelmas, 16 lectures
Quantum mechanics introduces a profound new way of thinking about the physical world, formulated
using precise mathematical language. It explains phenomena beyond the reach of classical physics, such
as the duality of particles and waves, and the structure and behaviour of atoms, but quantum mechanics
is also at work all around us in our daily uses of modern technology.
This course introduces the subject from scratch and deals mainly with the quantum mechanics of a
single particle, as described by a complex-valued wavefunction obeying the Schrödinger equation. For
a quantum particle there is no definite trajectory (as determined classically from Newton’s Laws) and
information about position and momentum must instead be extracted from the wavefunction in terms
of probabilities. One consequence of this is the Heisenberg uncertainty principle.
The Schrödinger equation is first studied in simple but instructive cases in one dimension, before moving
on to three dimensions, culminating in the solution of the Hydrogen atom. The underlying mathematics
involves hermitian or self-adjoint (differential) operators whose eigenvalues give the possible outcomes
of a physical measurement. Consequently, there are significant overlaps with material in IB Methods
(and IA Vectors and Matrices or IB Linear Algebra) although the treatment in this course is essentially
self-contained.
Standard introductory textbooks are Essential Quantum Physics by Landshoff, Metherell and Rees
(CUP, 2010) and Quantum Mechanics by Rae (IOP Publishing, 2002), while The Quantum Universe by
Hey and Walters (CUP, 1987) contains readable and non-mathematical accounts with lots of pictures,
going well beyond the IB course.
Learning outcomes
By the end of this course, you should:
• understand the basic theory of quantum mechanics, including: wavefunctions, the Schrödinger
equation, observables and operators—measurements, eigenvalues, and expectation values;
• be able to solve, and interpret the solution of, the Schrödinger equation in simple cases, including:
1-dimensional potential wells and steps; the harmonic oscillator; and the hydrogen atom.

Electromagnetism Lent, 16 lectures

Maxwell’s equations of electromagnetism are among the great triumphs of nineteenth century physics.
These equations unify the electric and magnetic forces and provide an explanation for many natural
phenomena, including the existence of light itself. The equations also hold the seed of the theory of
special relativity. This course gives the first opportunity in the Tripos to study a modern physical field
theory.
After a brief discussion of electric and magnetic forces, Maxwell’s equations are introduced. A key idea
is the use of potentials to represent the electric and magnetic fields and it is shown how Maxwell’s
equations imply the existence of such potential functions. The equations are solved in special cases
of physical interest. First, time independent situations are covered: for example, point charges, bar
magnets, currents in wires. Next, time varying situations are investigated: for example, induction. It
is also shown how Maxwell’s equations have wave-like solutions which we identify as light. The course
ends with a discussion of special relativity in the context of electromagnetism. When viewed through
the lens of relativity, the Maxwell equations become remarkably simple.
The course relies heavily on vector calculus. The latter part of the course also uses the theory of
tensors from Part IA Vector Calculus and special relativity from Part IA Dynamics and Relativity.
Electromagnetism is important for all of the theoretical physics courses in Part II, and is particularly
relevant to General Relativity through its use of 4-vectors and tensors.
Learning outcomes
By the end of this course, you should:
• understand the physical significance of and be able to manipulate Maxwell’s equations (including
deriving the integral forms);

• solve simple problems in electrostatics including calculation of electrostatic energy, capacity and
force;

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 • derive, and apply to simple situations, the Biot-Savart law;
• use Gauss’s law and Ampère’s law to calculate electric and magnetic fields in symmetrical situations;
• calculate forces using the Lorentz force;

• derive and apply Faraday’s law of induction to simple circuits;

• solve Maxwell’s equations to obtain plane waves.

Fluid Dynamics Lent, 16 lectures

Fluid dynamics investigates the motion of liquids and gases, such as the motion that enables aircraft to fly.
Newton’s laws of motion apply – acceleration equals force per unit mass – but a subtlety arises because
acceleration means the rate of change of velocity of a fluid particle. It does not mean the rate of change
of the fluid velocity at a fixed point in space. A special mathematical operator, the material derivative,
expresses the required rate of change using vector calculus. The forces entering Newton’s laws can be
external, such as gravity, or internal, arising from pressure or from viscosity (internal friction). When the
viscosity is small enough to be negligible, the motion is often irrotational as well as incompressible: both
the curl and divergence of velocity field vanish. In this situation, the fluid velocity can be described by a
potential, and standard potential theory applies, including in some cases solutions of Laplace’s equation.
The topics studied include jets, bubbles, waves, vortices, flow around aircraft wings, and flow in weather
systems. Suitable introductory reading material can be found in Worster’s Understanding Fluid Flow
(CUP) or in Acheson’s Elementary Fluid Dynamics (Oxford). For background motivation, see also the
visionary discussion in the Feynman Lectures on Physics, last two chapters of Volume II (Addison-
Wesley).
Learning outcomes
By the end of this course, you should:
• understand the basic principles governing the dynamics of parallel viscous flows and flows in which
viscosity in negligible;
• be able to derive and deduce the consequences of the equation of conservation of mass;
• be able solve kinematic problems such as finding particle paths and streamlines;
• be able to apply Bernoulli’s theorem and the momentum integral to simple problems including
river flows;
• understand the concept of vorticity and the conditions in which it may be assumed to be zero;
• calculate velocity fields and forces on bodies for simple steady and unsteady flows derived from
potentials;

• understand the theory of interfacial waves and be able to use it to investigate, for example, standing
waves in a container;
• understand fundamental ideas relating to flows in rotating frames of reference, particularly geostro-
phy.

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Numerical Analysis Lent, 16 lectures
An important aspect of the application of mathematics to problems in the real world is the ability to
compute answers as accurately as possible subject to the errors inherent in the data presented and the
limits on the accuracy of calculation. Numerical analysis is the branch of mathematics studying such
computations.
The course commences from approximation theory, focusing on the approximation of functions and data
by polynomials, continues with the numerical solution of ordinary differential equations and concludes
with the solution of linear algebraic systems. Although computational algorithms form a central part of
the course, so do mathematical theories underlying them and investigating their behaviour: computation
and approximation at their best should be done with proper mathematical justification.
An Introduction to Numerical Analysis by Suli & Mayers (CUP, 2003) and Interpolation and Approxi-
mation by Davis (Dover, 1975) are two excellent introductory texts.
Learning outcomes
By the end of this course, you should:
• understand the role of algorithms in numerical analysis;

• understand the role and basic theory (including orthogonal polynomials and the Peano kernel
theorem) of polynomial approximation;
• understand multistep and Runge–Kutta methods for ordinary differential equations and the con-
cepts of convergence, order and stability;
• understand the theory of algorithms such as LU and QR factorisation, and be able to apply them,
for example to least squares calculations.

Statistics Lent, 16 lectures

Statistics is the study of what can be learnt from data. We regard our data as realisations of random
variables, and consider models for the (joint) distribution of these random variables. In this course, we
focus entirely on parametric models, where the class of distributions considered can be indexed by a
finite-dimensional parameter. As a simple example, the family of normal distributions can be indexed by
a two-dimensional parameter, representing the mean and variance. Nonparametric models are treated
in more advanced courses.
Our aim is to make inference about the unknown parameter by, for example, providing a point estimate,
a confidence interval or conducting a hypothesis test. Building on Part IA Probability, this course will
present basic techniques of inference, together with their theoretical justification. The final chapter will
cover the ubiquitous linear model, with its elegant theory of orthogonal projection and application of
results from linear algebra.
The most appropriate book for the course is Statistical inference by Casella and Berger (Duxbury, 2001).
Learning outcomes
By the end of this course, you should:
• understand the basic concepts involved in point estimation, the construction of confidence intervals
and Bayesian inference;
• understand and be able to apply the ideas of hypothesis testing, including the Neyman–Pearson
lemma, and generalised likelihood ratio tests, including applications to goodness of fit tests and
contingency tables.
• understand and be able to apply the theory of the linear model, including examples of linear
regression and one-way analysis of variance.

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Markov Chains Michaelmas, 12 lectures
A Markov process is a random process for which the future (the next step) depends only on the present
state; it has no memory of how the present state was reached. A typical example is a random walk (in
two dimensions, the drunkard’s walk).
The course is concerned with Markov chains in discrete time, including periodicity and recurrence. For
example, a random walk on a lattice of integers returns to the initial position with probability one in one
or two dimensions, but in three or more dimensions the probability of recurrence in zero. Some Markov
chains settle down to an equilibrium state and these are the next topic in the course.
The material in this course will be essential if you plan to take any of the applicable courses in Part II.
Further introductory material and notes on the course are available via the webpage “Study in DPMMS”.
Learning outcomes
By the end of this course, you should:
• understand the notion of a discrete-time Markov chain and be familiar with both the finite state-
space case and some simple infinite state-space cases, such as random walks and birth-and-death
chains;
• know how to compute for simple examples the n-step transition probabilities, hitting probabilities,
expected hitting times and invariant distribution;
• understand the notions of recurrence and transience, and the stronger notion of positive recurrence;
• understand the notion of time-reversibility and the role of the detailed balance equations;
• know under what conditions a Markov chain will converge to equilibrium in long time;

• be able to calculate the long-run proportion of time spent in a given state.

Optimisation Easter, 12 lectures

A typical problem in optimisation is to find the cheapest way of supplying a set of supermarkets from a
set of warehouses: in more general terms, the problem is to find the minimum (or maximum) value of a
quantity when the variables are subject to certain constraints. Many real-world problems are of this type
and the theory discussed in the course are practically extremely important as well as being interesting
applications of ideas introduced earlier in Numbers and Sets and in Vectors and Matrices.
The theory of Lagrange multipliers, linear programming and network analysis is developed. Topics
covered include the simplex algorithm, the theory of two-person games and some algorithms particularly
well suited to solving the problem of minimising the cost of flow through a network.
Whittle’s Optimisation under Constraints (Wiley, 1971) gives a good idea of the scope and range of the
subject but is a little advanced mathematically; Luenberger’s Introduction to Linear and and Non-linear
Programming (Addison-Wesley, 1973) is at the right level but provides less motivation.
Learning outcomes
By the end of this course, you should:
• understand the nature and importance of convex optimisation;
• be able to apply Lagrangian methods to solve problems involving constraints;
• be able to solve problems in linear programming by methods including the simplex algorithm and
duality;

• be able to solve network problems by methods using, for example, the Ford–Fulkerson algorithm
and min-cut max-flow theorems.

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Computational Projects (CATAM)
This course consists mainly of practical computational projects carried out and written up for submission
a week after the beginning of the Lent and Easter terms. For full credit, you do four projects. The first
two are prescribed and are submitted in the Lent term. The remaining two are chosen from a list of
projects and are submitted in the Easter term. There is also a non-examinable project that allows you
to practice programming and writing up results, with a model answer provided in Michaelmas Term for
comparison with your own answer.
The emphasis in the projects is on understanding the mathematical problems being modelled rather
than on the details of computer programming. Some students find the projects rather time consuming,
especially those who are not used to programming. The CATAM manual will be available over the
summer and it would be extremely helpful for you to start as early as possible on the non-examinable
project or the first two examinable projects.
The amount of credit available for the Computational Projects course in Part IB is 160 marks (and no
quality marks), which is additional to the marks gained on examination papers. Approximately 99% of
Part IB students submitted projects (not necessarily complete) in 2018.
Learning outcomes
By the end of this course, you should:
• be able to programme using a traditional programming language;
• understand the limitations of computers in relation to solving mathematical problems;
• be able to use a computer to solve problems in both pure and applied mathematics involving, for
example, solution of ordinary differential equations and manipulation of matrices.

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