# Senior Mathematics and Statistics Handbook

## Applied Mathematics Units of Study

This chapter contains descriptions of units of study in the Applied Mathematics program, arranged by semester. Students who wish to take an advanced unit of study and who have not previously undertaken advanced level work in second year should speak to one of the coordinators and be prepared to devote extra time to the unit to compensate.

It should be noted that these lists are provisional only and that any unit of study may be withdrawn due to resource constraints.

## Applied Mathematics – Semester 1 Units

- Mathematical Computing
- Differential Equations & Biomathematics (Normal)
- Differential Equations & Biomathematics (Advanced)
- Fluid Dynamics (Advanced)

## MATH3076/3976 Mathematical Computing (Advanced & Normal)

*Prerequisite (MATH3076): 12 credit points of intermediate mathematics, and at least
one of MATH1001, MATH1901, MATH1003, MATH1903 or MATH1907.*

*Prerequisite (MATH3976): 12 credit points of intermediate mathematics, and MATH1903
or MATH1907, or a credit in MATH1003.*

*Prohibitions: MATH3016, MATH3916.*

*Lecturer: David Ivers .*

*Assessment: One two hour exam, assignments and quizzes (100%).*

This unit of study provides an introduction to Fortran 95 programming and numerical methods. Topics covered include computer arithmetic and computational errors, systems of linear equations, interpolation and approximation, solution of nonlinear equations, quadrature, initial value problems for ordinary differential equations and boundary value problems.

- List of Semester 1 Applied Maths units
- List of Semester 2 Applied Maths units
- Top of this page
- Contents page

## MATH3063 Differential Equations and Biomathematics (Normal)

*Prerequisite: 12 credit points of Intermediate Mathematics.*

*Assumed knowledge: MATH2061.*

*Prohibitions: MATH3003, MATH3923, MATH3020, MATH3920, MATH3963.*

*Lecturer: Mary Myerscough .*

*Assessment: One two hour exam (75%), assignments (15%) and quizzes (10%).*

This unit of study is an introduction to the theory of systems of ordinary differential equations. Such systems model many types of phenomena in engineering, biology and the physical sciences. The emphasis will not be on finding explicit solutions, but instead on the qualitative features of these systems, such as stability, instability and oscillatory behaviour. The aim is to develop a good geometrical intuition into the behaviour of solutions to such systems. Some background in linear algebra, and familiarity with concepts such as limits and continuity, will be assumed. The applications in this unit will be drawn from predator-prey systems, transmission of diseases, chemical reactions, beating of the heart and other equations and systems from mathematical biology.

- List of Semester 1 Applied Maths units
- List of Semester 2 Applied Maths units
- Top of this page
- Contents page

## MATH3963 Differential Equations and Biomathematics (Advanced)

*Prerequisite: 12 credit points of Intermediate Mathematics.*

*Assumed knowledge: MATH2961.*

*Prohibitions: MATH3003, MATH3923, MATH3020, MATH3920, MATH3063.*

*Lecturer: Martin Wechselberger .*

*Assessment: One two hour exam (60%), assignments (20%) and quizzes (20%).*

The theory of ordinary differential equations is a classical topic going back to Newton and Leibniz. It comprises a vast number of ideas and methods of different nature. The theory has many applications and stimulates new developments in almost all areas of mathematics. The applications in this unit will be drawn from predator-prey systems, transmission of diseases, chemical reactions, beating of the heart and other equations and systems from mathematical biology. The emphasis is on qualitative analysis including phase-plane methods, bifurcation theory and the study of limit cycles. The more theoretical part includes existence and uniqueness theorems, stability analysis, linearization, and hyperbolic critical points, and omega limit sets.

- List of Semester 1 Applied Maths units
- List of Semester 2 Applied Maths units
- Top of this page
- Contents page

## MATH3974 Fluid Dynamics (Advanced)

*Prerequisite: 12 credit points of intermediate mathematics with an average
grade of credit or better.*

*Assumed knowledge:
MATH2961 and MATH2965. *

*Prohibitions: MATH3914.*

*Lecturer: Dave Galloway .*

*Assessment: One two hour exam (70%), assignments (30%).*

This unit of study provides an introduction to fluid dynamics, starting with a description of the governing equations and the simplifications gained by using stream functions or potentials. It develops elementary theorems and tools, including Bernoulli's equation, the role of vorticity, the vorticity equation, Kelvin's circulation theorem, Helmholtz's theorem, and an introduction to the use of tensors. Topics covered include viscous flows, lubrication theory, boundary layers, potential theory, and complex variable methods for 2-D airfoils. The unit concludes with an introduction to hydrodynamic stability theory and the transition to turbulent flow.

- List of Semester 1 Applied Maths units
- List of Semester 2 Applied Maths units
- Top of this page
- Contents page

## Applied Mathematics – Semester 2 Units

- Financial Mathematics
- Partial Differential Equations & Waves
- Lagrangian & Hamiltonian Dynamics (Advanced)
- Complex Analysis with Applications (Advanced)

*Note that MATH3964 (Complex Analysis with Applications (Advanced)) is
offered only in even numbered years.*

## MATH3075/3975 Financial Mathematics (Advanced & Normal)

*Prerequisite (MATH3075): 12 credit points of intermediate mathematics.*

*Prerequisite (MATH3975): 12 credit points of intermediate mathematics at
a credit or better average.*

*Prohibitions: MATH3015, MATH3933.*

*Lecturer: Marek Rutkowski .*

*Assessment: One two hour exam (80%), quizzes (20%).*

This unit is an introduction to the mathematical theory of modern finance. Topics include: notion of arbitrage, pricing riskless securities, risky securities, utility theory, fundamental theorems of asset pricing, complete markets, introduction to options, binomial option pricing model, discrete random walks, Brownian motion, derivation of the Black-Scholes option pricing model, extensions and introduction to pricing exotic options, credit derivatives. A strong background in mathematical statistics and partial differential equations is an advantage, but is not essential. Students completing this unit have been highly sought by the finance industry, which continues to need graduates with quantitative skills.

Note that students enrolled in MATH3075 and those enrolled in the advanced level unit MATH3975 attend the same lectures, but the assessment tasks for MATH3975 are more challenging than those for MATH3075.

- List of Semester 1 Applied Maths units
- List of Semester 2 Applied Maths units
- Top of this page
- Contents page

## MATH3078/3978 Partial Differential Equations and Waves (Advanced & Normal)

*Prerequisite (MATH3078): 12 credit points of intermediate mathematics.*

*Prerequisite (MATH3978): 12 credit points of intermediate mathematics at
a credit or better average.*

*Assumed knowledge:
MATH2061 (or MATH2961) and MATH2065 (or MATH2965).*

*Prohibitions: MATH3018, MATH3921.*

*Lecturer: Nalini Joshi .*

*Assessment: One two hour exam (70%), assignments (10%) and quizzes (20%).*

This unit of study introduces Sturm-Liouville eigenvalue problems and their role in finding solutions to boundary value problems. Analytical solutions of linear PDEs are found using separation of variables and integral transform methods. Three of the most important equations of mathematical physics – the wave equation, the diffusion (heat) equation and Laplace's equation – are treated, together with a range of applications. There is particular emphasis on wave phenomena, with an introduction to the theory of sound waves and water waves.

- List of Semester 1 Applied Maths units
- List of Semester 2 Applied Maths units
- Top of this page
- Contents page

## MATH3977 Lagrangian and Hamiltonian Dynamics (Advanced)

*Prerequisite: 12 credit points of intermediate mathematics with an average
grade of credit or better.*

*Prohibitions: MATH2904, MATH2004, MATH3917.*

*Lecturer: Holger Dullin .*

*Assessment: One two hour exam (70%), assignments (10%) and quizzes (20%).*

This unit provides a comprehensive treatment of dynamical systems using the mathematically sophisticated framework of Lagrange and Hamilton. This formulation of classical mechanics generalizes elegantly to modern theories of relativity and quantum mechanics.

The unit develops dynamical theory from the Principle of Least Action using the calculus of variations. Emphasis is placed on the relation between the symmetry and invariance properties of the Lagrangian and Hamiltonian functions and conservation laws. Coordinate and canonical transformations are introduced to make apparently complicated dynamical problems appear very simple. The unit will also explore connections between geometry and different physical theories beyond classical mechanics.

Students will be expected to solve fully dynamical systems of some complexity including planetary motion and to investigate stability using perturbation analysis. Hamilton-Jacobi theory will be used to elegantly solve problems ranging from geodesics (shortest path between two points) on curved surfaces to relativistic motion in the vicinity of black holes.

This unit is a useful preparation for units in dynamical systems and chaos, and complements units in differential equations, quantum theory and general relativity.

- List of Semester 1 Applied Maths units
- List of Semester 2 Applied Maths units
- Top of this page
- Contents page

## MATH3964 Complex Analysis with Applications (Advanced)

*Prerequisite: 12 credit points of Intermediate Mathematics.*

*Assumed knowledge: MATH2962.*

*Prohibitions: MATH3904, MATH3915.*

*Lecturer: Sheehan Olver .*

*Assessment: One two hour exam (70%), assignments (30%).*

This unit continues the study of functions of a complex variable and their applications introduced in the second year unit Real and Complex Analysis (MATH2962). It is aimed at highlighting certain topics from analytic function theory and the analytic theory of differential equations that have intrinsic beauty and wide applications. This part of the analysis of functions of a complex variable will form a very important background for students in applied and pure mathematics, physics, chemistry and engineering.

The course will begin with a revision of properties of holomorphic functions and Cauchy's theorem with added topics not covered in the second year course. This will be followed by meromorphic functions, entire functions, harmonic functions, elliptic functions, elliptic integrals, analytic differential equations, hypergeometric functions. The rest of the course will consist of selected topics from Green's functions, complex differential forms and Riemann surfaces.