Study year 1

Master's Programme, Applied and Computational Mathematics, 120 credits (TTMAM), Programme syllabus for studies starting in autumn 2018

The following courses are part of study year one.

The course application codes and study periods are valid for the academic year 2018/2019. For other academic years, different application codes and study periods may apply.

General

General courses

At least one of the conditionally elective courses has to be studied. The course/courses can be studies either during year one or two.

Note that due to overlap it is not possible to select both SF2935 and 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 60284 7.5 7.5

Optional Appl.code cr. Study period
 1   2   3   4 
DD2257 Visualization 7.5 7.5
SF2561 The Finite Element Method 7.5 7.5
SF2866 Applied Systems Engineering 7.5 7.5
SF2935 Modern Methods of Statistical Learning 7.5 7.5
SF2942 Portfolio Theory and Risk Management 7.5 7.5
SF2956 Topological Data Analysis 7.5 7.5
SF2975 Financial Derivatives 7.5 7.5
DD2358 Introduction to High Performance Computing 7.5 4.0 3.5
DD2435 Mathematical Modelling of Biological Systems 9.0 6.0 3.0
SF2565 Program Construction in C++ for Scientific Computing 7.5 3.5 4.0
BB2280 Molecular Modeling 7.5 7.5
BB2300 Computational Chemistry 7.5 7.5
BB2441 Bioinformatics 7.5 7.5
SF1811 Optimization 6.0 6.0
SF2524 Matrix Computations for Large-scale Systems 7.5 7.5
SF2957 Statistical Machine Learning 7.5 7.5
SF2980 Risk Management 7.5 7.5
DD2421 Machine Learning 60750 7.5 7.5
SF2842 Geometric Control Theory 60286 7.5 7.5
SF2930 Regression Analysis 60135 7.5 7.5
SF2971 Martingales and Stochastic Integrals 60138 7.5 7.5
SF2972 Game Theory 60139 7.5 7.5
SG2212 Computational Fluid Dynamics 60472 7.5 7.5
SF2521 Numerical Solutions of Differential Equations 60132 7.5 3.7 3.8
SF2522 Computational Methods for Stochastic Differential Equations 60363 7.5 4.0 3.5
SF2566 Advanced Individual Course in Scientific Computing 60282 6.0 3.0 3.0
SF2567 Project Course in Scientific Computing 60283 7.5 3.7 3.8
SF2568 Parallel Computations for Large- Scale Problems 60133 7.5 3.0 4.5
DD2365 Advanced Computation in Fluid Mechanics 60855 7.5 7.5
SF2701 Financial Mathematics, Basic Course 60134 7.5 7.5
SF2822 Applied Nonlinear Optimization 60285 7.5 7.5
SF2943 Time Series Analysis 60136 7.5 7.5
SF2955 Computer Intensive Methods in Mathematical Statistics 60137 7.5 7.5
SG2224 Applied Computational Fluid Dynamics 60475 5.0 5.0

Specialisations

Track, Computational Mathematics (COMA)

Mandatory Appl.code cr. Study period
 1   2   3   4 
SF2521 Numerical Solutions of Differential Equations 60132 7.5 3.7 3.8
SF2568 Parallel Computations for Large- Scale Problems 60133 7.5 3.0 4.5

Track, Financial Mathematics (FMIA)

Among the conditionally elective courses at least one course from each year has to be studied: SF2943 or SF2930 and SF2975 or SF2980.

Mandatory Appl.code cr. Study period
 1   2   3   4 
SF2701 Financial Mathematics, Basic Course 60134 7.5 7.5


Conditionally elective Appl.code cr. Study period
 1   2   3   4 
SF2930 Regression Analysis 60135 7.5 7.5
SF2943 Time Series Analysis 60136 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 60284 7.5 7.5
SF2842 Geometric Control Theory 60286 7.5 7.5
SF2822 Applied Nonlinear Optimization 60285 7.5 7.5

Track, Statistical Learning and Data Analytics (SIDA)

This track replaces the track in Mathematical Statistics for students starting HT17.

Mandatory Appl.code cr. Study period
 1   2   3   4 
SF2930 Regression Analysis 60135 7.5 7.5
SF2955 Computer Intensive Methods in Mathematical Statistics 60137 7.5 7.5