autumn 2020
MAT3200 Mathematical Methods  10 ECTS
Type of course
The course is mandatory in the study program Mathematics and Finance  master, and it's included in the study programs Mathematics  master and Applied Physics and Mathematics  master (5years). It may also be taken independent of study program upon approval of the Department of mathematics and statistics.Course content
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 MAT2200, Differential equations, is a prerequisite and some familiarity with numerical methods is highly recommended. Some knowledge of physics would also be helpful.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.
 About the course
 Campus: Tromsø 
 ECTS: 10
 Course code: MAT3200
 Responsible unit
 Institutt for matematikk og statistikk
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