Mathematical Methods
About the course
The course is included in the study programs Mathematical Sciences - master and Applied Physics and Mathematics - master (5-years). It may also be taken as a singular course and is offered for inbound exchange students.
This is a course on the mathematical modeling of linear continuous systems. These are systems containing an infinite number of degrees of freedom. Examples taken from the modeling of traffic flow, heat conduction, waves and option pricing in economy (Blach Scholes formula). The course will cover both analytic and numerical methods and will give an introduction to the numerical solution of partial differential equations with emphasis on the basic model equations derived in the course. The course MAT-2200, Differential equations, is a prerequisite and some familiarity with numerical methods is highly recommended. Some knowledge of physics would also be helpful.
Admission requirements
Objectives of the course
After the course the students are supposed to know
- Simple models leading to central partial differential equations
- First order partial differential equations
- Classification and solution methods for second order partial differential equations
- Separation of variables and generalized Fourier series
- integral transforms
- Green¿s functions and og distributions
- Finite difference methods for partial differential equations
After the course the students are expected to be able to apply both traditional analytic solutions methods and numerical methods to solve partial differential equations.
Prerequisites
Anbefalte forkunnskaper
MAT-2200 Differential Equations, MAT-2201 Numerical Methods
Teaching methods
Language of instruction and examination
EnglishSchedule
The schedules are normally finalized and published well in advance of the start of the semester, often a few weeks beforehand. This gives students the opportunity to organize their studies and prepare for upcoming activities.
It is recommended to check the schedule regularly, as changes may occur.
Information to incoming exchange students
This course is open to incoming exchange students.
Study level: Master’s
Admission prerequisites:
This course has admission prerequisites, which are listed under the Admission requirements section. Please review this information carefully before adding the course to your Learning Agreement.
For details on how to apply for exchange, course selection guidelines, or to contact the Incoming Admissions Team, please visit: Admissions for Student Exchange.
Examination
| Oral exam |
Grade: A–E, fail F |
To take an examination, the student must have passed the following coursework requirements
| Homework sets | Grade: Approved – not approved |
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