The following notes relate to the tables on optional modules for Year 3 as below:

All M3 modules are equally weighted and worth 8 ECTS points unless otherwise specified

Column on % Exam – this indicates a standard closed-book 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.

The groupings of modules below have been organised to indicate some natural affinities and connections.

APPLIED MATHEMATICS/MATHEMATICAL PHYSICS/NUMERICAL ANALYSIS

College Dept.
Module Module Module Titles Terms Lecturer % exam % CW
Code Code
MATH95004 M2AM Non-linear Waves 2 Professor J. Carrillo 90 10
FLUIDS
MATH96002 M3A2* Fluid Dynamics 1 1 Professor A. Ruban 90 10
MATH96001 M3A10* Fluid Dynamics 2 2 Professor J. Mestel 90 10
MATHEMATICAL METHODS
MATH96020 M3M7* Asymptotic Analysis 1 Dr O. Schnitzer 90 10
Methods of Mathematical
MATH96019 M3M6* 2 Dr S. Olver 90 10
Physics
DYNAMICS
MATH96043 M3PA48* Dynamics of Games 1 Dr T. Clark 40 (Oral) 60
MATH96040 M3PA23* Dynamical Systems 1 Professor J. Lamb 90 10
MATH96041 M3PA24* Bifurcation Theory 2 Professor D. Turaev 90 10
MATH96039 M3PA16* Geometric Mechanics 2 Professor D. Holm 90 10
MATH96065 M3A53* Classical Dynamics 1 Dr C. Ford 90 10
FINANCE
Mathematical Finance: An
MATH96014 M3F22* 1 Dr P. Siorpaes 90 10
Introduction to Option Pricing

BIOLOGY
MATH96006 M3A49* Mathematical Biology 1 Dr P. Thomas 90 10

MATH96007 M3A50* Methods for Data Science 1 Professor M. Barahona 0 100

MATHEMATICAL PHYSICS
M3A4* Mathematical Physics 1: 1 Dr E-M Graefe 90 10
MATH96005 Quantum Mechanics
Special Relativity and
M3A6* 1 Dr G. Pruessner 90 10
MATH96009 Electromagnetism
Tensor Calculus and General
M3A7* 2 Dr C. Ford 90 10
MATH96010 Relativity

M3A29* Theory of Complex Systems 2 Dr T. Bertrand 0 100

MATH96004
MATH96008 M3A52* Quantum Mechanics II 2 Dr R. Barnett 90 10

6
 APPLIED PDEs, NUMERICAL ANALYSIS and COMPUTATION
Introduction to Partial
M3M3* 1 Dr M. Coti-Zelati 90 10
MATH96018 Differential Equations
Function Spaces and
M3M11* 1 Professor P. Degond 90 10
MATH96016 Applications
Advanced Topics in Partial
M3M12* 2 Professor P. Degond 90 10
MATH96017 Differential equations
Finite Elements: Numerical
M3A47* 2 Dr C. Cotter & Dr D. Ham 50 50
MATH96063 Analysis and Implementation
Numerical Solution of
MATH96022 M3N7* Ordinary Differential 1 Dr I. Shevchenko 0 100
Equations
Computational Linear
M3N9* 1 Dr C. Cotter 0 100
MATH96023 Algebra
Computational Partial
M3N10* 2 Dr S. Mughal 0 100
MATH96021 Differential Equations
MATH96055 M3SC* Scientific Computation 2 Dr P. Ray 0 100

PURE MATHEMATICS

College Dept.
Module Module Module Titles Terms Lecturer % exam % CW
Code Code
MATH95008 M2PM5 Metric Spaces and Topology 2 Professor A. Skorobogatov 90 10
Not for Pure Mathematics Study
N/A Credit Group 1+2 Various - -
ANALYSIS
MATH96036 M3P6* Probability 2 Professor B. Zegarlinski 90 10
MATH96037 M3P7* Functional Analysis 1 Professor B. Zegarlinski 90 10
Fourier Analysis and Theory
M3P18* 2 Dr C. Kauffman 90 10
MATH96030 of Distributions
MATH96031 M3P19* Measure and Integration 1 Professor X-M. Li 90 10
MATH96062 M3P70* Markov Processes 2 Professor X-M. Li 90 10
GEOMETRY
Geometry of Curves and
M3P5* 1 Professor T. Coates 90 10
MATH96034 Surfaces
Geometry 1: Algebraic
M3P20* 1 Dr M. Zordan 90 10
MATH96032 Curves
Geometry 2: Algebraic
M3P21* 2 Dr T. Ducat 90 10
MATH96033 Topology
ALGEBRA AND DISCRETE MATHEMATICS
MATH96038 M3P8* Algebra 3 1 Dr D. Helm 90 10
MATH96024 M3P10* Group Theory 1 Professor A. Ivanov 90 10
MATH96025 M3P11* Galois Theory 2 Professor A Corti 90 10
Group Representation
M3P12* 2 Dr T. Schedler 90 10
MATH96026 Theory
Dr Z. Ghadernezhad +
M3P65* Mathematical Logic 1 90 10
MATH96057 Professor D. Evans

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MATH96066 M3P80* Graph Theory 2 Dr J. Britnell 90 10
NUMBER THEORY
MATH96027 M3P14* Number Theory 1 Professor T. Gee 90 10
MATH96028 M3P15* Algebraic Number Theory 2 Dr M. Tamiozzo 90 10

STATISTICS

College Dept.
Module Module Module Titles Terms Lecturer % exam % CW
Code Code
MATH95012 M2S2 Statistical Modelling 1 2 TBC 90 10
MATH96046 M3S1* Statistical Theory 2 Dr A. Abu-Khazneh 90 10
MATH96051 M3S2* Statistical Modelling 2 2 Dr C. Hallsworth 75 25
MATH96052 M3S4* Applied Probability 1 Professor A. Veraart 90 10
MATH96053 M3S8* Time Series 1 Dr E. Cohen 90 10
MATH96054 M3S9* Stochastic Simulation 1 Professor E. McCoy 75 25
Survival Models and
M3S14* 2 TBC 90 10
MATH96048 Actuarial Applications
Credit Scoring or New
M3SXX* 2 TBC ** **
Module

PROJECT (Available Only to Final Year BSc Students)

College Dept.
Module Module Module Titles Terms Lecturer % exam % CW
Code Code
Research Project in
MATH96045 M3R 2+3 Dr J. Britnell 0 100
Mathematics

OTHER MATHEMATICAL OPTIONS

College
Module
Module Module Titles Terms Lecturer % exam % CW
Codes
Code
Professor E.J. McCoy, Dr
MATH96056 M3T Communicating Mathematics 2+3 0 100
L.V. White
Mathematics of Business &
MATH96011 M3B 1 Dr P. Sozou 90 10
Economics
High Performance
MATH96012 M3C 1 Dr P. Ray 0 100
Computing

THIRD YEAR MATHEMATICS SYLLABUSES

Most modules running in 2019-2020 will also be available in 2020-2021, although there can be no absolute
guarantees.

APPLIED MATHEMATICS/MATHEMATICAL PHYSICS/NUMERICAL ANALYSIS

M2AM NON-LINEAR WAVES

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This module considers the dynamics of a continuous medium or fluid. One dimensional flows and waves are
considered in detail to model gas dynamics and water waves as well as models of traffic flow. Shock formation
and propagation in single or two by two systems of conservation laws are developed and solutions constructed
for different problems. The course concludes with the theory of water waves including progressing and standing
waves.

The continuum hypothesis and fluid particles.

Eulerian and Lagrangian descriptions of ID fluid motion.
Fluid acceleration, material derivative.
Simple problems in finding position, given velocity and vice versa.
Conservation of mass, equation of continuity.
Pressure and gravitational forces.
Conservation of momentum – Euler’s equation.
Non-linear solutions leading to kinematic wave equation and general implicit solution.
Wave steepening. The Burgers equation.
Method of characteristics.
Shocks and weak solutions: Rankine-Hugoniot conditions, shock evolution equation.
Ideal gas dynamics: linear and non-linear problems leading to same equations as above.
Application to traffic flow (or something similar).
Application to physiological flows, river flows and hydraulic jumps – all leading to similar equations to those
already studied.
Shallow water waves, systems of hyperbolic PDEs, Riemann invariants.
Dam break problems. Advancing and receding piston problems.
The equations of water waves.
Gravity-capillary water waves.
Dispersion relations, wave-packets, group velocity. Standing waves, travelling waves and particle paths.

FLUIDS

M3A2* FLUID DYNAMICS 1

This module is an introduction to the Fluid Dynamics. It will be followed by Fluid Dynamics 2 in Term 2.

Fluid Dynamics deals with the motion of liquids and gases. Being a subdivision of Continuum Mechanics the fluid
dynamics does not deal with individual molecules. Instead an ‘averaged’ motion of the medium is of interest.
Fluid dynamics is aimed at predicting the velocity, pressure and temperature fields in flows past rigid bodies. A
theoretician achieves this goal by solving the governing Navier-Stokes equations. In this module a derivation of
the Navier-Stokes equations will be presented, followed by description of various techniques to simplify and solve
the equation with the purpose of describing the motion of fluids at different conditions.

Aims of this module:

To introduce students to fundamental concepts and notions used in fluid dynamics. To demonstrate how the
governing equations of fluid motion are deduced, paying attention to the restriction on their applicability to real
flows. Then a class of exact solutions to the Navier-Stokes equations will be presented. This will follow by a
discussion of possible simplifications of the Navier-Stokes equations. The main attention will be a wide class of
flows that may be treated as Inviscid. To this category belong, for example, aerodynamic flows. Students will be
introduced to theoretical methods to calculate inviscid flows past aerofoils and other aerodynamic bodies. They
will be shown how the lift force produced by an aircraft wing may be calculated.

Content:
Introduction: The continuum hypothesis. Knudsen number. The notion of fluid particle. Kinematics of the flow
field. Lagrangian and Eulerian variables. Streamlines and pathlines. Vorticity and circulation. The continuity
equation. Streamfunction and calculation of the mass flux in 2D flows.
Governing Equations: First Helmholtz’s theorem. Constitutive equation. The Navier-Stokes equations.
Exact Solutions of the Navier-Stokes Equations: Couette and Poiseuille flows. The flow between two coaxial
cylinders. The flow above 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

9
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.

M3A10* FLUID DYNAMICS 2

Prerequisites: Fluid Dynamics 2 is a continuation of the module Fluid Dynamics 1 given in Term 1.

In Fluid Dynamics 1 the main attention was with exact solutions of the Navier-Stokes equations governing
viscous fluid motion. The exact solutions are only possible in a limited number of situations when the shape of
the body is rather simple. A traditional way of dealing with more realistic shapes (like aircraft wings) is to seek
possible simplifications in the Navier-Stokes formulation. We shall start with the case when the internal viscosity
of the fluid is very large, and the Navier-Stokes equations may be substituted by the Stokes equations. The latter
are linear and allow for simple solutions in various situations. Then we shall consider the opposite limit of very
small viscosity, which is characteristic, for example, of aerodynamic flows. In this cast the analysis of the flow
past a rigid body (say, an aircraft wing) requires Prandtl’s boundary-layer equations to be solved. These
equations are parabolic, and in many situations may be reduced to ordinary differential equations. Solving the
Prandtl equations allows us to calculate the viscous drag experienced by the bodies. The final part of the module
will be devoted to the theory of separation of the boundary layer, known as Triple-Deck theory.

Aims of the module:

To introduce the students to various aspects of Viscous Fluid Dynamics, and to demonstrate the power (and
beauty) of modern mathematical methods employed when analysing fluid flows. This includes the Method of
Matched Asymptotic Expansions, which was put forward by Prandtl for the purpose of mathematical description
of flows with small viscosity. Now this method is used in all branches of applied mathematics.

Content:
Dynamic and Geometric Similarity of fluid flows. Reynolds Number and Strouhal Number.
Fluid Flows at Low Values of The Reynolds Number: Stokes equations. Stokes flow past a sphere. Stokes flow
past a circular cylinder. Stokes paradox.
Large Reynolds Number Flows: the notion of singular perturbations. Method of matched asymptotic expansions.
Prandtl’s boundary-layer equations. Prandtl’s hierarchical concept. Displacement thickness of the boundary
layer and its influence on the flow outside the boundary layer.
Self-Similar Solutions of the Boundary-Layer Equations: Blasius solution for the boundary layer on a flat plate
surface. Falkner-Skan solutions for the flow past a wedge. Schlichting’s jet solution. Tollmien’s far field solution.
Viscous drag of a body. Shear layers. Prandtl transposition theorem.
Triple-Deck Theory: The notion of boundary-layer separation. Formulation of the triple-deck equations for a flow
past a corner. Solution of the linearised problem (small corner angle case).

MATHEMATICAL METHODS

M3M7* ASYMPTOTIC ANALYSIS

The module is composed of the following sections:

Asymptotic approximation: fundamentals

Conventional converging series, divergent series and asymptotic series; asymptotic expansions.

Asymptotic representation 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.

Matched asymptotic expansions

Regular and singular asymptotic expansions. Inner and outer expansions, overlapping region and the matching
principle, notions of 'boundary layer' and interior layer. Composite approximation.

Method of multiple scales

10
Secular terms, non-uniformity and solvability condition. Poincare-Lindstedt method for periodic solutions. Method
of strained coordinates. Multiscale method for quasi-periodic solutions. Method of averaging. Applications to
nonlinear systems.

WKB Method
WKB solution. Turning-point problem and analysis of transition layers. Two-turning-point problem and
quantisation. (Ray tracing, caustics.)

M3M6* APPLIED COMPLEX ANALYSIS (Formerly: Methods of mathematical physics)

The aim of this module is to learn tools and techniques from complex analysis and orthogonal polynomials that
are used in mathematical physics. The course will focus on mathematical techniques, though will
discuss relevant physical applications, such as electrostatic potential theory. The course also incorporates
computational techniques in the lectures.

Prerequisites: Complex analysis.

Topics:

Revision of complex analysis: Complex integration, Cauchy’s theorem and residue calculus [Revision]
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
Singularities of differential equations: analyticity of solutions, regular singular points, Hypergeometric
functions

DYNAMICS

M3PA48* DYNAMICS OF GAMES

Recently there has been quite a lot of interest in modeling learning through studying the dynamics of games. The
settings to which these models may be applied is wide-ranging, from ecology and sociology to business, as
actively pursued by companies like Google. Examples include

(i) optimization of strategies of populations in ecology and biology

(ii) strategies of people in a competitive environment, like online auctions or (financial) markets.
(iii) learning models used by technology companies
This module is aimed at discussing a number of dynamical models in which learning evolves over time, and
which have a game theoretic background. The module will take a dynamical systems perspective.Topics will
include replicator dynamics and best response dynamics.

M3PA23* DYNAMICAL SYSTEMS

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 finance, physics, biology and social

11
sciences. This course provides a rigorous treatment of the foundations of discrete-time dynamical systems,
which includes the following subjects:

- Periodic orbits
- Topological and symbolic dynamics
- Chaos theory
- Invariant manifolds
- Statistical properties of dynamical systems

M3PA24* BIFURCATION THEORY

This module serves as an introduction to bifurcation theory, concerning the study of how the behaviour of
dynamical systems (ODEs, maps) changes when parameters are varied.

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.

M3PA16* GEOMETRIC MECHANICS

Newton, Euler, Lagrange, Hamilton, Lie, Poincaré, Noether, Cartan, Hilbert, Einstein and Arnold all dealt with the
shared geometric properties of optics and mechanics. In their hands, Fermat’s principle, that light rays follow
geodesics determined from a variational principle, was developed into geometric mechanics, which applies to the
dynamics of both particles and fields. Geometric mechanics applies even in infinite dimensions, e.g., for fluid
dynamics, electromagnetism, plasma physics, quantum mechanics and general relativity.

One mathematical concept formulates the problem statements in all of these areas of science. That concept --
the action of Lie groups on manifolds -- unifies them all. In particular, this concept formulates a framework for
analysis of the dynamical properties of solutions in any of these areas. The key elements of the framework are
variational principles on tangent spaces of manifolds (Fermat) with Lie-group symmetries (Lie) leading to
momentum maps (Lie/ Poincaré/ Noether/ Cartan), which reduce the description on the Hamiltonian side from
cotangent spaces of manifolds (phase spaces) to the dual spaces of the Lie algebras of the Lie symmetry groups
of the variational principle (Fermat).

The module will explicitly illustrate the following concepts of geometric mechanics:

• Definitions and properties of Manifolds, Tangent spaces, Lie group actions on themselves and other
manifolds, Lie algebras, the Adjoint and co-Adjoint actions of Lie groups on their Lie algebras and their
dual Lie algebras. Illustrated in finite dimensions for SU(2) with Hamilton’s quaternions.
• Reduction by symmetry of variational principles, Noether’s theorem, Momentum maps, Euler-Poincaré
equations, Legendre transforming to the Hamiltonian side, Lie-Poisson brackets. Illustrated with three
primary examples in classical mechanics: (1) motion on the sphere, (2) the rigid body and (3) pairs of n :
m resonant oscillators.
• Calculus of differential forms, pull-backs of smooth invertible maps, Lie derivatives, variational and
Hamiltonian formulations. Illustrated by deriving ideal fluid dynamics as Euler-Poincaré & Lie-Poisson
equations for geodesic coadjoint motion on the smooth invertible maps (diffeomorphisms, Arnold).

The class is meant to be an ideal environment for developing projects for masters and PhD projects in a wide
variety of scientific fields.

12
Lectures will be given from the previous year’s notes and the textbook, Geometric Mechanics I: Dynamics and
Symmetry, by DD Holm, World Scientific: Imperial College Press, Singapore, 2nd edition (2011) ISBN 978-1-
84816-195-5.

The previous year’s notes are at http://www.ma.ic.ac.uk/~dholm/

M3A53* CLASSICAL DYNAMICS

Learning outcomes:

To understand how to reformulate Newton's laws through variational principles.

Ability to construct Lagrangians or Hamiltonians for dynamics problems in any coordinate system.
To be able to solve the equations of motion for a wide variety of problems in dynamics (numerous examples will
be presented in the teaching sessions and non-assessed problem sheets).
To understand how to identify and exploit constant of the motion in solving dynamics problems.
On completing this module students should be in a position to apply Lagrangian and Hamiltonian methods to a
variety of fields (e.g. Statistical Mechanics, Quantum Mechanics and Geometric Mechanics).

Syllabus:
Calculus of Variations: The Euler-Lagrange equation as a stationarity condition, Beltrami identity.
Lagrangian Mechanics: Review of Newtonian 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).
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.

FINANCE

M3F22* MATHEMATICAL FINANCE: AN INTRODUCTION TO OPTION PRICING

Prerequisites: Linear Algebra (M1GLA and M1P2), Multivariable Calculus (M2AA2), Real Analysis (M2PM1) and
Probability and Statistics 2 (M2S1).

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.

We will cover and apply purely mathematical concepts -such as conditional expectation, linear programming,
martingales and change of measure, Markov processes- and financial concepts such as self-financing portfolios,
non-anticipative strategies, arbitrage, replication and super-hedging, arbitrage-free pricing, risk-neutral
probability, complete markets, and the fundamental theorems of asset pricing.

BIOLOGY

M3A49* MATHEMATICAL BIOLOGY

13
The aim of the module is to describe the use of deterministic and stochastic models to understand biological
phenomena. Applications to biological systems are considered in the contexts of population dynamics,
epidemiology, cell biology and biochemical reaction kinetics.

The syllabus includes:

Nonlinear Dynamics of Biological Populations

* Flows and Bifurcations in Population Dynamics
* Biochemical Reactions (Gene Regulatory Networks and Enzyme Kinetics)
Dynamics of Spatially Extended Systems
* Travelling waves and front propagation (Fisher’s Equation)
* Reaction-Diffusion: Turing mechanism for pattern formation
Effects of Stochasticity in Biological Systems
* Stochastic Simulation and Master Equation
* Noise-induced transitions: Extinction, Switching and Oscillations

Literature:
Strogatz, Steven H. Nonlinear Dynamics and Chaos. CRC Press, 2014.
Murray, James D. Mathematical Biology. Springer-Verlag, New York. 2002.
Bressloff, Paul C. Stochastic Processes in Cell Biology. Springer, New York. 2014

M3A50* METHODS FOR DATA SCIENCE

This course is in two halves: machine learning and complex networks. We will begin with an introduction to the R
language and to visualisation and exploratory data analysis. We will describe the mathematical challenges and
ideas in learning from data. We will introduce unsupervised and supervised learning through theory and through
application of commonly used methods (such as principle components analysis, k-nearest neighbours, support
vector machines and others). Moving to complex networks, we will introduce key concepts of graph theory and
discuss model graphs used to describe social and biological phenomena (including Erdos-Renyi graphs, small-
world and scale-free networks). We will define basic metrics to characterise data-derived networks, and illustrate
how networks can be a useful way to interpret data.

MATHEMATICAL PHYSICS

M3A4* QUANTUM MECHANICS I

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 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 even geometry. However, most of
the concepts are basic, and little background knowledge is required before we can put them to practical use.

Core topics: Hamiltonian dynamics; Schrödinger equation and wave functions; stationary states of one-
dimensional systems; mathematical foundations of quantum mechanics; quantum dynamics; angular momentum

Additional optional topics may include: Approximation techniques; explicitly time-dependent systems; geometric
phases; numerical techniques; many-particle systems; cold atoms; entanglement and quantum information.

14
M3A6* SPECIAL RELATIVITY AND ELECTROMAGNETISM

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.

At the beginning of special relativity stands an experimental observation and thus the insight that all physical
theories ought to be invariant under Lorentz transformations. Casting this in the language of Lagrangian
mechanics induces a new description of the world around us. After some mathematical work, but also by
interpreting the newly derived objects, Maxwell’s equations follow, which are truly fundamental to all our every-
day interaction with the world. In particular, Maxwell’s equations can be used to characterise the behaviour of
charges in electromagnetic fields, which is rich and beautiful.

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.

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.

M3A7* TENSOR CALCULUS AND GENERAL RELATIVITY

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.

Syllabus: Tensor calculus including Riemannian geometry; principle of equivalence for gravitational fields;
Einstein’s field equations and the Newtonian approximation; Schwarzschild’s solution for static spherically
symmetric systems; the observational tests; significance of the Schwarzschild radius; black holes; cosmological
models and ‘big bang’ origin of the universe. Variational principles.

M3A29* THEORY OF COMPLEX SYSTEMS

Objective: To become familiar with the subject matter of Complexity Sciences, its methodology and mathematical
tools.

Prerequisites: Curiosity and an interest in being able to understand the complex world surrounding us. Standard
undergraduate mathematics (such as calculus, linear algebra). Some familiarity with computing (e.g. matlab or
other programming language). A little familiarity with statistical mechanics may be helpful.

This module will provide the basic foundation in terms of concepts and mathematical methodology needed to
analyse and model complex systems.

1) Simple functional integration: to discuss the emergent vortex solutions in terms extremal configurations for the
partition integral of the 2D XY model.
2) Record statistics and record dynamics: to discuss the statistics of intermittent slowly decelerating dynamics as
observed in models of evolution and many other complex systems. Relations to extreme value statistics.
3) Branching processes: to present a mean field discussion of avalanche dynamics in models of complex
systems such as the sand pile, forest fires and more recent models of fusions of banks.
4) The Kuramoto transition to synchronisation as an example of collective cooperative dynamical behaviour of
potential relevance to brain dynamics.
5) Intermittency in low (non-linear maps) and high dimensional systems (e.g. Tangled Nature model) and relation
to renormalisation theory (low dim.) and mean field stability analysis (high dim).

15
M3A52* QUANTUM MECHANICS II

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. 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 even geometry. However, most of the concepts are basic, and little
background knowledge is required before we can put them to practical use.
This module is intended to be a second course in quantum mechanics and will build on topics covered in
Quantum Mechanics I.
Core topics: Quantum mechanics in three spatial dimensions, the Heisenberg picture, perturbation theory,
addition of spin, adiabatic processes and the geometric phase, Floquet-Bloch theory, second quantization and
introduction to many-particle systems, Fermi and Bose statistics, quantum magnetism. Additional topics may
include WKB theory and the Feynman path integral.

APPLIED PDEs, NUMERICAL METHODS and COMPUTATION

M3M3* INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS

1. Basic concepts: PDEs, linearity, superposition principle. Boundary and Initial value problems.
2. Gauss Theorem: gradient, divergence and rotational. Main actors: continuity, heat or diffusion, Poisson-
Laplace, and the wave equations.
3. Linear and Quasilinear first order PDEs in two independent variables. Well-posedness for the Cauchy
problem. The linear transport equation. Upwinding scheme for the discretization of the advection equation.
4. A brief introduction to conservation laws: The traffic equation and the Burgers equation. Singularities.
5. Derivation of the heat equation. The boundary value problem: separation of variables. Fourier Series.
Explicit Euler scheme for the 1d heat equation: stability.
6. The Cauchy problem for the heat equation: Poisson’s Formula. Uniqueness by maximum principle.
7. The ID wave equation. D’Alembert Formula. The boundary value problem by Fourier Series. Explicit finite
difference scheme for the 1d wave equation: stability.
8. 2D and 3D waves. Causality and Energy conservation: Huygens principle.
9. Green’s functions: Newtonian potentials. Dirichlet and Neumann problems.
10. Harmonic functions. Uniqueness: mean property and maximum principles.

M3M11* FUNCTION SPACES AND APPLICATIONS

The purpose of this course is to introduce the basic function spaces and to train the student into 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. The course is
designed as a stand-alone course. No background in topology or measure theory is needed as these concepts
will be reviewed at the beginning of the course.

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, compactness and Hilbert
spaces. The concepts of Distributions, compact operators 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) Elements of metric topology

16
2) Elements of Lebesgue’s integration theory.

3) Normed vector spaces. Banach spaces. Continuous linear maps. Dual of a Banach space. Examples of
function spaces: continuously differentiable function spaces and Lebesgue spaces. Hölder and Minkowski’s
inequalities. Support of a function; Convolution. Young’s inequality for the convolution. Mollifiers. Approximation
of continuous or Lebesgue integrable functions by infinitely differentiable functions with compact support.

4) Hilbert spaces. The projection theorem. The Riesz representation theorem. The Lax-Milgram theorem. Hilbert
bases and Parseval’s identity. Application to Fourier series.

M3M12* ADVANCED TOPICS IN PARTIAL DIFFERENTIAL EQUATIONS

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.

The course consists of three parts. The first part (divided in two chapters) develops further tools needed for the
study of boundary value problem, 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 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. Convolution.
Convergence of distributions.

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. The maximum principle. Regularity (stated without proofs). Classical examples:
elasticity system, Stokes system.

4) Spectral Theory : compact operators in Hilbert spaces. The Fredholm alternative. Spectral decomposition of
compact self-adjoint operators in Hilbert spaces. Spectral theory of linear elliptic boundary value problems.

5. Linear parabolic initial-boundary value problems. Existence and uniqueness by spectral decomposition on the
eigenbasis of the associated elliptic operator. Classical examples (Navier-Stokes equation).

M3N7* NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATIONS

An analysis of methods for solving ordinary differential equations. Totally examined by project.

Runge-Kutta, extrapolation and linear multistep methods. Analysis of stability and convergence.
Error estimation and automatic step control. Introduction to stiffness.
Boundary and eigenvalue problems. Solution by shooting and finite difference methods.
Introduction to deferred and defect correction.

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M3N10* COMPUTATIONAL PARTIAL DIFFERENTIAL EQUATIONS

The 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 other
programming language of their choice. Applications will be drawn from problems arising in Mathematical Biology,
Fluid Dynamics, etc. At the end of the module, students should be able to solve research-level problems by
combining various techniques. Assessment will be by projects, probably 3 in total. The first project will only count
for 10-20% and will be returned quickly with comments, before students become committed to completing the
module. Typically, the projects will build upon each other, so that by the end of the module a research level
problem may be tackled. Codes will be provided to illustrate similar problems and techniques, but these will
require modification before they can be applied to the projects. The use of any reasonable computer language is
permitted.

Topics (as time permits).

- Finite difference methods for linear problems: order of accuracy, consistency, stability and convergence, CFL
condition, von Neumann stability analysis, stability regions; multi-step formula and multi-stage techniques.

- Solvers for elliptic problems: direct and iterative solvers, Jacobi and Gauss-Seidel method and convergence
analysis; geometric multigrid method.

- Methods for the heat equation: explicit versus implicit schemes; stiffness.

- Techniques for the wave equation: finite-difference solution, characteristic formulation, non-reflecting boundary
conditions, one-way wave equations, perfectly matched layers. Lax-Friedrichs, Lax-Wendroff, upwind and semi-
Lagrangian advection schemes.

- Domain decomposition for elliptic equations: overlapping alternating Schwarz method and convergence
analysis, non-overlapping methods.

M3SC* SCIENTIFIC COMPUTATION

Scientific computing is an important skill for any mathematician. It requires both knowledge of algorithms and
proficiency in a scientific programming language. The aim of this module is to expose students from a varied
mathematical background to efficient algorithms to solve mathematical problems using computation.

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
common areas (see below).

There will be four sub-modules: 1. A PDE-module covering elementary methods for the solution of time-
dependent problems. 2. An optimization-module covering discrete and derivative-free algorithms. 3. A pattern-
recognition-module covering searching and matching methods. 4. A statistics-module covering, e.g., Monte-
Carlo techniques.

Each module will consist of a brief introduction to the underlying algorithm, its implementation in the python
programming language, and an application to real-life situations.

M3N9* COMPUTATIONAL LINEAR ALGEBRA

Examined solely by project. Computational aspects of the projects will require programming in Matlab and/ or
Python. Whether it be statistics, mathematical finance, or applied mathematics, the numerical implementation
of many of the theories arising in these fields relies on solving a system of linear equations, and often
doing so as quickly as possible to obtain a useful result in a reasonable time. This course explores
the different methods used to solve linear systems (as well as perform other linear algebra

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computations) and has equal emphasis on mathematical analysis and practical applications.

Topics include:
1. Direct methods: Triangular and banded matrices, Gauss elimination, LU-decomposition, conditioning and
finite-precision
arithmetic, pivoting, Cholesky factorisation, QR factorisation.
2. Symmetric eigenvalue problem: power method and variants, Jacobi's method, Householder
reduction to tridiagonal form, eigenvalues of tridiagonal matrices, the QR method
3. Iterative methods:
(a) Classic iterative methods: Richardson, Jacobi, Gauss - Seidel, SOR
(b) Krylov subspace methods: Lanczos method and Arnoldi iteration, conjugate gradient method, GMRES,
preconditioning.

M3A47* FINITE ELEMENTS: NUMERICAL ANALYSIS AND IMPLEMENTATION

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.
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 you 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 you will combine these abstractions with modern software
engineering tools to create and understand a computer implementation of the finite element method.
Syllabus:
• Basic concepts: Weak formulation of boundary value problems, Ritz-Galerkin approximation, error
estimates, piecewise polynomial spaces, local estimates.
• Efficient construction of finite element spaces in one dimension, 1D quadrature, global assembly of
mass matrix and Laplace matrix.
• Construction of a finite element space: Ciarlet’s finite element, various element types, finite element
interpolants.
• Construction of local bases for finite elements, efficient local assembly.
• Sobolev Spaces: generalised derivatives, Sobolev norms and spaces, Sobolev’s inequality.
• Numerical quadrature on simplices. Employing the pullback to integrate on a reference element.
• Variational formulation of elliptic boundary value problems: Riesz representation theorem, symmetric
and nonsymmetric variational problems, Lax-Milgram theorem, finite element approximation estimates.
• Computational meshes: meshes as graphs of topological entities. Discrete function spaces on meshes,
local and global numbering.
• Global assembly for Poisson equation, implementation of boundary conditions. General approach for
nonlinear elliptic PDEs.
• Variational problems: Poisson’s equation, variational approximation of Poisson’s equation, elliptic
regularity estimates, general second-order elliptic operators and their variational approximation.
• Residual form, the Gâteaux derivative and techniques for nonlinear problems.
The course is assessed 50% by examination and 50% by coursework (implementation exercise in Python).

PURE MATHEMATICS
M2PM5 METRIC SPACES AND TOPOLOGY

Term 2

This module extends various concepts from analysis to more general spaces.

Metric spaces. Convergence and continuity. Examples (Euclidean spaces, function spaces; uniform
convergence). The open sets in a metric space; equivalent metrics. Convergence and continuity in terms of
open sets: topological spaces. Subspaces. Hausdorff spaces. Sequential compactness; compactness via open

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covers; compact spaces; determination of compact subspaces of Rn. Completeness in metric spaces.
Relationship between compactness and completeness. Connected and path connected spaces; equivalence of
these notions for open sets in Rn. Winding numbers, definition of fundamental group, its computation for the
circle. Example: proof of fundamental theorem of algebra.

PURE MATHEMATICS STUDY GROUP

This is a non-examined, not-for-credit optional module. It will consist of a mixture of independent study and
discussion groups, together with lectures delivered by students or staff. The choice of topics will complement that
available in taught modules and will be determined by students in discussion with and under the guidance of a
member of staff.

ANALYSIS

M3P6* PROBABILITY THEORY

Prerequisites: Measure and Integration (M3P19, Term 1)

A rigorous approach to the fundamental properties of probability.

Probability measures. Random variables Independence. Sums of independent random variables; weak and
strong laws of large numbers. Weak convergence, characteristic functions, central limit theorem. Elements of
Brownian motion.

M3P7* FUNCTIONAL ANALYSIS

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.

Vector spaces. Existence of a Hamel basis. Normed vector spaces. Banach spaces. Finite dimensional
spaces. Isomorphism. Separability. The Hilbert space. The Riesz-Fisher Theorem. The Hahn-Banach
Theorem. Principle of Uniform Boundedness. Dual spaces. Operators, compact operators. Hermitian
operators and the Spectral Theorem.

M3P18* FOURIER ANALYSIS AND THEORY OF DISTRIBUTIONS

The module will assume familiarity with Lp – spaces (eg from M3P19).
Spaces of test functions and distributions, Fourier Transform (discrete and continuous), Bessel’s, Parseval’s
Theorems, Laplace transform of a distribution, Solution of classical PDE’s via Fourier transform, Basic Sobolev
Inequalities, Sobolev spaces.

M3P19* MEASURE AND INTEGRATION

Prerequisite: Real Analysis (M2PM1), Metric Spaces and Topology (M2PM5), and basic Probability.

Measure and Integration is a foundational course. It underlies analysis modules: analysis, stochastic processes,
mathematical finance, dynamical systems, mathematical physics, Partial differential equations. It brings together
many concepts previously taught separately: integration, taking expectation of random variables. It also
reconciles discrete random variables with continuous random variables.

This module is related to: Probability theory, Applied probability, Markov processes, Fourier analysis and theory
of distributions, Functional analysis, ODE’s, Ergodic theory, Probability theory, Stochastic Filtering, Applied
Stochastic Processes.

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Contents: Measurable sets, sigma-algebras, Measurable functions, Measures. Integration with respect to
measures, Lp spaces, Modes of convergences, basic important convergence theorems (Dominated convergence
theorem, Fatou’s lemma etc), useful inequalities.

M3P70* MARKOV PROCESSES

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.

Prerequisites: Measure and Integration (M345P19) is strongly recommended. A good knowledge of real analysis
would be helpful (M2PM1).

It is related to:
Applied probability (M345S4), Random Dynamical Systems and Ergodic Theory (M4PA40), Probability theory
(M345P6), Stochastic Calculus with Applications to non-Linear Filtering (M45P67), Stochastic Differential
Equations (M45A51),
Stochastic simulation (M4S9*), Ergodic Theory (M4PA36), Computational Stochastic Processes (M4A44), and
many Mathematical Finance modules.

Contents: 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.

GEOMETRY

M3P5* GEOMETRY OF CURVES AND SURFACES

The main object of this module is to understand what is the curvature of a surface in 3-dimensional space.

Topological surfaces: Definition of an atlas; the prototype definition of a surface; examples. The topology of a
surface; the Hausdorff condition, the genuine definition of a surface. Orientability, compactness.
Subdivisions and the Euler characteristic.
Cut-and-paste technique, the classification of compact surfaces. Connected sums of surfaces.
Smooth surfaces: Definition of a smooth atlas, a smooth surface and of smooth maps into and out of smooth
surfaces. Surfaces in R3, tangents, normals and orientability.
The first fundamental form, lengths and areas, isometries.
The second fundamental form, principal curvatures and directions.
The definition of a geodesic, existence and uniqueness, geodesics and co-ordinates.
Gaussian curvature, definition and geometric interpretation, Gauss curvature is intrinsic, surfaces with constant
Gauss curvature.
The Gauss-Bonnet theorem.
(Not examinable and in brief) Abstract Riemannian surfaces, metrics.

M3P20* GEOMETRY 1: ALGEBRAIC CURVES

Plane algebraic curves; Projective spaces; Projective curves; Smooth cubics and the group
structure; Intersection of projective curves.
Genus of a curve , Riemann surfaces; the degree – genus formula.

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M3P21* GEOMETRY 2: ALGEBRAIC TOPOLOGY

Homotopies of maps and spaces. Fundamental group. Covering spaces, Van Kampen (only sketch of proof).
Homology: singular and simplicial (following Hatcher’s notion of Delta-complex). Mayer-Vietoris (sketch proof)
and long exact sequence of a pair. Calculations on topological surfaces. Brouwer fixed point theorem.

ALGEBRA AND DISCRETE MATHEMATICS

M3P8* ALGEBRA 3

Core topics:
Rings, Integral Domains, PIDs, UFDs (brief review).
Modules, Homomorphisms, generators and relations
Noetherian Rings and Modules, Hilbert Basis Theorem
Polynomial Rings, Gauss' Lemma, criteria for irreducibility
Field extensions.

Additional topics: The module will also include a selection of the following:
Finite Fields
Noncommutative rings, semisimple alebras
Integral extensions (and possibly Dedekind domains)
Multilinear and Homological algebra
Affine algebraic sets and basic algebraic geometry.

M3P10* GROUP THEORY

An introduction to some of the more advanced topics in the theory of groups.

Composition series, Jordan-Hölder theorem, Sylow’s theorems, nilpotent and soluble groups.
Permutation groups. Types of simple groups.

M3P11* GALOIS THEORY

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.

Irreducible polynomials. Field extensions, degrees and the tower law. Extending embeddings. Normal field
extensions, splitting fields, separable extensions. Groups of automorphisms, fixed fields. The fundamental
theorem of Galois theory. Finite fields, cyclotomic extensions. Extensions of the rationals and Frobenius
elements. The solubility of polynomials of degree at most 4 and the insolubility of quintic equations.

M3P12* GROUP REPRESENTATION THEORY

Representations of groups: definitions and basic properties. Maschke's theorem, Schur's lemma.
Representations of abelian groups. Tensor products of representations.
The character of a group representation. Class functions. Character tables and orthogonality relations.
Finite-dimensional algebras and modules. Group algebras. Matrix algebras and semi-simplicity.

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M3P80* GRAPH THEORY

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.

M3P65* MATHEMATICAL LOGIC

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.

NUMBER THEORY

M3P14* NUMBER THEORY

This module is concerned with properties of the natural numbers. Knowledge of groups and rings to the level of
M2PM2 will be assumed throughout. Topics covered:

Congruences.
Fermat-Euler theorem.
Chinese remainder theorem.
Primitive roots.
Quadratic forms.
Quadratic residues, law of quadratic reciprocity, Jacobi symbol.
Sums of squares.
Continued fractions.
Pell's equation.
Primes in arithmetic progressions.

M3P15* ALGEBRAIC NUMBER THEORY

An introduction to algebraic number theory, with emphasis on quadratic fields. In such fields the familiar unique
factorisation enjoyed by the integers may fail, but the extent of the failure is measured by the class group.

The following topics will be treated with an emphasis on quadratic fields .

Field extensions, minimum polynomial, algebraic numbers, conjugates and discriminants, Gaussian integers,
algebraic integers, integral basis, quadratic fields, cyclotomic fields, norm of an algebraic number, existence of
factorisation.

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Factorisation in Ideals, Z -basis, maximal ideals, prime ideals, unique factorisation theorem of ideals and
consequences, relationship between factorisation of numbers and of ideals, norm of an ideal. Ideal classes,
finiteness of class number, computations of class number.

STATISTICS
M2S2 STATISTICAL MODELLING 1

This module extends the statistical ideas introduced earlier in the programme to more complex settings.
Mathematically, the central concept is the linear model, a framework for statistical modelling that accommodates
multiple predictor variables, continuous and categorial, in a unified way. There will be a focus on fitting models to
real data from a variety of problem domains, using R to perform computations.

Maximum likelihood estimation, likelihood ratio tests and their properties, confidence intervals.
Linear models - including non-full rank models: estimation, confidence intervals and hypothesis testing.
The analysis of variance.

M3S1* STATISTICAL THEORY

This module deals with the criteria and the theoretical results necessary to develop and evaluate optimum
statistical procedures. In particular we focus on procedures involving hypothesis testing, point and interval
estimation.

Theories of estimation and hypothesis testing, including sufficiency, completeness, exponential families,
minimum variance unbiased estimators, Cramér-Rao lower bound, maximum likelihood estimation, Rao-
Blackwell and Neyman-Pearson results, and likelihood ratio tests as well as elementary decision theory and
Bayesian estimation.

M3S2* STATISTICAL MODELLING 2

Prerequisites: This module leads on from the linear models covered in M2S2 and probability and statistics
covered in M2S1.

Linear models. Theoretical results, practical examples and diagnostic techniques.

Generalized Linear Models as a unifying statistical framework. Model fitting, model criticism and quasi-likelihood.
Normal linear mixed models. Approaches to fitting random effects models.

Practical model fitting in R will be integral to the module.

M3S4* APPLIED PROBABILITY

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.

Revision of basic ideas of probability. Important discrete and continuous probability distributions. Random
processes: Bernoulli processes, point processes. Poisson processes and their properties; Superposition,
thinning of Poisson processes; Non-homogeneous, compound, and doubly stochastic Poisson processes.
Autocorrelation functions. Probability generating functions and how to use them. General continuous-time Markov
chains: generator, forward and backward equations, holding times, stationarity, long-term behaviour, jump chain,

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explosion; birth, death, immigration, emigration processes. Differential and difference equations and pgfs.
Finding pgfs. Embedded processes. Time to extinction. Queues. Brownian motion and its properties. Random
walks. Gambler’s ruin. Branching processes and their properties. Galton-Watson model. Absorbing and reflecting
barriers. Markov chains. Chapman-Kolmogorov equations. Recurrent, transient, periodic, aperiodic chains.
Returning probabilities and times. Communicating classes. The basic limit theorem. Stationarity. Ergodic
Theorem. Time-reversibility.

M3S8* TIME SERIES

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.

Discrete time stochastic processes and examples. ARMA processes. Trend removal and seasonal adjustment.
General linear process. Invertibility. Directionality and reversibility in time series. Spectral representation.
Aliasing. Generating functions. Estimation of mean and autocovariance sequence. The periodogram. Tapering
for bias reduction. Parametric model fitting. Forecasting.

M3S9* STOCHASTIC SIMULATION

Prerequisites: Material from M2S1 would form a firm foundation.

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.

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.

M3S14* SURVIVAL MODELS AND ACTUARIAL APPLICATIONS

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.

Explain concepts of survival models, right and left censored and randomly censored data. Introduce life table
data and expectation of life.
Describe estimation procedures for lifetime distributions: empirical survival functions, Kaplan-Meier estimates,
Cox model. Statistical models of transfers between multiple states, maximum likelihood estimators.
Binomial model of mortality. Counting process models and the Poisson model. Estimation of transition intensities
that depend on age.
Graduation and testing crude and smoothed estimates for consistency.

M3S16* CREDIT SCORING (may not run 2019-20)

Prerequisites: Statistical Modelling 1 (M2S2) with some dependency on Statistical Modelling 2 (M3S2).

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This course introduces the fundamentals of credit scoring and predictive analystics. We cover the aims and
objectives of scoring, along with legislative and commercial aspects. We consider issues regarding consumer
credit data: characteristics, transformations, data quality and transaction types. The concept of a statistical
scorecard is introduced and models developed using logistic regression, Naïve Bayes and decision tree
methods. Application and behavioural model types and characteristics, including segmented models are
explored. Basic methods of model selection, estimation and testing are considered, along with issues of
selection bias and reject inference. Probability of default (PD) models are introduced, along with probability
calibration and cost-basd measures for model assessment.
The R statistical package will be used to explore credit scoring models on example data.

PROJECT
M3R RESEARCH PROJECT IN MATHEMATICS
Available only to Final Year BSc students

Supervised by Various Academic Staff

(Terms 2 & 3)

The main aim of this module is to give a deep understanding of a mathematical area/topic by means of a
supervised project in applied mathematics, mathematical physics, pure mathematics, numerical analysis or
statistics. The project may be theoretical and/or computational and the area/topic for each student is chosen in
consultation with the Department.

The module provides an excellent ‘apprenticeship in research’ and is therefore particularly strongly
recommended for BSc students who are considering postgraduate study leading to MSc/MPhil/PhD.

There is an oral presentation as part of the module assessment.

There will be a meeting in mid-November for students interested in the M3R and a required Research Skills
workshop at the start of Term 2.

OTHER “NON-MATHEMATICAL” MATHEMATICS MODULES

M3B The Mathematics of Business and Economics

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 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.

Syllabus:
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. Cross Domestic Product. Social welfare and allocation of income.

Mathematical Methods:

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