Study year 1

Master's Programme, Applied and Computational Mathematics, 120 credits (TTMAM), Programme syllabus for studies starting in autumn 2016

The following courses are part of study year one.

The course application codes and study periods are valid for the academic year 2016/2017. For other academic years, different application codes and study periods may apply.

General

General courses

At least one of the conditionally elective courses during year one and two has to be studied.

Note that due to overlap it is not possible to select both SF2935 and DD2431/DD2421.

Mandatory Appl.code cr. Study period
 1   2   3   4 
AK2036 Theory and Methodology of Science with Applications (Natural and Technological Science) 7.5 7.5
SF2940 Probability Theory 7.5 7.5
SF2520 Applied Numerical Methods 7.5 3.0 4.5

Conditionally elective Appl.code cr. Study period
 1   2   3   4 
SF2832 Mathematical Systems Theory 7.5 7.5
SF2863 Systems Engineering 7.5 7.5
SF2812 Applied Linear Optimization 7.5 7.5

Optional Appl.code cr. Study period
 1   2   3   4 
BB2440 Bioinformatics and Biostatistics 7.0 7.0
DD2431 Machine Learning 6.0 6.0
SF2866 Applied Systems Engineering 7.5 7.5
SF2942 Portfolio Theory and Risk Management 7.5 7.5
SF2975 Financial Derivatives 7.5 7.5
DD2435 Mathematical Modelling of Biological Systems 9.0 6.0 3.0
DN2258 Introduction to High Performance Computing 7.5 4.0 3.5
SF2565 Program Construction in C++ for Scientific Computing 7.5 3.5 4.0
SF2566 Advanced Individual Course in Scientific Computing 6.0 3.0 3.0
SF2567 Project Course in Scientific Computing 7.5 3.7 3.8
BB2280 Molecular Modeling 7.5 7.5
BB2300 Computational Chemistry 7.5 7.5
SF1811 Optimization 6.0 6.0
SF2935 Modern Methods of Statistical Learning 7.5 7.5
SF2980 Risk Management 7.5 7.5
SF2842 Geometric Control Theory 7.5 7.5
SF2930 Regression Analysis 7.5 7.5
SF2970 Martingales and Stochastic Integrals 6.0 6.0
SF2972 Game Theory 7.5 7.5
SG2212 Computational Fluid Dynamics 7.5 7.5
SF2523 Topics in Scientific Computings 3.0 1.0 2.0
DD2257 Visualization 7.5 7.5
DD2365 Advanced Computation in Fluid Mechanics 7.5 7.5
SF2701 Financial Mathematics, Basic Course 7.5 7.5
SF2822 Applied Nonlinear Optimization 7.5 7.5
SF2852 Optimal Control Theory 7.5 7.5
SF2943 Time Series Analysis 7.5 7.5
SF2955 Computer Intensive Methods in Mathematical Statistics 7.5 7.5
SG2224 Applied Computational Fluid Dynamics 5.0 5.0
SF2522 Computational Methods for Stochastic Differential Equations 7.5

Specialisations

Track, Computational Mathematics (COMA)

Mandatory Appl.code cr. Study period
 1   2   3   4 
SF2521 Numerical Solutions of Differential Equations 7.5 3.7 3.8
SF2568 Parallel Computations for Large- Scale Problems 7.5 3.0 4.5

Track, Financial Mathematics (FMIA)

Among the conditionally elective courses SF2943 or SF2930 + SF2975 or SF2980 has to be studied.

Mandatory Appl.code cr. Study period
 1   2   3   4 
SF2701 Financial Mathematics, Basic Course 7.5 7.5

Conditionally elective Appl.code cr. Study period
 1   2   3   4 
SF2930 Regression Analysis 7.5 7.5
SF2943 Time Series Analysis 7.5 7.5

Track, Mathematical Statistics (MASA)

At least 3 of the conditionally elective courses on the track has to be studied.

Note that due to overlap it is not possible to select both SF2935 and DD2431/DD2421.

Conditionally elective Appl.code cr. Study period
 1   2   3   4 
SF2935 Modern Methods of Statistical Learning 7.5 7.5
SF2930 Regression Analysis 7.5 7.5
SF2970 Martingales and Stochastic Integrals 6.0 6.0
SF2943 Time Series Analysis 7.5 7.5
SF2955 Computer Intensive Methods in Mathematical Statistics 7.5 7.5

Track, Optimization and Systems Theory (OPSA)

At least 3 of the conditionally elective courses on the track has to be studied in addition to the already choosen conditionally elective course in the base block.

Conditionally elective Appl.code cr. Study period
 1   2   3   4 
SF2866 Applied Systems Engineering 7.5 7.5
SF2832 Mathematical Systems Theory 7.5 7.5
SF2863 Systems Engineering 7.5 7.5
SF2812 Applied Linear Optimization 7.5 7.5
SF2842 Geometric Control Theory 7.5 7.5
SF2822 Applied Nonlinear Optimization 7.5 7.5
SF2852 Optimal Control Theory 7.5 7.5