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Module Handbook  Master Mathematics
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Handbook of the Modules for Master studies in Mathematics, Economathematics, Technomathematics und Mathematics International at the University of Kaiserslautern
updated: WS 2011/12
This is a translation of the German version which can be found at
http://www.mathematik.uni
kl.de/CDstud/Module/ModHB_Mathematik_MAS.htm Translation errors cannot be excluded. In case of doubt only the German version applies.
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Modules for all areas of mathematics (including main focus of study)
The following modules have a continuative nature and can be put into all areas of mathematics, especially the chosen main focus of study, considering the rules of the particular module.
3.1 Modules offered each winter semester
Computer Algebra
Financial Mathematics II
Mathematical Statistics
NonLife Insurance
Numerical Methods
for Hyperbolic PDE
Probability and
Algorithms
Stochastic
Differential Equations
3.2 Modules offered each summer semester
Financial
Numerical Methods
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Mathematics I 
for Elliptic and 


Life Insurance 
Parabolic PDE 


Theory of Scheduling Problems 

3.3 Modules offered irregularly 


3D Image Analysis 

Mathematical 

Advanced Network 
Methods of 

Flows and Selfish 
Classical Mechanics 

Routing 
II 


Advanced Topics in 

Mathematical 
Algebraic Geometry 
Theory of Fluid 


Algebraic 
Dynamics 

Combinatorics 

Mathematical 


Algebraic Geometry 
Theory of Neural 

II: Sheaves, 
Networks: 

Cohomology and 
Advanced Topics 

Applications 

Matroids  Theory 


Algorithmic Game 
and Applications 

Theory 

Methods of Convex 


Algorithms in 
Analysis in Image 

Homological and 
Processing 

Commutative 

Modular 

Algebra 
Representation 


Analytic Number 
Theory 

Theory 

Modular 


Analytic Number 
Representation 

Theory  Part 1 
Theory II 


Analytic Number 

Multicriteria 
Theory  Part 2 
Optimization 


Asymptotic Analysis 

Nonlinear Functional 

Computational Algebraic Geometry 
Analysis with Applications to PDE 


Computational 

Nonparametric 
Finance 
Statistics 


Computational 

Numerical Methods 
Flexible Multibody 
in Control Theory 

Dynamics 

Numerical Methods 


Computational Fluid 
in Finance 

Dynamics 

Numerics of 


Continuoustime 
Stochastic 

Portfolio 
Processes 

Optimization 

Online Optimization 


Cryptography – 

Optimization with 
Geometric Methods 
PDE 


Data Structures and Algorithms for Combinatorial Optimization 

PDE based Multiscale Methods and Numerical Approaches for 

Differential 
their Solution 

Algebraic Equations 

Permutation Groups 


Financial Time 

Poisson and Lévy 
Series / Financial 
Processes 

Statistics  Part 1 

Potential Theory 
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Fundamentals of Valuation Theory
Geomathematics
Geometry of
Schemes
Graphs and
Algorithms
Groups of Lie Type
Hinfinity Control
Homogenization
Intersection Theory
Introduction to the Theory of Dirichlet Forms
Inverse Problems
Kinetic and Fluid Dynamic Equations
Lie Algebras
Lie Theory
Locally Convex Spaces
Location Theory
Malliavin Calculus and Applications
Markov Switching Models and their applications in Finance
Mathematical Aspects of Earthquake Prediction
Mathematical Methods of Classical Mechanics
Probability Theory II
Probability Theory
II: Stochastic
Integrals
Representation
Theory
Scientific
Computing in Solid
Mechanics
Singularity Theory
Singularity Theory 
Part 1
Sobolev Spaces
Spatial Statistics
Special Functions of
Mathematical (Geo ) Physics
Stability Theory
Stochastic Control
and Financial Applications
Stochastic
Geometry
Stochastic Partial
Differential Equations
Stochastic Processes with
Applications for Insurances / Financial Statistics  Part 2
Systems and Control Theory:
Advanced Topics
The Mathematics of Arbitrage
Toric Geometry
Tropical Geometry
White Noise Analysis
3.1 Modules offered each winter semester
Computer Algebra 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact 
Self 
Effort 
Credit 
Semester 
Duration 
time 
study 
points 
1 
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60 h 
210 h 
270 h 
9 cp 
1, 2 or 3 
semester 

1 
Courses: 

Computer Algebra 
4 lecture hours per week 

2 
Contents: 

· 
Normal forms and standard bases of ideals and 

modules 

· 
Syzygies, free resolutions and the proof of the 

Buchberger criterion 

· Computation of normalization of Noetherian rings 

· Computation of primary decomposition of ideals 

· Hilbert function 

· Ext and Tor 

3 
Result of study / competences: 

The students have gained advanced knowledge of the theory of Computer Algebra. They know how problems from Commutative Algebra, Algebraic Geometry and their practical applications can be represented and solved by algorithms. The students are able to program advanced algorithms of Computer Algebra. 

4 
Conditions for participation concerning contents of previous lectures: 

The courses Introduction to Symbolic Computation and Commutative Algebra from the bachelor degree programme of Mathematics. 

5 
Usability of this module: 

for master degree programmes mentioned above: 

Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO §4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 

Examination about this course 

7 
Frequency of occurrence: 

Each year (during the winter semester) 

8 
Intended size of class: 

about 1025 students 

9 
Authorized representatives of module and main lecturers: 

Prof. Dr. G.M. Greuel, Prof. Dr. G. Pfister 
Financial Mathematics II
Degree programmes:
Master degree programmes of Mathematics, Technomathematics, Economathematics and
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Mathematics International 

Contact 
Self 
Credit 
Duration 

time 45 h 
study 90 h 
Effort 135 h 
points 4,5 cp 
Semester 1, 2 or 3 
1 semester 

1 
Courses: 

Financial Mathematics 
2 lectures hours, 1 tutorial 

II 
hour per week 

2 
Contents: 

· Basics of interest modelling (Bonds and linear 

products, swaps, caps and floors, bond options, rate 

of interest options, curves of interest structure, rate of interest (short rates and forward rates)) 

· HeathJarrowMorton framework (easy example: 

HoLee model, general HJM drift constraint, one and multidimensional modelling) 

· Short rate models (general singlecoefficient 

modelling, general valuation equation, affine modelling 

of interest rate structure, Vasicek, CoxIngersoll Ross and further models, calibration of model) 

Incomplete markets (Super and subhedging, duality) · 

· Defaultable bonds (Merton model) 

3 
Result of study / competences: 

The students have gained (additionally to Part I of Financial Mathematics) further basic knowledge of continuoustime financial mathematics and therefore are well grounded in basic training of continuoustime financial mathematics. 

4 
Conditions for participation concerning contents of previous lectures: 

The course Probability Theory I from the bachelor degree programme of Mathematics. 

5 
Usability of this module: 

for master degree programmes mentioned above: 

Main focus of study Financial Mathematics (under the terms of MPO §4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Financial Mathematics (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 

Examination about this course 

8 
Frequency of occurrence: 

Each year (during the winter semester) 

8 
Intended size of class: 

about 1025 students 

9 
Authorized representatives of module and main lecturers: 

Prof. Dr. R. Korn, Prof. Dr. J. Saß 

10 
Additional information: 
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This module can be combined with the module Financial Mathematics I to a single module named Financial Mathematics I/II (13,5 cp).
Mathematical Statistics 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact time Self study 
Effort 270 h 
Credit points 
Semester 1 or 2 
Duration 1 

90 h 180 h 
9 
cp 
semester 

1 
Courses: 

Mathematical 
lecture hours, 2 tutorial hours per week 4 

Statistics 

2 
Contents: 

Asymptotic analysis of Mestimators, especially of MaximumLikelihoodestimators · 

· Bayes and Minimaxestimators 

· Likelihoodratiotests: asymptotic analysis and 

examples (ttest, c²goodnessoffittest) 

· GlivenkoCantellitheorem, KolmogorovSmirnovtest 

Differentiable statistic functionals and examples of applications (derivation of asymptotic results, robustness) · 

· Resampling methods on the basis of Bootstraps 

3 
Result of study / competences: 

The students know and understand classical and modern asymptotic approaches and techniques of proofs for mathematical statistics as well as their usability to solve practical relevant problems. The students are able to apply methods of mathematical statistics by themselves. 

4 
Conditions for participation concerning contents of previous lectures: 

The course Stochastic Methods from the bachelor degree programme of Mathematics. 

5 
Usability of this module: 

for master degree programmes mentioned above: 

Main focus of study from the following list (under the terms of MPO §4, clause 5): 

· Financial Mathematics 

· Statistics 

Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 
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Examination about this course 

7 Frequency of occurrence: 

Each year (during the winter semester) 

8 Intended size of class: 

about 1025 students 

9 Authorized representatives of module and main lecturers: 

Prof. Dr. R. Korn, Prof. Dr. H. von Weizsäcker 
NonLife Insurance 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact 
Self 
Credit 
Duration 

time 30 h 
study 105 h 
Effort 135 h 
points 4,5 cp 
Semester 1, 2 or 3 
1 semester 

1 
Courses: 

NonLife Insurance 
2 lecture hours per week 

2 
Contents: 

Collective risk models: 

· Models for claim number process 

· Poisson processes 

· Renewal processes 

· Total loss distribution 

· Aspects of reinsurance 

· Ruin theory and ruin probabilities 

Experience rating: 

· Bayes estimate 

Linear Bayes estimate (Bühlmann and Bühlmann Straub model) · 

3 
Result of study / competences: 

The students have gained profound knowledge in the mathematical and practical foundations of nonlife insurance mathematics. 

4 
Conditions for participation concerning contents of previous lectures: 

Module "Probability Theory I" 

5 
Usability of this module: 

for master degree programmes mentioned above: 

Main focus of study from the following list (under the terms of MPO §4, clause 5): 

· Financial mathematics 

· Statistics 

Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which 
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might restrict the above). 

6 
Award of credit points, examinations: 
Examination about this course 

8 
Frequency of occurrence: 
Each year (in the winter semester) 

8 
Intended size of class: 
about 1025 students 

9 
Authorized representatives of module and main lecturers: 
Prof. Dr. R. Korn, Prof. Dr. J. Saß 

10 
Additional information: 
This module can be combined with the module Life Insurance to a single module named "„Insurance Mathematics“ (9 credit points). 
Numerical Methods for Hyperbolic PDE 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact time 
Self study 
Effort 270 h 
Credit points 
Semester 1, 2 or 3 
Duration 1 

60 h 
210 h 
9 
cp 
semester 

1 
Courses: 

Numerical Methods for PDE II 
4 
lecture hours per week 

2 
Contents: 

Numerical methods to deal with hyperbolic differential equations will be provided and analytically analysed. Especially the following contents will be dealt with: 

· Approximation methods for hyperbolic problems 

· Theory of weak solutions and entropy solutions 

· Consistency, stability and convergence 

where appropriate approximation methods for systems of conservation equations · 

3 
Result of study / competences: 

The students know and understand basic concepts to deal with numerical hyperbolic differential equations as well as mathematical techniques to analyse these methods. On the basis of concrete exercises the students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in Numerical Methods for Hyperbolic PDE. 

4 
Conditions for participation concerning contents of previous lectures: 

The module Differential Equations: Numerics of ODE & 
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Introduction to PDE 

5 
Usability of this module: 
for master degree programmes mentioned above: 

Main focus of study from the following list (under the terms of MPO §4, clause 5): 

· Modelling and Scientific Computation 

· Partial Differential Equations 

Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 
Examination about this course 

7 
Frequency of occurrence: 
Each year (during the winter semester) 

8 
Intended size of class: 
about 1025 students 

9 
Authorized representatives of module and main lecturers: 
Prof. Dr. A. Klar, Prof. Dr. R. Pinnau, Prof. Dr. D. PrätzelWolters 
Probability and Algorithms 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact time Self study 
Effort 270 h 
Credit points 
Semester 1, 2 or 3 
Duration 1 

90 h 180 h 
9 
cp 
semester 

1 
Courses: 

Probability and 
lecture hours, 2 tutorial hours per week 4 

Algorithms 

2 
Contents: 

· Deterministic and randomized algorithms – concepts 

· Examples for randomized algorithms 

Erdös' probabilistic method – a construction principle for randomization · 

· Derandomization strategies 

· Azuma's inequality and the tailbound trick 

Probabilistic analysis of the travelling salesman problem · 

· Markov couplings and flows in Markov chains – 

estimation of steadystateapproximation times and their application 

3 
Result of study / competences: 

The students got to know different types of 
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randomized algorithms. They are able to evaluate the complexity and efficiency of randomized algorithms and apply examples on problems of mathematical optimization. In case studies the students have learned to perform a probabilistic analysis of algorithms and apply methods based on Markov chains. 

4 
Conditions for participation concerning contents of previous lectures: 
The courses Linear and Network Optimization and Stochastic Methods from the bachelor degree programme of Mathematics. 

5 
Usability of this module: 
for master degree programmes mentioned above: 

Main focus of study Optimization (under the terms of MPO §4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 
Examination about this course 

7 
Frequency of occurrence: 
Each year (during the winter semester) 

8 
Intended size of class: 
about 1025 students 

9 
Authorized representatives of module and main lecturers: 
Priv.Doz. Dr. K.H. Küfer 
Stochastic Differential Equations 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact time 
Self study 
Effort 270 h 
Credit points 
Semester 1, 2 or 3 
Duration 1 

90 h 
180 h 
9 
cp 
semester 

1 
Courses: 

Stochastic Differential Equations lecture hours, 2 tutorial hours per week 4 

2 
Contents: 

Stochastic differential equations (SDEs for short notation of stochastic differential equations) are used for modelling continuoustime random phenomena. Key elements of the theory of stochastic differential 
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equations are covered. Also an introduction to 

algorithmic issues is given. The following topics are covered: 

· Brownian motion 

· Martingales theory 

Stochastic integration (with respect to Brownian motion) · 

· Strong and weak solutions of SDEs 

Stochastic representation of the solution of partial differential equations · 

· Classical approximation 

3 
Result of study / competences: 
The students have acquired advanced knowledge in analysis of stochastic differential equations. They have also gained insights into the modelling and numerical handling of SDEs. 

4 
Conditions for participation concerning contents of previous lectures: 
Module Probability Theory I and basic knowledge of Functional Analysis. 

5 
Usability of this module: 
for master degree programmes mentioned above: 

Main focus of study from the following list (under the terms of MPO §4, clause 5): 

· Applied analysis 

· Modelling and scientific computation 

· Partial differential equations 

Areas of abstract, applied or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 
Examination about this course 

7 
Frequency of occurrence: 
Beginning with WS 12/13 each winter semester 

8 
Intended size of class: 
about 1025 students 

9 
Authorized representatives of module and main lecturers: 
Prof. Dr. K. Ritter 

10 
Additional information: 
This module can not be combined with the module "Financial Mathematics I" in the final examination due to high content overlap. 
3.2 Modules offered each summer semester
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Financial Mathematics I 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact time Self study 
Effort 270 h 
Credit points 
Semester 1, 2 or 3 
Duration 1 

90 h 
180 h 
9 
cp 
semester 

1 
Courses: 

Financial Mathematics 
4 
lecture hours, 2 tutorial 

I 
hours per week 

2 
Contents: 

Basics of stochastic analysis (Brownian motion, Itô integral, Itôformula, Martingale representation theorem, Girsanov theorem, linear stochastic differential equations, FeynmanKac formula) · 

· Diffusion model for share prices and trading 

strategies 

· Completeness of market 

· Valuation of options with the duplication principle, 

BlackScholesformula 

· Valuation of options and partial differential 

equations 

Arbitrage bounds (PutCallparity, parity of prices for european and american calls) · 

· Martingale method of PortfolioOptimization 

3 
Result of study / competences: 

The students have gained basic knowledge of stochastic analysis and continuoustime financial mathematics. 

4 
Conditions for participation concerning contents of previous lectures: 

The course Probability Theory I. 

5 
Usability of this module: 

for master degree programmes mentioned above: 

Main focus of study from the following list (under the terms of MPO §4, clause 5): 

· Financial Mathematics 

· Statistics 

Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 

Examination about this course 

8 
Frequency of occurrence: 

Each year (during the summer semester) 

8 
Intended size of class: 

about 1025 students 
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9 
Authorized representatives of module and main lecturers: 
Prof. Dr. R. Korn, Prof. Dr. J. Saß 

10 
Additional information: 
This module can be combined with the module Financial Mathematics II to a single module named Financial Mathematics I/II (13,5 cp) or with the module Continuoustime Portfolio Optimization to a single module named Financial Mathematics I; Continuoustime Portfolio Optimization (13,5 cp). 
Life Insurance 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact 
Self 
Credit 
Duration 

time 30 h 
study 105 h 
Effort 135 h 
points 4,5 cp 
Semester 1, 2 or 3 
1 semester 

1 
Courses: 

Life Insurance 
2 lecture hours per week 

2 
Contents: 

Elementary financial mathematics (calculation of interest) · 

· Mortality 

· Insurance benefits 

· Net premiums and net actuarial reserves 

· Inclusion of costs 

· Life related insurance 

· Various Ausscheideursachen 

3 
Result of study / competences: 

The students have acquired fundamental knowledge in the mathematical and practical foundations of classical life insurance mathematics. 

4 
Conditions for participation concerning contents of previous lectures: 

The course Stochastic methods from the bachelor degree programme of Mathematics. 

5 
Usability of this module: 

for master degree programmes mentioned above: 

Main focus of study from the following list (under the terms of MPO §4, clause 5): 

· Financial mathematics 

· Statistics 

Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the 
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6 
Award of credit points, examinations: 
Examination about this course 

8 
Frequency of occurrence: 
Each year (during the summer semester) 

8 
Intended size of class: 
about 1025 students 

9 
Authorized representatives of module and main lecturers: 
Prof. Dr. R. Korn, Prof. Dr. J. Saß 

10 
Additional information: 
This module can be combined with the module Financial Mathematics I to a single module named "Financial Mathematics I; Life insurance" (13,5 credit points). 
Numerical Methods for Elliptic and Parabolic PDE 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact time 
Self study 
Effort 270 h 
Credit points 
Semester 1, 2 or 3 
Duration 1 

90 h 
180 h 
9 
cp 
semester 

1 
Courses: 

Numerical Methods for PDE I lecture hours, 2 tutorial hours per week 4 

2 
Contents: 

Continuation of the courses Numerics of ODE and Introduction to PDE. Numerical methods to deal with 

elliptic and parabolic differential equations will be provided and analytically analysed. Especially the following contents will be dealt with: 

· Approximation methods for elliptic problems 

· Theory of weak solutions 

· Consistency, stability and convergence 

· Approximation methods for parabolic problems 

3 
Result of study / competences: 

The students know and understand basic concepts to deal with numerical partial differential equations as well as mathematical techniques to analyse these methods. 

4 
Conditions for participation concerning contents of previous lectures: 

The modules Numerics of ODE and Introduction to PDE 

5 
Usability of this module: 

for master degree programmes mentioned above: 
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Main focus of study from the following list (under the terms of MPO §4, clause 5): 

· Modelling and Scientific Computation 

· Partial Differential Equations 

Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). 

6 Award of credit points, examinations: 

Examination about this course 

7 Frequency of occurrence: 

Each year (during the summer semester) 

8 Intended size of class: 

Lectures: about 1550 students, Tutorials: about 1525 students 

9 Authorized representatives of module and main lecturers: 

Prof. Dr. A. Klar, Prof. Dr. R. Pinnau 
Theory of Scheduling Problems 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact time 
Self study 
Effort 270 h 
Credit points 
Semester 1, 2 or 3 
Duration 1 

90 h 
180 h 
9 
cp 
semester 

1 
Courses: 

Theory of Scheduling Problems 
lecture hours, 2 tutorial hours per week 4 

2 
Contents: 

· Classification of scheduling problems 

The link between scheduling and combinatorial optimization problems · 

· Single machine problems 

· Parallel machines 

· Job shop scheduling 

· Duedate scheduling 

· TimeCost tradeoff Problems 

In parts, only some of the headwords above as well as further research topics will be covered in detail during the lecture and tutorials. Details are to be found in the information system of the University of Kaiserslautern. 

3 
Result of study / competences: 

The students have gained a good overview of current 
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mathematical methods to solve scheduling or processing problems. The latter are of great importance for the oganisation of operative pocesses and computer science. 

4 
Conditions for participation concerning contents of previous lectures: 
The course Linear and Network Optimization from the bachelor degree programme of Mathematics; Integer Programming: Polyhedral Theory and Algorithms 

5 
Usability of this module: 
for master degree programmes mentioned above: 

Main focus of study Optimization (under the terms of MPO §4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 
Examination about this course 

7 
Frequency of occurrence: 
Each year (during the summer semester) 

8 
Intended size of class: 
about 1025 students 

9 
Authorized representatives of module and main lecturers: 
Prof. Dr. H. Hamacher, Priv.Doz. Dr. K.H. Küfer 
3.3 Modules offered irregularly
3D Image Analysis 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact 
Self 
Credit 
Duration 

time 60 h 
study 75 h 
Effort 135 h 
points 4,5 cp 
Semester 1, 2 or 3 
1 Semester 

1 
Courses: 

3D Image Analysis 
2 lecture hours, 2 tutorial/practice hours per week 

2 
Contents: 

Processing and statistical analysis of three dimensional image data, in particular: 
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· Random closed sets and their characteristics 

· Discretization and threedimensional context 

· Mathematical morphology 

· Methods of image processing: filtering, 

segmentation, Euclidean distance transformation, labeling, watershed transformation 

Estimates of geometrical characteristics for random closed sets of image data · 

3 
Result of study / competences: 
The students have learned basic classes of algorithms for processing and analysis of threedimensional image data. Assuming that the pictured structure is a random closed set, they can estimate geometric structure characteristics from the image data. They are also able to process and to analyse the given image data by means of suitable image processing software. 

4 
Conditions for participation concerning contents of previous lectures: 
Course "Practical Mathematics: Stochastic methods" from the bachelor's degree programme of Mathematics. Advanced knowledge in stochastics (e.g. "Time Series Analysis" or "Probability Theory I") is an advantage, but is not necessarily required. 

5 
Usability of this module: 
for master degree programmes mentioned above: 

Main focus of study Statistics (under the terms of MPO §4, clause 5). 

Areas of applied mathematics or general mathematics if the main focus of study was not Statistics (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 
Examination about this course 

7 
Frequency of occurrence: 
Irregular 

8 
Intended size of class: 
About 1025 students 

9 
Authorized representatives of module and main lecturers: 
Prof. Dr. J. Franke, Dr. C. Redenbach 
Advanced Network Flows and Selfish Routing
Degree programmes:
Master degree programmes of Mathematics,
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Technomathematics, Economathematics and Mathematics International 

Contact time Self study 
Effort 270 h 
Credit points 
Semester 1, 2 or 3 
Duration 1 

90 h 180 h 
9 
cp 
semester 

1 
Courses: 

Advanced Network Flows and Selfish Routing 
lecture hours, 2 tutorial hours per week 4 

2 
Contents: 

· Basics of network flows 

Efficient methods to compute max flows (Dinic's algorithm, PushRelabel method) · 

Polynomial and strong polynomial methods for min cost flows · 

· Dynamic network flows (dynamic maxflowmincut 

theorem, temporally repeated flows) and networks expanded over time 

· Flows with flowdepending costs, Optimality criteria 

· Flows in Nashequilibrium 

· Price of the anarchy (lower and upper bounds) 

· Paradox of Braess and its consequences 

· Network design for selfish users 

· Congestion Games 

3 
Result of study / competences: 

The students are able to cope with advanced techniques to compute network flows. The know and understand different accesses to network flows, esspecially those coming from game theory, with applications in traffic planning and economic science. 

4 
Conditions for participation concerning contents of previous lectures: 

The course Linear and Network Optimization from the bachelor degree programme of Mathematics 

5 
Usability of this module: 

for master degree programmes mentioned above: 

Main focus of study Optimization (under the terms of MPO §4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 

Examination about this course 

7 
Frequency of occurrence: 

Irregular 

8 
Intended size of class: 

about 1025 students 

9 
Authorized representatives of module and main lecturers: 

Prof. Dr. H. Hamacher, Prof. Dr. S. Krumke, Jun. Prof. Dr. S. Ruzika 
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Advanced Topics in Algebraic Geometry 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact 
Self 
Credit 
Duration 

time 30 h 
study 105 h 
Effort 135 h 
points 4,5 cp 
Semester 1, 2 or 3 
1 semester 

1 
Courses: 

Advanced Topics in Algebraic Geometry 
2 lecture hours per week 

2 
Contents: 

A selection of topics from the following areas will be handled: 

· Sheaves and cohomology theory 

· Divisors and line bundles 

· Differential forms 

· Proj constructions and applications 

· Blowing up 

· Relative rational variaties 

· Hilbert schemes 

· Moduli spaces 

3 
Result of study / competences: 

The students have acquired advanced knowledge in the theory of modern algebraic geometry which enables them to understand the current work in algebraic geometry. They are able to independently work on special problems in this area and solve them as a part of their thesis. 

4 
Conditions for participation concerning contents of previous lectures: 

Module Algebraic Geometry. 

5 
Usability of this module: 

for master degree programmes mentioned above: 

Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO §4, clause 5). 

Areas of pure mathematics or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 

Examination about this course 

7 
Frequency of occurrence: 

Irregular 
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8 
Intended size of class: 
about 1025 students 

9 
Authorized representatives of module and main lecturers: 
Prof. Dr. W. Decker, Prof. Dr. G. Trautmann 

10 
Additional information:: 
This module can not be combined with the module "Algebraic Geometry II: Sheaves, Cohomology and Applications" in the final examination due to high content overlap. 
Algebraic Combinatorics 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact time 
Self study 
Effort 270 h 
Credit points 
Semester 1, 2 or 3 
Duration 1 

90 h 
180 h 
9 
cp 
semester 

1 
Courses: 

Algebraic 
lecture hours, 2 tutorial hours per week 4 

Combinatorics 

2 
Contents: 

· Principle of inclusion and exclusion 

· Formal power series and combinatoric applications 

· PolyaRedfieldcounting 

· Eigenvaluetheory of graphs 

· Strong regular graphs 

· Designs and difference quantities 

3 
Result of study / competences: 

The students know and understand applications of algebraic structures (eigenvaluetheory, polynomial rings, formal power series, finite fields, results of group theory) to combinatoric tasks. 

4 
Conditions for participation concerning contents of previous lectures: 

The course Algebraic Structures from the bachelor degree programme of Mathematics. Selected terms and results from the course Introduction to Algebra from the bachelor degree programme of Mathematics and from the course Group Theory will be sufficiently discussed during this lecture. Therefore, these lectures are good additions but not necessarily required. 

5 
Usability of this module: 

for master degree programmes mentioned above: 

Main focus of study Algebra and Number Theory 
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(under the terms of MPO §4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above). 

6 Award of credit points, examinations: 

Examination about this course 

7 Frequency of occurrence: 

Irregular 

8 Intended size of class: 

about 1025 students 

9 Authorized representatives of module and main lecturers: 

Prof. Dr. U. Dempwolff 
Algebraic Geometry II: Sheaves, Cohomology and Applications 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact time 
Self study 
Effort 270 h 
Credit points 
Semester 1, 2 or 3 
Duration 1 

60 h 
210 h 
9 
cp 
semester 

1 
Courses: 

Algebraic Geometry II: 
4 
lecture hours per week 

Sheaves, Cohomology and Applications 

2 
Contents: 

· Sheaves and sheaf cohomology 

· Divisors and line bundles 

· Differential forms 

Applications and examples (e.g. RiemannHurwitz formula, RiemannRoch theorem, projective embedding, blowups, Grassmannvarieties) · 

3 
Result of study / competences: 

The students are well grounded in knowledge of the theory of modern algebraic geometry which enables them to understand current works in algebraic geometry. They particulary know and understand typical examples and applications. 

4 
Conditions for participation concerning contents of previous lectures: 

Module Algebraic Geometry. 

5 
Usability of this module: 

for master degree programmes mentioned above: 
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Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO §4, clause 5). Areas of pure mathematics, applied mathematicas or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above). 

6 Award of credit points, examinations: 

Examination about this course 

7 Frequency of occurrence: 

Irregular 

8 Intended size of class: 

about 1025 students 

9 Authorized representatives of module and main lecturers: 

Prof. Dr. W. Decker, Prof. Dr. A. Gathmann 
Algorithmic Game Theory 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact time 
Self study 
Effort 270 h 
Credit points 
Semester 1, 2 or 3 
Duration 1 

90 h 
180 h 
9 
cp 
semester 

1 
Courses: 

Algorithmic Game Theory 
lecture hours, 2 tutorial hours per week 4 

2 
Contents: 

Cooperative Game Theory: 

Games in characteristic function form 

Solution concepts, e.g., core, Shapley value 

Complexity of the computation of solution concepts 

Cost allocation problems 

Application, e.g., optimization problems in multi playersituations 

Noncooperative Game Theory: 

Equilibria, e.g., Nash Equilibria, dominant strategies 

Complexity of the computation of equilibria 

Introduction to mechanism design, e.g., truthful mechanisms 

3 
Result of study / competences: 

The students know and understand different solution 
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concepts of cooperative and noncooperative game theory. They are able to evaluate the complexity of solutions of cooperative and noncooperative games and to get the solutions with help of optimization methods. During the exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought during the lectures. 

4 
Conditions for participation concerning contents of previous lectures: 
The course "Linear and Network Optimization" from the bachelor degree programme of Mathematics, the module "Integer Programming: Polyhedral Theory and Algorithms". 

5 
Usability of this module: 
for master degree programmes mentioned above: 

Main focus of study Optimization (under the terms of MPO §4, clause 5). Areas of applied mathematics or general mathematics if the main focus was different (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 
Examination about this course 

7 
Frequency of occurrence: 
Irregular 

8 
Intended size of class: 
about 1025 students 

9 
Authorized representatives of module and main lecturers: 
Prof. Dr. H. Hamacher, Prof. Dr. S. Krumke 
Algorithms in Homological and Commutative Algebra 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact 
Self 
Credit 
Duration 

time 30 h 
study 105 h 
Effort 135 h 
points 4,5 cp 
Semester 1, 2 or 3 
1 semester 

1 
Courses: 

Algorithms in Homological and Commutative Algebra 
2 lecture hours per week 

2 
Contents: 

· Normalization, integrity bases 
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· 
Application: parameterization of rational curves 

Flatness, depth and codimension, CohenMacaulay rings · 

· 
Application: invariant rings 

3 
Result of study / competences: 

The students have learnt how to handle the main concepts from the field of the algorithms in homological and commutative algebra. 

4 
Conditions for participation concerning contents of previous lectures: 

The courses "Commutative Algebra" and "Computer Algebra". 

5 
Usability of this module: 

for master degree programmes mentioned above: 

Main focus of study "Algebraic Geometry and Computer Algebra" (under the terms of MPO §4, clause 5). Areas of pure mathematics or general mathematics if the main focus was not "Algebraic Geometry and Computer Algebra" (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 

Examination about this course 

7 
Frequency of occurrence: 

Irregular 

8 
Intended size of class: 

about 1025 students 

9 
Authorized representatives of module and main lecturers: 

Prof. Dr. W. Decker, Prof. Dr. G. Pfister 

10 
Additional information:: 

This module can not be combined with the module "Computational Algebraic Geometry" in the final examination due to high content overlap. 
Analytic Number Theory 

Degree programmes: 

Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International 

Contact time 
Self study 
Effort 270 h 
Credit points 
Semester 1, 2 or 3 
Duration 1 

90 h 
180 h 
9 
cp 
semester 

1 
Courses: 

Analytic Number Theory 
lecture hours, 2 tutorial hours per week 4 
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2 
Contents: 
· Dirichlet series 

· Prime numbers in arithmetic progressions 

· Functional equation of the Riemann zeta function 

· Lfunctions and Gaussian sums 

· Binary quadratic forms 

· Class numbers of quadratic fields 

3 
Result of study / competences: 
The students know and understand basic methods and results of Analytic Number Theory. 

4 
Conditions for participation concerning contents of previous lectures: 
The courses Introduction to Algebra and Introduction to Complex Analysis from the bachelor degree programme of Mathematics. 

5 
Usability of this module: 
for master degree programmes mentioned above: 

Main focus of study Algebra and Number Theory (under the terms of MPO §4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above). 

6 
Award of credit points, examinations: 

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