Høst 2024

MAT-3200 Mathematical Methods - 10 stp

The course is administrated by

Institutt for matematikk og statistikk

Type of 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.

Course contents

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

Bachelor of science degree in mathematics or equal. Recommended prerequsites is MAT-2201 Numerical Methods and MAT-2200 Differential Equations. Application code is 9371.

Objective 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.

Language of instruction

The language of instruction and the syllabus is English. Examination questions will be given in English.

Teaching methods

Lectures: Approx 40 h. Coursework: Approx 30 h.