MAT-3200 Mathematical Methods - 10 stp

The course is administrated by

Faculty of Science and Technology

Type of course

The course is included in the Master's degree program in mathematics and in the Master's degree program in industrial mathematics . It may also be taken independent of study program upon approval of the Department of mathematics and statistics.

Admission requirements

Bachelor of science degree in mathematics or equal. Søknadskode 9371.

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.

Recommended prerequisites

MAT-2201 Numerical Methods, MAT-2200 Differential Equations

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, but may be answered either in English or a Scandinavian language.

Teaching methods

Lectures: 40 h
Coursework: 30 h

Assessment

Written final exam of 4 hours duration, counting 100%.

Grading scale: Letter grades A-F.

Re-sit examination:
It will not be given a re-sit exam for this course.

Postponed examination:
Students with valid grounds for absence will be offered a postponed examination early in the following semester.

Ordinary examination in the teaching free semester (early exam):
It will not be given a new ordinary examination in the teaching free semester for this course.

For further details see:
- Utfyllende bestemmelser for eksamener ved Fakultet for naturvitenskap og teknologi (only in Norwegian)
- Regulations for examinations at the University of Tromsø