Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
Abstract
This document sets out the structure and regulations for the Applied Mathematics MSc
Course 201516 at Imperial College London.1
Contents
1 General Information
1.1 The Department . . . . . . . . .
1.2 MSc Courses in the Department
1.3 Key members of Staff . . . . . .
1.4 MSc Room . . . . . . . . . . . .
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
1
1
2
2
2
2 Useful Links
3 Key Dates
1
1.1
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
4
4
5
5
6
7
7
7
8
10
General Information
The Department
Mathematical Physics, Statistics and Mathematical Finance. According to the results of the
most recent government Research Excellence Framework (REF), the Imperial College London
Mathematics Department is one of the top in the UK.
The Applied Mathematics and Mathematical Physics (AMMP) Section currently contains
more than 40 permanent members of staff, approximately 50 Postdoctoral Research Associates
and over 70 PhD students. Research areas within the Section are broad, and include activities
in Applied and Numerical Analysis, Biomathematics, Complexity Science, Dynamical Systems,
Fluid Dynamics, Integrable Systems, and Mathematical Physics
The Department has excellent facilities. There is a state-of-the-art Mathematics Learning
Centre, located on Level 4 of the Huxley Building, which offers students a range of computing
and study facilities. Extensive library facilities are available in the main College Library.
1.2
The Department offers MSc courses in Applied Mathematics, Pure Mathematics, Mathematics and Finance, and Statistics. Further information about the MSc courses offered by the
Department can be found at http://www.imperial.ac.uk/natural-sciences/departments/
mathematics/study/admissions/postgraduate/.
1.3
1.4
MSc Room
There is a dedicated room for MSc students (Huxley 215). This room is reserved for students
of the MSc in Statistics, the MSc in Pure Mathematics and the MSc in Applied Mathematics.
Applied MSc students are also welcome to use the Mathematics Learning Centre (level 4 Huxley).
Useful Links
General
Information about the Graduate School:
http://www.imperial.ac.uk/study/pg/graduate-school/
Department of Mathematics
http://www.imperial.ac.uk/natural-sciences/departments/mathematics/
Procedures
The Colleges regulations for students:
http://www3.imperial.ac.uk/registry/proceduresandregulations
Mitigating / extenuating circumstances policy and procedures:
http://www3.imperial.ac.uk/registry/proceduresandregulations/policiesandprocedures/
examinationassessment
Complaints and appeals procedures:
http://www3.imperial.ac.uk/registry/proceduresandregulations/policiesandprocedures/
complaintsappeals
Academic integrity:
https://workspace.imperial.ac.uk/registry/Public/Procedures%20and%20Regulations/
Policies%20and%20Procedures/Examination%20and%20Assessment%20Academic%20Integrity.
pdf
Cheating offences policy and procedures:
http://www3.imperial.ac.uk/registry/exams/examoffences
PDRP / iplan:
http://www3.imperial.ac.uk/careers/staff/staff/pdp
Information for students with disabilities, including the Disability Advisory Service:
http://www3.imperial.ac.uk/disabilityadvisoryservice
Student Charter for the College, Our Principles:
http://www.imperial.ac.uk/students/student-support/our-principles/
Other welfare and pastoral care /support resources both Departmental and College-wide:
http://www3.imperial.ac.uk/academic-english
http://www3.imperial.ac.uk/students/welfareandadvice
http://www3.imperial.ac.uk/students/international
Information about the Library:
http://www.imperial.ac.uk/admin-services/library/
Imperial College Union (ICU):
http://www.imperialcollegeunion.org/
Student representation - how to become a student representative:
https://www.imperialcollegeunion.org/representation
Other support services (e.g. Registry, Careers Advisory Service):
http://www3.imperial.ac.uk/registry
http://www3.imperial.ac.uk/careers
Key Dates
Autumn Term: Saturday 3 October to Friday 18 December 2015.
Spring Term: Saturday 9 January to Wednesday 23 March 2016.
Summer Term: Saturday 23 April to Friday 24 June 2016.
Postgraduate Graduation: Wednesday 4 May 2016.
Commemoration Day Undergraduate Ceremonies: Monday 19 October 2015.
The Applied Mathematics MSc course is offered full and part-time. The full-time Applied MSc
course lasts one calendar year, from October to September; the part-time course lasts
two years.
4.1
On enrolment, each student is assigned a Course Advisor, who will advise the student on courses
choices, which will be subject to approval by the Course Organiser, as well as the choice of project
topic and Project Supervisor.
MSc students can take courses of two different types:
1. Those with codes M5, which are final year undergraduate MSci courses, as listed in Section 4.8 below.2
2. Other courses approved by the student Course Advisor and the Course Organiser, including for instance:
2
The Department reserves the right not to run courses if the numbers registering do not make them viable.
(a)
(b)
(c)
(d)
4.2
The Examination
4.3
The project must be the study of some mathematical topic in applied mathematics at the
postgraduate level. The project may be on a topic in statistics if the student can find a suitable
supervisor in the Section of Statistics, but prior approval of the Course Organisers should be
sought.
The written report must be the students own work in the sense that the student must give
an original account of the material, but it need not contain new mathematical results.
The work on the project is done under the direction of a Supervisor, who need not be the
Course Advisor. A list of projects and prospective supervisors will be issued in Autumn Term.
Students unable to find a Supervisor should seek the help of their Course Advisor. We expect
students to choose a project and a supervisor in Term I so that they can start working on their
project early on.
Students without a Supervisor by the end of Term I should report the matter
to the Course Organisers.
It is essential for the student and supervisor to agree on a timetable for the work on the
project. This should be done as early as possible and certainly before the end of Term I. Students
are expected to work on their project throughout the academic year and after the end of the
exams in May. Students who leave all the work until after the written examination may find that
their supervisor is not as regularly available as in term-time, due to other research and personal
commitments. Students are advised to devote at least one month to writing up and revising the
report. Work on the project and writing the project report should account for about a third of
the students total study-time.
The purpose of the project is largely to train and test the students ability to work independently. The supervisor will provide a reading list and give general guidance on the work for the
project and the writing of the report. The Supervisor cannot be expected to provide a list of all
the individual results that should go in the report, although a few major items will probably be
mentioned. The student is strongly advised to pass a first draft of the report to the Supervisor.
The Supervisor will comment on the format, the English style and punctuation and point out
any major mathematical errors. Advice on the suitability or otherwise of particular sections of
the report cannot be expected.
Reports should be on A4-sized paper and typed, and words or paragraphs must not be
crossed out. They should be in a simple binding; a ring or springback binder is sufficient. It
is important that students sign the declaration The work contained in this thesis
is my own work unless otherwise state. Each report should include (i) a brief summary,
(ii) an introduction (iii) the main body of the report, and (iv) a bibliography. A report should
normally consists of 30-60 word processed pages. This is only a rough guideline: the appropriate
length is a function of the project itself and its subject matter. Excess length disproportionate
to the content may be penalised. Two copies of the report must be submitted to Ms L.
Rowland by 15 September 2016. Late submission will normally delay consideration
of the report to the following year.
In addition to submitting a written report, students will be required to give an oral presentation, to take place on 19-20 September 2016. The oral presentation is an integral
part of the project work and is worth 10% of the project marks. It consists of a 20
minute presentation followed by a brief question and answer session. Typically, presentations are
computer-aided (e.g. using LaTeX or Power Point generated slides), but using the white-board
during a presentation is also permitted. If you plan a computer presentation, it is best to either
bring a USB drive containing your presentation, or leave your presentation in PDF format on
your College computer account where it can be accessed from the computer in the lecture room.
The audience will consist of two appointed staff members (other than your Supervisor). Additional staff members as well as fellow students are also permitted (and in fact encouraged) to
attend. You are strongly advised to prepare your oral presentation carefully, as it is an integral
part of your training. Bear in mind that you only have 20 minutes, and that you should not
assume or expect that the audience are experts in the area of your project. The purpose of the
oral is not (primarily) to test your technical mastery of the material, but rather to see how you
can convey main ideas and results in your work to a general mathematical public.
4.4
No Plagiarism
The College and Department are against all forms of plagiarism. While discussing among fellow
students and consulting relevant literature and internet resources to gain genuine understanding
are accepted as part of your learning process, producing coursework identical, or nearly identical, to others, or using materials from published literature and/or web sites without proper
acknowledgement will be viewed as plagiarism and be investigated. Once an act of plagiarism
is established, all parties involved will be penalised, which may include marks for coursework or
project being zeroed and/or disciplinary actions by the Department and the College. Records
of plagiarism and penalty imposed may be kept in the student records.
4.5
Title of Degree
4.6
A full-time candidate who at first entry fails in either the written examination or the report,
may re-enter once, a year later, in the failed section (or in both failed sections). There are no
further resit rights.
A part-time candidate taking the examination in two parts who fails an examination in Part
I of the examination may normally resit the examination one year later, at the same time as
Part II. There are no further resit rights for Part I. A candidate failing an examination in Part
II may resit the examination or the report (or both) a year later, with the Part I marks being
carried over. There are no further resit rights.
Any resit that requires further attendance at the College is subject to the approval of the
College. A full-time candidate who fails the written examination, and intends to
resit, should proceed with the report and submit it by 15 September of the same
year. A part-time candidate must submit the project by 15 September of the second year.
Students must, before the end of January, inform Mr. Sisson the courses that they
intend to resit.
4.7
Student Feedback
Your feedback is important to your Department, the College, and Imperial College Union.
Whilst, there are a variety of means to give feedback on your Imperial experience, the following
College-wide surveys give you regular opportunities to make your voice heard:
PG SOLE lecturer/module
4.8
This is the list of M5 courses on offer in 201516. Modules will run provided there is sufficient
demand.
Term 1
M5A2
M5A6
M5A16
M5A21
M5A22
M5A42
M5A43
Fluid Dynamics I
Special Relativity and Electromagnetism
Geometric Mechanics
Mathematical Biology
Mathematical Finance: An Introduction to Option Pricing
Applied Stochastic Processes
Inference, Control and Driving in Natural Systems
Prof Ruban
Dr Jacobs
Prof Holm
Dr Boshier
Prof Bingham
Prof Pavliotis
Dr Jones
M5M3
M5M6
M5M7
M5M9
M5PA23
M5PA38
M5PA46
M5PA48
Dynamical Systems
Advanced Dynamical Systems (Seminar Course)
Chaos and Fractals
Dynamics of Games
Dr Rasmussen
Prof Lamb
Dr Clark
Prof van Strien
M5N7
Dr Moore
M5A4
M5A7
M5A10
M5A28
M5A29
M5A30
M5A32
M5A34
M5A44
M5A47
(TBA)
Dr Barnett
Prof Hall
Dr Berloff
Prof Jensen
Prof Mughal
Prof Crowdy
Prof Holm
Dr Duncan
Dr Cotter, Dr Ham
M5M8
Prof Degond
M5PA24
M5PA36
Bifurcation Theory
Ergodic Theory (Seminar Course)
Prof Turaev
Dr Rasmussen
M5N10
Prof Schmid
M5SC
Scientific Computation
Dr Moore
Term 2
4.9
Course Details
M5A2
FLUID DYNAMICS I
This course is an introduction to Fluid Dynamics. It will be followed by Fluid Dynamics II in the
Spring Term. Fluid Dynamics deals with the motion of liquids and gases. Being a subdivision
of Continuum Mechanics 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 course a derivation of the NavierStokes 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 course: 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 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.
Kelvins circulation theorem. Potential flows. Bernoullis equation. Cauchy-Bernoulli integral
for unsteady flows. Two-dimensional flows. Complex potential. Vortex, source, dipole 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.
Additional material: Advanced topics on the same material.
M5A4
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 course 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: Classical Hamiltonian dynamics; Schroinger equation and wave functions; stationary states of one-dimensional systems; spin-1/2 systems; brief history of quantum mechanics;
mathematical foundations of quantum mechanics; solutions to the time-dependent Schroinger
equation; angular momentum
Additional optional topics: Approximation techniques; explicitly time-dependent systems;
geometric phases; many-particle systems; cold atoms; entanglement and quantum information
10
M4A6
Beautiful mathematical description of physical theory of great theoretical and technological importance. At every stage reference is made to experimental results and technological
applications.
Special relativity: Einsteins postulates, Lorentz transformation and its consequences, four
vectors, dynamics of a particle, mass-energy equivalence, collisions. Electromagnetism: Coulombs
law and its consequences, the magnetic field, Biot-Savart law, field tensors, Lorentz force law,
Faradays law, Maxwells equations, Poynting vector and energy-momentum conservation, radiation.
Specific examples of radiation from charged particles e.g. gyro-radiation, bremsstrahlung,
Cerenkov radiation.
M5A7
FLUID DYNAMICS II
Fluid Dynamics II is a continuation of the course Fluid Dynamics I given in the Autumn Term.
In Fluid Dynamics I 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 course will be devoted
to the theory of separation of the boundary layer, known as Triple- Deck theory.
Aims of this course: 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.
Syllabus: 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.
Prandtls 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. Schlichtings jet solution.
11
Tollmiens 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). Additional material: Advanced topics on the same material.
M5A16
GEOMETRIC MECHANICS
This course on geometric mechanics begins with Fermats [1662] principle of geometric optics, that light rays follow extremal-time paths determined from a variational principle. An
optical-mechanical analogy for variational problems with symmetry is then used to gain an intuitive understanding of subsequent developments in mechanics by Newton [1687], Euler [1744],
Lagrange [1788], Hamilton [1834], Lie [1872], Poincare [1901], Noether [1918], and Cartan [1932],
who all started with geometric optics.
The course will illustrate the following concepts of geometric mechanics:
Configuration space, variational principles, Euler-Lagrange equations, geodesic curves, Legendre transformation, phase space, Hamiltons canonical equations, Poisson brackets, Hamiltonian
vector fields, symplectic transformations, Lie group symmetries, Noethers theorem, conservation laws, Lie algebras, divergence free vector fields, momentum maps and coadjoint motion.
All of these concepts from geometric mechanics will be illustrated, first for Fermats principle
and then again for three primary examples in classical mechanics: (1) motion on the sphere, (2)
the rigid body and (3) pairs of resonant oscillators. Along the way, many other examples will
be encountered as elaborations of these three basic examples.
Lectures will be given from the textbook, Geometric Mechanics I: Dynamics and Symmetry,
by DD Holm, World Scientific: Imperial College Press, Singapore, (2008). ISBN 978-1-84816195-5, 2nd edition (2011).
Mastery Material: Topics based on the course material, unless otherwise specified during the
course.
M5A21 MATHEMATICAL BIOLOGY I: MOLECULAR TOPOLOGY AND STEREOCHEMISTRY
The aim of the module is to describe the application of mathematical models to biological
phenomena. A variety of contexts in human biology and diseases are considered, as well as
problems typical of particular organisms and environments.
The syllabus includes topics from:
1. Population dynamics. Growth and spatial spread of organisms. Fishers equation.
2. Epidemiology - the spread of plagues. 15
3. Reaction-Diffusion models: Turing mechanism for pattern formation. How the leopard got
his spots (and sometimes stripes).
4. Enzyme Kinetics and chemical reactions: Michaelis-Menten theory.
neuron-firing.
Hormone cycles,
12
M5A22
ING
Prerequisites: Students will be expected to have had grounding in classical and elementary fluid
mechanics (inviscid and viscid), waves, vortices, vector calculus and partial differential equations. Studies in waves, vortices and hydrodynamic instabilities will be of use.
Overview of physical phenomena
Governing equations of motion
Rotation and sphericity
Geostrophic and hydrostatic balances
Boussinesq approximation
Rotating shallow-water equations
Linear geostrophic and ageostrophic waves (including equatorial and Kelvin)
Geostrophic adjustment
Stokes drift
Potential vorticity
Quasigeostrophy
Rossby waves
Barotropic and baroclinic instabilities
Kelvin-Helmholtz instability
Eady and Phillips problems
Turbulent baroclinic zonal jet
Eddy fluxes
Non-acceleration theorem
Incompressible turbulence
13
M5A29
OVERVIEW
Complexity science is concerned with the emergent properties at the systemic level. It focuses
on collections of large numbers of interacting entities. By emergent properties we essentially
refer to observables needed to describe the system as a whole. To illustrate this one may think
of a biological species. A single organism doesnt constitute a species, but an individual is a
member of a certain set: the species composed of many similar organisms. Or one can think of
consciousness. A single neuron is not conscious, but the entire brain can be conscious.
Typical examples of systems investigated by complexity scientists include ecology, economics
and neuroscience. Complexity science tries to establish an understanding of how the systemic
collective behaviour typically is related to the dynamics of the collection of the components. We
may say that complexity science tries to establish regularities, or laws, at the level of emergent
properties. The anticipation is that at the systemic level of very different systems (a forest, the
market and, say, the brain) may exhibit similarities in their dynamical and statistical behaviour.
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 calculous, linear algebra). Some
familiarity with computing (e.g. matlab or other programming language). A little familiarity
with statistical mechanics may be helpful.
Assessment: Two mini projects.
Figure 1: The intermittent evolution of ecosystems in Tangled Nature Model of evolutionary ecology
Details: The dynamics of macroscopic complex systems is typically intermittent, far from
equilibrium and non-stationary. Temporal and spatial statistics of complex systems very often
involve power laws and long-range correlations.
Since the focus is on similarities between different macroscopic systems Complexity Science
is inevitably a cross disciplinary field. The present course focuses on mathematical methodology
used to analyse complex systems. We will illustrate the application of these methods by drawing
on examples from various areas including ecology, economics, and brain science.
14
To illustrate emergence in a mathematical precise way well discuss thermally induced vortex
configurations in the so-called 2 dimensional XY model. Dynamically it is found that complex
systems typically are non-stationary and follow record dynamics, in which intermittent bursts
of activity gradually become less frequent in a statistical way similar to the statistics of records.
Bursts, such as, say, economical crashes or earthquakes, can be thought of as avalanches in
the sense that when one component fails stress is added on connected components which then
in turn may fail. To discuss such scenarios we will consider mean-field theories (in which one
neglects details and try to establish the on-the-average behaviour), branching processes, record
statistics.
Syllabus
Each of the following topics will be covered by about 6 lectures (2 weeks), i.e. the course will
consist of a total of about 30 lectures.
(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. Branching processes on networks.
(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 mean field stability analysis (high dim).
Examples of Projects
- Simulation study of models of complex systems including the Tangled Nature model, forest
fire model or studies of low-dimensional intermittent maps.
- Analytic investigation of the stochastic dynamics of relevant models using Master equations, Fokker Planck equations and/or Langevin equations.
- Analysis of record dynamics numerically as well as analytically.
- Study of intermittency in low-dimensional maps by use of renormalisation.
Relevant references
- Palo Sibani and Henrik Jeldtoft Jensen: Stochastic Dynamics of Complex Systems. Imperial College Press, 2013.
- Didier Sornette: Critical Phenomena in Natural Sciences, Chaos, Fractals, Selforganization
and Disorder: Concepts and Tools. Springer, 2004.
- Henrik Jeldtoft Jensen: Self-Organized Criticality, emergent Complex Behavior in Physical
and Biological Systems. Cambridge, 1998.
- Theodore E Harris: The Theory of Branching Processes, Dover, 1989.
- Arkady Pikovsky, Michael Rosenblum, and J
urgen Kurths: Synchronization, A universal
concept in nonlinear sciences. Cambridge, 2001.
- Edward Ott: Chaos In Dynamical Systems, Cambridge 2002.
- Steven H Strogatz: Nonlinear Dynamics and Chaos. Westview, 1994.
15
- Gunnar Pruessner: Self-Organised Criticality, Theory, Models and Characterisation. Cambridge, 2012. and as supplement
- Manfred Eigen, From Strange Simplicity to Complex Familiarity, A Treatise on Matter,
Information, Life and Thought. Oxford, 2013.
- Neil Johnson, Simply Complexity, Oneworld Publications, 2009.
- Melanie Mitchell, Complexity: A Guided Tour, Oxford 2009
- M Mitchell Waldrop, Complexity: The Emerging Science at the Edge of Order and Chaos,
Penguin, 1994.
M5A30
HYDRODYNAMIC STABILITY
The course extends basic fluid mechanics into study of hydrodynamic stability.
Content: Rayleigh-Taylor and Kelvin-Helmholtz instabilities. Jet break-up. Inviscid instability: Rayleighs equation. Viscous instability: Orr-Sommerfeld equation. Squires theorem.
Circular flows, Taylor vortices. The en method for transition prediction. Numerical methods
for eigenvalue problems.
M5A32
VORTEX DYNAMICS
This course will focus on the mathematical study of the dynamics of vorticity in an ideal fluid
in two and three dimensions. The course will be pitched in such a way that it will be of interest
both to fluid dynamicists and as an application of various techniques in dynamical systems
theory. A knowledge of basic applied mathematical methods is the only prerequisite. A basic
knowledge of inviscid fluid dynamics (M4A2) is desirable but not required.
Content: Fundamental properties of vorticity. Helmholtz Laws and Kelvins circulation theorem. Singular distributions of vorticity; Biot-Savart law. Dynamics of line vortices in 2d
and other geometries. Dynamics of 2d vortex patches, contour dynamics. Axisymmetric vortex rings. Dynamics of vortex filaments. Stability problems. Miscellaneous topics (effects of
viscosity, applications to turbulence, applications in aerodynamics).
M5A34
16
Prerequisites: Basics of probability theory and calculus; elements of functional analysis, of the
theory of ODEs and PDEs.
1. Elements of ProbabilityTheory
2. Stochastic processes and asymptotic behaviour: Law of Large numbers and (Functional)
Central Limit Theorems.
3. ErgodicTheory.
4. Markov Chains and applications to Markov Chain Monte Carlo (in particular, MetropolisHastings methods).
5. Continuous time Markov processes: Markov diffusions, generator of a Markov process,
Fokker- Planck equation, Brownian Motion, Langevin Equation.
6. Elements of Stochastic Differential Equations.
7. Elements of non-equilibrium Statistical Mechanics.
8. Time permitting: anamalous diffusion.
M5A43
Stochastic processes play an increasingly important role in the modelling of physical, chemical
and biological systems. Most stochastic mathematical models are analytically intractable and
have to be simulated on a computer. This course will introduce basic numerical and computational techniques for simulating stochastic processes and will present applications to specific
physical problems.
Contents include:
Simulation of Brownian motion, Brownian bridge, geometric Brownian motion.
Simulation of random fields, The Karhunen-Loeve expansion.
17
Numerical methods for stochastic differential equations, weak and strong convergence,
stability, numerical simulation of ergodic SDEs.
Backward/forward Kolmogorov equations.
Calculation of the transition probability density and of the invariant measure for ergodic
diffusion processes.
Statistical inference for diffusion processes, maximum likelihood, method moments.
Markov Chain Monte Carlo, sampling from probability distributions.
Probabilistic numerical methods for elliptic and parabolic PDEs.
Applications: computational statistical mechanics, molecular dynamics
Assessment: Project (20%) and written exam (80%).
Prerequisites: stochastic processes (at the level of Applied Stochastic Processes M5A42),
ODEs, PDEs, linear algebra, scientific computing, numerical analysis. Knowledge of matlab or
any other programming language.
M5A47
FINITE ELEMENTS: NUMERICAL ANALYSIS AND IMPLEMENTATION
Finite element methods form a flexible class of techniques for numerical solution of PDEs
that are both accurate 20 and efficient. Having originated from structural mechanics, they now
have a broad range of applications across science and engineering. They also have a powerful
mathematical abstraction based on the language of function spaces, inner products, norms and
operators. The aim of this module is to show how this abstraction can be used not only to analyse
stability and convergence of finite element methods, but also to understand the translation of
the abstraction into software.
Content:
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: Ciarlets 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, Sobolevs 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: Poissons equation, variational approximation of Poissons equation, elliptic regularity estimates, general second-order elliptic operators and their variational
approximation.
The course is assessed 50% by examination and 50% by coursework (programming exercises
in Python, Matlab or other language during computer laboratories).
M5M3
This introductory module is intended for students who have not completed previous modules
focusing on PDEs. For those with previous PDE experience, M5M8 is a more suitable module.
Please speak to the course lecturer if in doubt on your suitability for this module.
18
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, PoissonLaplace, and the wave equations.
3. Linear and Qasilinear 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: Poissons Formula. Uniqueness by maximum
principle.
7. The ID wave equation. DAlembert Formula. The boundary value problem by Fourier
Series. Explicit finite difference scheme for the 1d wave equation: stability.
8. 2D and 3D waves. Casuality and Energy conservation: Huygens principle.
9. Greens functions: Newtonian potentials. Dirichlet and Neumann problems.
10. Harmonic functions. Uniqueness: mean property and maximum principles.
M5M6
Complex integration [revision]. Wiener-Hopf technique [one-sided Fourier transforms - analytic properties of, Wieneer-Hopf sum and product decomppositions - first assault - by inspection, solving integral equations on half-line, Winer-Hopf decomposition - second assault -analytic
formulae; all with numerous examples].
Winer-Hopf technique continued [principal part integral - definition and examples, analytic
properties of fns defined via a Cauchy-type integral on finite smooth contours, investigation
of limits - Plemelj formulae, Hilbert problem (possibly limited to inversion formula possibly
extended to the general case), log kernels].
Orthogonal polynomials [polynomial solutions to 2nd order differential equations, orthogonality, Gramm-Schmidt process, Rodrigues formula, generating functions, recurrence relations,
numerous examples, but special case taken of Hermite, Lagrange and Laguerre polynomials all
needed for quantum mechanics].
Hypergeometric series [Gamma function - integral representation and basic properties, Hypergeometric series - definition, convergence, special values of argument, differential equations,
possibly extended series, Barnes integral and analytic continuations, special case needed for
physics].
M5M7
ASYMPTOTIC ANALYSIS
In many applications, the mathematical problems formulated involve integrals and/or differential
equations which consist of large or small parameters. This course will introduce a range of
techniques which allow us to evaluate such integrals, or to obtain approximate solutions to such
equations, analytically. The usefulness of the techniques will be demonstrated by examples
drawn from different topics in applied sciences.
Content: Asymptotic series and expansions. Estimate of integrals: Laplaces method, Watsons lemma, stationary phase and steepest descent methods. Singular perturbations, matched
asymptotic expansions and the matching principle - boundary and internal layers. Multiple
19
scale method and averaging method. Differential equations with a large parameter: the WKBJ
method, turning point problems, ray tracing, caustics.
M5M8
Prerequisites: This course will provide an exposition of the most important methods of analysis
of classical Partial Differential Equations. It will be best understood after taking Introduction
to Partial Differential Equations (M3M3) but it will be designed as a stand-alone course and
will not rely on material introduced in M3M3.
1. Linear elliptic boundary value problems: Dirichlet and Neumann boundary value problems
via the LaxMilgram theorem. Spectral theory. The maximum principle. Regularity (stated
without proofs). Classical examples: elasticity system, Stokes system.
2. The Poisson equation in the whole space. The representation formula. Its uniqueness via
the Liouville theorem for harmonic functions. Bahaviour at infinity.
3. 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).
4. The heat equation in the whole space. Representation formula. Uniqueness by the duality
method. Regularity and decay in time.
5. Linear hyperbolic initial-boundary value problems. Existence and uniqueness by spectral
decomposition on the eigenbasis of the associated elliptic operator.
6. The wave equation in the whole space: representation formula. Decay estimates
M5M9
Prerequisites: M3M9 provides a more comprehensive exposition of the basic functional analytic
tools needed for Advanced Topics in Partial Differential Equations (M4M8). Students will
benefit if they have previously taken courses in measure theory and topology.
1. Recapitulation of Lebesgues integration theory.
2. Banach spaces. The important theorems of functional analysis (Hahn-Banach, the open
mapping theorem). Continuous linear maps. Dual of a Banach space. Examples with the
Lebesgue spaces.
3. Compactness. Non-compactness of the unit ball in infinite-dimensional normed vector
spaces. Criteria for compactness: the Ascoli theorem. Compact operators. Weak topologies. Compactness of the unit ball of a dual for the weak-star topology.
4. Hilbert spaces. The projection theorem. The Riesz representation theorem. The LaxMilgram theorem. Hilbert bases and Parsevals identity. Application to Fourier series.
Compact operators in Hilbert spaces. The Fredholm alternative. Spectral decomposition
of compact self-adjoint operators in Hilbert spaces.
5. Distributions and Fourier transform. The space of test functions. Definition and example
of distributions. Differentiation. Convolution. Convergence of distributions. The Schwartz
space S of fast decaying functions. Fourier transform in S. The space of tempered distributions. Fourier transform in S. The Fourier inversion theorem. Fourier transform in L2.
Plancherels identity.
6. 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. Link with the Fourier transform. The space Wmp. Compactness and Sobolev
imbedding (statement without proof).
20
M5PA23
DYNAMICAL SYSTEMS
This is an Introduction to the geometric theory of ordinary differential equations (or Dynamical Systems theory). The underlying motivation for the subject comes from attempts to
model and understand real life processes in many areas such as physics, biology and economics.
However, concepts and techniques that have been successful in providing a rigorous understanding of some of these models are various and include ideas from geometry, topology, analysis,
statistics and numerical analysis amongst others. Moreover many ideas and tools from Dynamical Systems have fed back into areas such as number theory, topology and probability theory.
Dynamical Systems theory is an integral part of mathematics and has a wide interdisciplinary
appeal. The module will provide a rigorous treatment of the foundations of Dynamical Systems,
which includes the following subjects:
1. Flows generated by smooth vector fields.
2. Limit sets, attractors, Lyapunov functions,introduction to gradient and Hamiltonian systems.
3. Hyperbolic equilibrium states, invariant manifold theorem.
4. Periodic orbits, Poincar map.
5. Planar systems, Poincar-Bendixson theorem, Poincar index theorem, Dulac criterion.
6. Time-periodic systems, averaging.
M5PA24
BIFURCATION THEORY
This course 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.
Additional study: within the above topics.
M5PA36
This reading course deals with topics in dynamical systems at an advanced level, touching
upon current frontline research. Each year a selection will be made of material from the area
of local bifurcation theory, global bifurcation theory, ergodic theory of dynamical systems or
dynamical systems methods for PDEs/FDEs. The selection of reading material will be detailed
at the beginning of the academic year. Assessment: Students taking the course for credit are to
prepare an essay (counting for 60%) and give an oral presentation about their work (counting
for 40%).
M5PA38
This reading course deals with topics in dynamical systems at an advanced level, touching
upon current frontline research. Each year a selection will be made of material from the area
of local bifurcation theory, global bifurcation theory, ergodic theory of dynamical systems or
dynamical systems methods for PDEs/FDEs. The selection of reading material will be detailed
at the beginning of the academic year.
21
M5PA46
The course consists roughly of two parts with the following content:
CHAOS:
(1) expanding maps
(2) Markov partitions and symbolic dynamics
(3) chaos and mixing.
(4) Smales horseshoe and Arnolds cat map
FRACTALS:
(5) dynamically generated cantor sets
(6) Hausdorff measure and dimension
(7) Iterated Function Systems: limit sets and their Hausdorff dimension
(8) Probabilistic Iterated Function Systems and the Collage Theorem for image compression
M5PA48
DYNAMICS OF GAMES
Recently there has been quite a lot of interest in modelling learning. The settings to which
these models are applied is wide-ranging. Examples are
(i) how populations in biology optimise their strategies and
(ii) how people pick what actions to take in a competitive environment.
This module is aimed at discussing a number of such models in which learning evolves over
time, and which have a game theoretic background. The module will use tools from the theory
of dynamical systems, and will aim to be rigorous. Topics will include replicator dynamics and
best response dynamics.
Prerequisites. M2AA1 (Differential Equations). A significant amount of the material will
use dynamical systems tools. Related modules are M3PA46 (Chaos and Fractals) or M3PA23
(Dynamical Systems). However, it is not necessary to have taken these modules, nor is
M5N7
An analysis of methods for solving ordinary differential equations. This course is examined
entirely by projects.
Content: 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. Additional material: contained within the scope of the projects.
M5N10
The course will introduce a variety of computational approaches for solving partial differential equations, focusing on finite difference, finite volume and spectral methods. Students will
gain experience implementing the methods and writing/modifying short programs in Matlab or
other programming language of choice. Applications will be drawn from problems arising in
Mathematical Biology, Fluid Dynamics, etc.
Topics (as time permits):
Finite difference methods for linear problems: consistency, stability and convergence, Lax
Equivalence Theorem, CFL condition, von Neuman stability analysis, stability regions.
Upwind, centered, multi-step schemes.
Solvers for non-linear problems: Burgers equation, hyperbolic conservation laws, Riemann
solvers, non-linear systems, semi-implicit schemes.
Finite volume methods: conservation law approach.
22
Spectral methods: Galerkin and collocation methods, periodic grids, fast implementation
with Fourier transforms, aliasing and the 3/2 rule.
M5SC
SCIENTIFIC COMPUTATION
Computer programming in an important tool for any mathematician. The aim of this course is
to develop proficiency in a scientific programming language and to solve mathematical problems
using computation. The objectives are that by the end of the course all students should be
familiar with the essential elements of the C programming language, and be able to undertake
substantial programming tasks in C, examples of which are given below.
The elements of the language to be covered will include: Running a C program on
the computers in Mathematics. Basic C data types and data declarations. Arithmetic with C
data types. Simple I/O in C. C control structures. Arrays and matrices. Pointers and dynamic
allocation. Structures and linked lists. File handling.
Examples of programming tasks to be undertaken: Simple numerical tasks (e.g. recursion, numerical integration, differential equations). Data processing (e.g. sorting algorithms,
Fast Fourier Transforms). More computational tasks (e.g. iterative methods for linear and
non-linear equations). More data processing (e.g. voting algorithms, triangulation).
23