DURHAM UNIVERSITY · DURHAM UNIVERSITY Department of Mathematical Sciences Level 2 Mathematics modules Course Booklet 2012 - 2013 Science Laboratories South Road Durham Email:maths.ofﬁ[email protected]

DURHAM UNIVERSITYDepartment of Mathematical Sciences

Level 2 Mathematics modulesCourse Booklet

2012 - 2013

Science LaboratoriesSouth RoadDurham Email: [email protected] 3LE Web: www.maths.dur.ac.uk

mailto:[email protected]://www.maths.dur.ac.uk

Contents

1 General Information 3

1.1 Useful Contacts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

1.2 Registration for 2H . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.3 Course Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.4 Assessment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.5 Academic progress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.6 Durham University Mathematical Society . . . . . . . . . . . . . . . . . . . . . . 6

1.7 Disclaimer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.8 Booklists and Descriptions of Courses . . . . . . . . . . . . . . . . . . . . . . . . 7

1.8.1 Algebra II – MATH2581 . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

1.8.2 Analysis in Many Variables II – MATH2031 . . . . . . . . . . . . . . . . 10

1.8.3 Codes and Actuarial Mathematics II – MATH2131 . . . . . . . . . . . . . 12

1.8.4 Codes and Geometric Topology II – MATH2141 . . . . . . . . . . . . . . 14

1.8.5 Complex Analysis II – MATH2011 . . . . . . . . . . . . . . . . . . . . . 16

1.8.6 Elementary Number Theory and Cryptography II – MATH2591 . . . . . . 18

1.8.7 Mathematical Physics II – MATH2071 . . . . . . . . . . . . . . . . . . . 20

1.8.8 Numerical Analysis II – MATH2051 . . . . . . . . . . . . . . . . . . . . . 22

1.8.9 Probability and Actuarial Mathematics II – MATH2161 . . . . . . . . . . 24

1.8.10 Probability and Geometric Topology II – MATH2151 . . . . . . . . . . . . 26

1.8.11 Statistical Concepts II – MATH2041 . . . . . . . . . . . . . . . . . . . . . 28

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http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2581&ayear=2012http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2031&ayear=2012http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2131&ayear=2012http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2141&ayear=2012http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2011&ayear=2012http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2591&ayear=2012http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2071&ayear=2012http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2051&ayear=2012http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2161&ayear=2012http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2041&ayear=2012

1 General Information

Welcome to second year! About 1,200 undergraduates take modules provided by the Department.This booklet provides information on second-year modules offered by the department. It alsocontains summary information on key policies related to assessment and academic progress.

Full details of the department’s policies and procedures are available in the departmental de-gree programme handbooks at http://www.dur.ac.uk/mathematical.sciences/teaching/handbook/, which also contains on on-line version of the course descriptions contained in this booklet.

Information concerning general University regulations, examination procedures etc., are containedin the Faculty Handbooks (www.dur.ac.uk/faculty.handbook) and the University Calendar, whichprovide the definitive versions of University policy. The Teaching and Learning Handbook (www.dur.ac.uk/teachingandlearning.handbook)contains information about assessment procedures, amongst other things.

You should keep this booklet for future reference. For instance, prospective employers might findit of interest. It is usual for the second year to be regarded as harder than the first year. Time spentduring the vacation in catching up on first-year work which was not understood, or in browsingthrough some of the recommended books and following the suggestions made at the end of eachmodule description, will be well rewarded.

1.1 Useful Contacts

The first point of contact for issues referring to a particular course or module should be the relevantlecturer. For more general questions or difficulties you are welcome to consult the Course Directoror your Adviser. For queries relating to teaching issues, for example registration, timetable clashes,support for disabilities or illness, you should visit the department to speak to someone in the mainMaths Office (CM201), or send an email to [email protected].

Head of Department:[email protected] of Undergraduate Studies:Dr Peter Bowcock (CM307, [email protected])

The Course Directors for students are determined by their programme and level of study as fol-lows:Students on Mathematics programmes at level one:[email protected] on Mathematics programmes at level two:[email protected] on Mathematics programmes at levels three and four:[email protected] on Natural Sciences and Combined Honours programmes at all levels:[email protected] on programmes other than Mathematics and Natural Sciences and Combined Honours atall levels:[email protected]

We may also wish to contact you! Please keep the Mathematics Office informed of your currentterm-time residential address and e-mail address.

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http://www.dur.ac.uk/faculty.handbookhttp://www.dur.ac.uk/teachingandlearning.handbookmailto:[email protected]:[email protected]:[email protected]:[email protected]:[email protected]:[email protected]:[email protected]:[email protected]

1.2 Registration for 2H

You will register for the required number of modules in June. You may attend additional modulesduring the first few weeks of the Michaelmas Term. If you then decide that you want to change oneor more of your modules you must contact [email protected] or visit the main Mathsoffice (CM201).Any such change should be completed during the first four weeks of the Michaelmas Term.

1.3 Course Information

Term time in Durham is Michaelmas (10 weeks), Epiphany (9 weeks) and Easter (9 weeks). Thereare 22 teaching weeks, and the last seven weeks are dedicated to private revision, examinationsand registration for the subsequent academic year.

Timetables giving details of places and times of your commitments are available on Departmentalweb pages and noticeboards in the first floor corridor of the Department. It is assumed that youread them!You can access your own Maths timetable at www.maths.dur.ac.uk/teaching/ and then click-ing on the ‘My Maths timetable’ link.

Also, teaching staff often send you important information by e-mail to your local ‘@durham.ac.uk’address, and so you should scan your mailbox regularly. Note that in October it takes time to sortout groups for tutorials and practicals, and so these classes start in week 2.

1.4 AssessmentFull details of the University procedures for Examinations and Assessment may be found in Section6 of the Learning and Teaching Handbook, http://www.dur.ac.uk/learningandteaching.handbook/ .The Department’s policies and procedures are described in the departmental degree programmehandbook, http://www.dur.ac.uk/mathematical.sciences/teaching/handbook/ . The Departmentfollows the marking guidelines set out by the University Senate:

Degree Class Marking Range(%)I 70−100

II(i) 60−69II(ii) 50 - 59III 40−49

Fail 0−39

With the exception of Numerical Analysis II (MATH 2051), assessment for second year modules isby written examination. For Numerical Analysis II (MATH 2051), 20% of the assessment is basedon summative electronic assignments and 80% is based on a written examination. All coursesinclude either summative or formative assessed work, with assignments being set on a regular basisin lecture-based courses.The purpose of formative and summative assessment of coursework is to provide feedback to youon your progress and to encourage effort all year long.

Regular assignments are marked A-E to the following conventions:

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mailto:[email protected]://www.maths.dur.ac.uk/teaching/mailto:@durham.ac.uk

Grade Equivalent Mark Quality

A ≥ 80% Essentially complete and correct workB 60%—79% Shows understanding,

but contains a small number of errors or gapsC 40%—59% Clear evidence of a serious attempt at the work,

showing some understanding, but with important gapsD 20%—39% Scrappy work, bare evidence of understanding

or significant work omittedE

help get them back on track.Persistent default will result in a formal written warning, which may be followed by the initiationof Faculty procedures.

Full details of academic progress requirements for the department are available in the departmentaldegree programme handbook, http://www.dur.ac.uk/mathematical.sciences/teaching/handbook/ .

1.6 Durham University Mathematical Society

MathSoc: Necessary and SufficientDurham University Mathematical Society, affectionately known as MathSoc, provides an opportu-nity for maths students (or anyone with an interest in maths) to meet away from lectures.

We arrange a variety of events throughout the year, such as bar crawls, invited speakers, a Christ-mas meal, film nights and the highlight of the year a trip to see Countdown being filmed! Sothere’s something for everyone.

MathSoc also helps the Maths Department to arrange the Undergraduate Colloquia, where depart-mental and external lecturers give talks on their current research. These cover a wide range ofmathematical topics with previous titles including ’Dot-dots, zig-zags and plank-planks’ and ’De-fects of integrable field theory’. These are at a level such that anyone with an interest in maths canenjoy them and they aim to inspire an interest in a part of maths you may not have seen before.

We have our own website (www.durham.ac.uk/mathematical.society), where you will find all themost up-to-date information about the society. Here you will also find our second-hand book list,which has many of the books needed for courses for much cheaper than you will find them in theshops. Last year people saved up to £50 by using this service!

If you would like any more information about either the society itself, or advice on any other aspectof the maths course for example module choices for next year, feel free to get in touch with any ofthe exec listed below or via the society email address ([email protected]).

To join:

Come and see our stand at the freshers’ fair, or email at any time: it costs only £6 for life member-ship, or £3 for a year.

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mailto:[email protected]

1.7 Disclaimer

The information in this booklet is correct at the time of going to press in May 2012. The Univer-sity, however, reserves the right to make changes without notice to regulations, programmes andsyllabuses. The most up-to-date details of all undergraduate modules can be found in the FacultyHandbook on-line at www.dur.ac.uk/faculty.handbook/.

1.8 Booklists and Descriptions of Courses

The following pages contain brief descriptions of the Level 2 modules available to you. Thesesupplement the official descriptions in the module outlines in the faculty handbook which can befound athttp://www.dur.ac.uk/faculty.handbook/modulesearch/?searchdept = MAT Hsearchlevel = 2. Notethat the official module outlines contain information on module pre- and co-requisites, excludedcombinations, assessment methods and learning outcomes. The descriptions which follow supple-ment this by providing a list of recommended books and a brief syllabus for each module.

For some modules you are advised to buy a particular book, indicated by an asterisk; for oth-ers a choice of titles is offered or no specific recommendation is given. There are also suggestionsfor preliminary reading and some time spent on this during the summer vacation may well paydividends in the following years.

Syllabuses, timetables, handbooks, exam information, and much more may be found atwww.maths.dur.ac.uk/teaching/, or by following the link ‘teaching’ from the Department’s homepage (www.maths.dur.ac.uk). These syllabuses are intended as guides to the modules. The defini-tive information on course content and expected learning outcomes is in the official module out-lines.

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http://www.dur.ac.uk/faculty.handbook/http://http://www.dur.ac.uk/faculty.handbook/module_search/?search_dept=MATH&search_level=2http://www.maths.dur.ac.uk/teaching/http://www.maths.dur.ac.uk

1.8.1 Algebra II – MATH2581 (38 lectures)

Dr A. Stasinski

Algebra forms the basis for much of mathematics and is in fact the prerequisite of several thirdand fourth year modules such as Algebraic Geometry, Galois Theory, Geometry, Number Theory,Representation Theory, and Topology.

The first part of the module is an introduction to the theory of rings, and we look at various exam-ples of rings and fields (integers, rationals, complex numbers, integers modulo n, polynomials...).Among the topics covered are various properties of polynomials (factorizability, for example).

In the second part we return to the group theory introduced in Core A with some revision and somenew examples, and more details on general properties of groups. An important theme is that ofhomomorphisms, normal subgroups and quotient groups. One central idea is that of a group actingon, or permuting, the elements of a set. For example, the group of rotational symmetries of a cubeacts on the set of edges of the cube (each rotation permutes the edges). By exploiting this ideawe can obtain results in group theory (a partial converse to Lagrange’s theorem), geometry (theclassification of the finite rotation groups) and combinatorics (there are 9,099 essentially differentways of labelling the faces of a dodecahedron using three labels). We then turn to the descriptionof finitely generated abelian groups as quotients of Z/nZ. We complete the discussion of finitelygenerated abelian groups showing that each is isomorphic to just one direct product of cyclic groupsof a particular form.

In the last few lectures we take up some more advanced topics in linear algebra, in particular werevisit the Jordan decomposition from a more abstract point of view.

Recommended BooksR.B.J.T. Allenby, Rings, Fields and Groups, Arnold 1991, ISBN:0-340-544-406.M.A. Armstrong, Groups and Symmetry, Springer-Verlag, Undergraduate Texts in Mathematics,1988, ISBN 0-387-96675-7.I.N. Herstein, Topics in Algebra, Wiley 1977.T.S. Blyth and E.F. Robertson, Groups, rings and fields: Algebra through practice, Book 3, CUP,ISBN:0-521-27288-2.T.S. Blyth and E.F. Robertson, Rings, fields and modules: Algebra through practice, Book 6, CUP,ISBN:0-521-27291-2.P.J. Cameron, Introduction to Algebra, Oxford University Press, 1998, ISBN 0-19-850194-3.

The book by Allenby covers most of the main topics. It contains many historical references andpotted biographies of famous mathematicians which you may well find interesting. Complemen-tary material on group theory may be found in the book by Armstrong. Herstein covers simi-lar ground to Allenby but is somewhat leaner and less comprehensive. The books by Blyth andRobertson contain many examples and problems. Chapter 2 in Cameron is nicely written and veryclear.

Preliminary Reading Read Chapter 1 of Allenby and, if time allows, the first half of Chapter 3.Dip into the Prologue as well. Alternatively, read Chapter 1.3-1.4 and the beginning of Chapter 2in Cameron.Review your first year group theory by reading the relevant sections in Allenby or Armstrong(above).

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Outline of course Algebra II

Aim: To introduce further concepts in abstract algebra and linear algebra, develop their theory, andapply them to solve problems in number theory and other areas.

Term 1 (20 lectures)

Rings and fields (16 lectures)Definitions and examples of rings e.g. Z/nZ, matrix rings, quaternions, polynomial rings.Homomorphism of rings, integral domains and fields, units of a ring. Polynomials over a field,greatest common divisor of polynomials, division algorithm, Euclidean algorithm, irreducibility:Gauss’s lemma, Eisenstein’s criterion.Ideals and Quotient Rings: Ideals e.g. kernels of ring homomorphisms, quotient rings, first iso-morphism theorem for rings, Chinese remainder theorem for rings, prime/maximal ideals and theircharacterisation in terms of quotient rings.

Group theory I (4 lectures)Review of formal definition of group and elementary manipulations. Notion of subgroup, order ofan element of a group, cosets of a group, Lagrange’s Theorem.Examples of groups: Cyclic and dihedral groups, rotational symmetry groups of regular polyhedra,matrix groups, symmetric and alternating groups.Group homomorphism, kernel and image, isomorphism.Operations on groups: Direct product, product of cyclic groups. Isomorphisms between variousgroups including groups of platonic solids, Cayley’s theorem.


Group theory II (12 lectures)Homomorphisms and Quotient Groups: group homomorphism, Normal subgroups. First iso-morphism theorem for groups and applications. Automorphisms, inner automorphisms. Simplegroups: An for n≥ 5. Commutator subgroup.Group actions: Action of a group on a set. Orbits, stabilisers and the orbit-stabiliser theorem.Cauchy’s theorem. Conjugacy, conjugacy classes in Sn. Centre, centre of a p-group, groups oforder p2. Sylow theorems. Finite subgroups of O(2) and SO(3).Finitely generated abelian groups: Classification, uniqueness of rank and torsion coefficients. Sys-tems of linear equations in integers, recognition of groups from a finite presentation.

Topics in linear algebra (6 lectures)Vector spaces over arbitrary fields.Dual spaces and bases, quotient vector spaces, isomorphism theorems.Introduction to modules, structure theorem for finitely generated modules over a PID (statement),Jordan decomposition revisited.

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1.8.2 ANALYSIS IN MANY VARIABLES II – MATH2031 (38 lectures)

Dr V. Kurlin / t.b.a.

The description of most natural phenomena is based on models that involve functions of severalvariables. The highlight of this module is the study of two prominent partial differential equa-tions, namely Laplace’s equation and the heat diffusion equation. These equations relate two ormore partial derivatives of an unknown function of several variables, and play an enormous rolein science. The methods to solve these partial differential equations are cornerstones of appliedmathematics.The first quarter of the module deals with functions depending on n real variables. The mathe-matical properties and procedures are simply the natural extensions of those for the one-variablecase you are already familiar with. We then move on to study ordered triples of functions of 3real variables and their generalisations, which are called vector functions or vector fields. Vectoralgebra is so prodigiously rich in applications that it plays a crucial role in many areas of science.But vector calculus goes much beyond vector algebra. Differential and integral vector calculusopens the door to three great integration theorems: Green’s theorem, Gauss’s theorem (commonlyknown as the divergence theorem) and Stokes’s theorem. All three theorems can be cast in thesame general form: an integral over a region S is equal to a related integral over the boundary of S.Vector calculus was actually invented to provide an elegant formulation of the laws of electrostat-ics but it has applications in many other scientific contexts. When you master it, you will be fullyprepared for many courses in year 3 and 4, such as Electromagnetism, Continuum Mechanics andQuantum Mechanics.

Recommended Books

Most topics in this module are covered in:G. B. Thomas, M. D. Weir, J. R. Hass, F. R. Giordano, Thomas’ Calculus, Pearson Education,12th edition 2009.J. Stewart, Calculus: Early Transcendentals, Brooks/Cole, 6th edition 2008.M.L. Boas, Mathematical Methods in the Physical Sciences, Wiley, 1983 (hardback), ISBN 0-471-04409-1 (paperback is only available second hand: ISBN 0-471-09960-0.A useful source of worked examples for the first and the second terms of the module, with sum-maries of the theory, are respectivelyR.C. Wrede and M.R. Spiegel, Advanced Calculus, 2nd edition, Schaum’s Outline Series, McGraw-Hill, ISBN 0-07-137567-8.F. Ayers, Differential Equations, Schaum’s Outline Series, McGraw-Hill, ISBN 0-07-09906-9.P. Duchateau and D.W. Zachmann, Partial Differential Equations, Schaum’s Outline Series,McGraw-Hill, ISBN 0-07-017897-6.

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Outline of course Analysis in Many Variables II

Aim: To provide an understanding of calculus in more than one dimension, together with an under-standing of and facility with the methods of vector calculus. To understand the application of theseideas to a range of forms of integration and to solutions of a range of classical partial differentialequations.


Functions of many variables. Limits and continuity of functions. Partial derivatives and linearapproximations. Tangent planes and normal lines to surfaces. Differentiable functions of manyvariables. Chain rules in many variables. Implicit function theorems.

Vector functions and vector fields. The gradient and directional derivatives of a function, Thedifferential and the Jacobian of a vector field. Line integrals of functions and vector fields. Thedivergence and the curl of a vector field.

Extrema of functions of two variables. Local and global extrema of functions. Extrema offunctions with constraints.


Vector Calculus: Integral Theorems

Multiple integration. Line, surface and volume integrals. Change of variables. Stokes’ and diver-gence theorems.

Solution of Poisson’s and Laplace’s Equations: Uniqueness of solution of Laplace’s and Pois-son’s equations. General solution of Poisson’s equation. Green’s function. Simple examples ofsolution of Laplace’s equation by separation of variables.

Fourier Transform, Heat Kernels and Green’s Functions: Fourier transform and inverse, con-volution theorem. Solution of heat equation on Rn using Fourier transform and construction ofheat kernel. Connection between heat kernel and Green’s function.

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1.8.3 Codes and Actuarial Mathematics II – MATH2131 (38 lectures)

Dr S. K. Darwin / Prof F. Coolen

Term 1 - Codes:

Error-correcting codes use very abstract mathematics in very concrete applications: in essence wewill do the mathematics that is behind the capability of a CD-player to cope with a scratch on aCD. But error-correcting codes are also used more widely, e.g., for data transmission over noisychannels.

We start with the basics of error-correcting codes, working with vectors and matrices with coeffi-cients in Zp (p prime), and discuss the error-detection and error-correction capabilities of variouscodes. In order to understand the special error-correcting capabilities of the Reed-Solomon codeused on CDs we have to introduce finite field extensions towards the end.

We shall use a good deal of the Linear Algebra from the first term of Core A; the ideas about fieldsalso link to Algebra II.

Recommended Books

The course is based on ‘A First Course in Coding Theory’ by Raymond Hill (Oxford Univer-sity Press, ISBN 0198538030, about £25), but ‘Coding theory: a first course’ by San Ling andChaoping Xing (Cambridge University Press, ISBN 0521529239, about £24) also has large partsin common with it. Only the very last topic will be taken from ‘Error-Correcting Codes and FiniteFields’ by Oliver Pretzel (Oxford University Press, ISBN 0192690671, about £28), which as awhole is more substantial than the first book.

Term 2 - Actuarial Mathematics:

This course provides an introduction to applications of mathematics in actuarial work, focussingon aspects of life insurance. The emphasis is on mathematics of compound interest and probabilis-tic models for lifetime, including the use of life tables. As insurance is a topic of great practicalinterest, this course will be of benefit not only to those who may opt for a career in insurance, butto all students as many of the concepts introduced are quite common in every day life. Studentstaking this course should have a good understanding of basic probability theory.

Recommended Books

Students are not required to buy a book for this course, but an excellent concise book is ‘LifeInsurance Mathematics’ by H.U. Gerber and S.H. Cox (Springer, 3rd edition, 1997).

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Outline of course Codes and Actuarial Mathematics II

Aim: To study two separate topics in mathematic at least one of which will demonstrate how math-ematics can be applied to real world situations.


Block codes: Hamming distance, Error-detection and -correction: procedures, capabilities, proba-bilities. Sphere-packing bound, Singleton bound, notion of perfect code, equivalence.

Modular arithmetic, in particular Fp = Zp with p prime. Matrices and basic linear algebra over Fp(span, linear independence, basis, dimension, determinants).

Linear codes: rank, generator and check matrices. Equivalence. Dual codes. Decoding methods:standard array, syndromes.

Hamming codes, and the BCH decoding algorithm.

The ring Fp[x], working modulo f (x), finite fields Fpr . Linear codes over such fields; in particular,Reed-Solomon codes.

Burst-errors and ways to fix them: interleaving, p-ary codes made from pr-ary codes.


Introduction to Life Insurance: What is life insurance; the role of mathematics, in particularprobability and statistics.

The Mathematics of Compound Interest: Effective and nominal interest rates; continuous pay-ments; perpetuities; annuities; repayment of a debt.

The Future Lifetime: Models and notation; force of mortality; analytical distributions; curtatefuture lifetime; life tables.

Life Insurance: Elementary insurance types, including whole life and term insurance and endow-ments; more general types of life insurance.

Life Annuities: Elementary life annuities; variable life annuities.

Net Premiums: Random total loss to insurer; equivalence principle; net premiums for elementaryforms of insurance; exponential utility.

Further Topics: There is a wide variety of possible further topics, a selection of which can be in-cluded. Examples are: stochastic interest; net premium reserves; multiple decrements; multiple lifeinsurance; portfolios; expense loading; estimating probabilities of death; commutation functions,family income insurance.

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1.8.4 Codes and Geometric Topology II – MATH2141 (38 lectures)

Dr S. K. Darwin / Dr A. J. Lobb

Term 1 - Codes:

Error-correcting codes use very abstract mathematics in very concrete applications: in essence wewill do the mathematics that is behind the capability of a CD-player to cope with a scratch on aCD. But error-correcting codes are also used more widely, e.g., for data transmission over noisychannels.

We start with the basics of error-correcting codes, working with vectors and matrices with coeffi-cients in Zp (p prime), and discuss the error-detection and error-correction capabilities of variouscodes. In order to understand the special error-correcting capabilities of the Reed-Solomon codeused on CDs we have to introduce finite field extensions towards the end.

We shall use a good deal of the Linear Algebra from the first term of Core A; the ideas about fieldsalso link to Algebra II.

Recommended Books

The course is based on ‘A First Course in Coding Theory’ by Raymond Hill (Oxford Univer-sity Press, ISBN 0198538030, about £25), but ‘Coding theory: a first course’ by San Ling andChaoping Xing (Cambridge University Press, ISBN 0521529239, about £24) also has large partsin common with it. Only the very last topic will be taken from ‘Error-Correcting Codes and FiniteFields’ by Oliver Pretzel (Oxford University Press, ISBN 0192690671, about £28), which as awhole is more substantial than the first book.

Term 2 - Geometric Topology: This course gives an introduction to topology in an intuitive,visual way by studying knots, links and surfaces. Apart from everyday life, knot theory has appli-cations in many sciences (e.g. in quantum physics or molecular biology) and in various branchesof mathematics. Knots and links give rise to exciting geometric objects and the course providestools to study them. Starting with combinatorial moves we introduce sophisticated invariants, likethe Conway- and Jones-polynomials, which are effectively computable and carry important topo-logical information.

Surfaces are also very intuitive objects appearing in many branches of mathematics, and we willshow applications to knot theory, and study properties of vector fields on surfaces.

Recommended Books‘The Knot Book’ by C. Adams (AMS, ISBN 0821836781), ‘Knots and Surfaces’ by N.D. Gilbertand T. Porter (Oxford University Press, ISBN 0198533977), ‘Knots and Links’ by P. Cromwell(Cambridge University Press, ISBN 0521839475) and ‘Intuitive Combinatorial Topology’ byV.G. Boltyanskii and V.A. Efremovich (Springer Verlag, ISBN 0387951148).

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Outline of course Codes and Geometric Topology II



Block codes: Hamming distance, Error-detection and -correction: procedures, capabilities, proba-bilities. Sphere-packing bound, Singleton bound, notion of perfect code, equivalence.

Modular arithmetic, in particular Fp = Zp with p prime. Matrices and basic linear algebra over Fp(span, linear independence, basis, dimension, determinants).

Linear codes: rank, generator and check matrices. Equivalence. Dual codes. Decoding methods:standard array, syndromes.

Hamming codes, and the BCH decoding algorithm.

The ring Fp[x], working modulo f (x), finite fields Fpr . Linear codes over such fields; in particular,Reed-Solomon codes.

Burst-errors and ways to fix them: interleaving, p-ary codes made from pr-ary codes.


Knots, equivalence, knot diagrams, Reidemeister moves, 3-colouring, writhe and linking numbers,alternating knots.Knot polynomials, Jones polynomial, trefoil not isotopic to mirror image, Alexander-Conwaypolynomial, absolute polynomial.Surfaces, triangulation of surfaces, Euler characteristic, classification of surfaces, Seifert surfaces,genus of knots.Plane vector fields, index round a closed curve, non-zero index means field vanishes somewhereinside curve. Brouwer Fixed Point Theorem. Degree of map of circle into punctured plane, vectorfields on surfaces, Poincare-Hopf theorem.

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1.8.5 COMPLEX ANALYSIS II – MATH2011 (38 lectures)

Dr J. Bolton / Dr P. Tumarkin

Term1:

The module develops the theory of functions of a single complex variable. In your first year youwill have already met several examples of complex functions such as polynomials in z; ez; cosz andsinz. Functions of a complex variable behave in a very different way from their real counterparts.For example, a complex function which is differentiable once everywhere is differentiable anynumber of times; even more striking, if f (z) is differentiable everywhere and bounded, then itmust be constant.

Term 1: We begin by building up a library of complex functions, and investigating their geomet-rical properties. For instance, such functions turn out to be angle-preserving (or conformal) at allpoints in the plane where the complex derivative is non-zero.

We then consider different types of convergence for sequences and series of functions, concentrat-ing on uniform convergence because this has (most of) the nice properties you would hope weretrue!

Term 2: In this term we shall investigate the properties of complex differentiable functions, showhow to integrate them along curves in the complex plane, and apply our results to produce simplealgorithms for the evaluation of real integrals of the form ∈∞−∞ f (x)dx. We shall also consider otherapplications and prove, for example, that any polynomial of degree n with coefficients in C has nroots (not necessarily distinct).Recommended Books

H.A. Priestley, Introduction to Complex Analysis, OUP, ISBN 0-198-525621.E.B. Saff and A.D. Snider, Fundamentals of Complex Analysis, Prentice Hall.L. Ahlfors, Complex Analysis, Tata McGraw Hill.G.J.O. Jameson, A First Course on Complex Functions, Chapman and Hall.D.O. Tall, Functions of a Complex Variable, (Parts I & II), Routledge and Kegan Paul.M.R. Spiegel, Complex Variables, Schaum (for worked examples).

Preliminary Reading

Find out as much as you can about

(i) complex functions(ii) the Cauchy-Riemann equations

by reading the relevant sections in one of the above references.

16

Outline of course Complex Analysis II

Aim: To introduce the student to the theory of complex analysis.


Complex differentiation (6 lectures)Complex functions, differentiation, Cauchy-Riemann equations.Elementary functions: ez, log(z), za, cos(z), cosh(z), etc. Cuts and branches

Conformal mappings (8 lectures)Harmonic functions and holomorphic maps. Holomorphic maps and conformality. The geometryof conformal maps, with examples.Group of Möbius transformations, point at infinity, Riemann sphere. Three points determine aMöbius transformation. Möbius transformations send circles to circles, preservation of cross ratio.Möbius transformations of unit circle to itself.Statement of Riemann mapping theorem illustrated by mappings of half-disc and quarter-disc tothe unit disc. Application to finding solutions of the Laplace equation in two dimensions withgiven boundary conditions (with mention of fluid flow, electrostatic potential, heat flow).

Uniform convergence (6 lectures)Motivation for uniform convergence (simple counterexamples). Pointwise and uniform conver-gence of sequences. Continuity of the limit.Term-by-term integration and differentiation of sequences. Uniform convergence of series. Weier-strass M-test. Power series: Circle of convergence, term by term differentiation, Taylor series.Application to power series of ez, sin(z) etc.


Contour integrals (7 lectures)Curves in the complex plane. Mention of Jordan curve theorem, simply connected domain. Con-tours, integral of complex valued functions along a contour.Cauchy’s theorem. Morera’s theorem. Cauchy’s integral formula, Taylor’s theorem. Singularities,Laurent’s theorem. Residue theorem.

Calculus of residues (4 lectures)Evaluation of integrals (and series) by calculus of residues. Jordan’s lemma.

Applications (7 lectures)Principle of the argument. Application to the conformal mapping of a simple closed contour.Rouché’s theorem. Liouville’s theorem, Casorati-Weierstrass theorem.Fundamental theorem of algebra, partial fraction theorem. Analytic continuation, monodromy,Riemann-Hilbert problem.

17

1.8.6 Elementary Number Theory & Cryptography – MATH2591 (38 lectures)

Dr D. A. Badziahin

Term1: The first part discusses the basic properties of the integers, such as the Euclidean algorithmand the fundamental theorem of arithmetic, that is, the unique factorization into prime numbers.Then we discuss congruences and modular arithmetic culminating in the classic quadratic reci-procity law which relates the question when a prime p is a square modulo another prime q to thereciprocal question when q is a square modulo p. This problem and the search for generaliza-tions have been driving number theory for the last 200 years. The second half of the term dealswith two fundamental applications, namely the question of factoring integers into primes and theever increasing importance of number theory in cryptography. In particular, we discuss public keycryptography which is fundamental in internet commerce and online banking.

Term 2: At the beginning we consider some very classical Diophantine problems such as to findinteger solutions for Pythagorean equation x2 + y2 = z2, to represent positive integer numbers asthe sum of two squares or to find integral solutions for Pell’s equation x2−dy2 =±1 for d a square-free positive integer. We then discuss elliptic curves which are solutions to certain cubic equationsin the plane. Elliptic curves enjoy a remarkable group law and also have a very rich arithmeticstructure. We discuss in particular the application of elliptic curves in cryptography which hasbeen developed during the last twenty years.Recommended Books

G.H.Hardy, E.M. Wright, An Introduction to the Theory of Numbers, OUP.

J. Silverman, A Friendly Introduction to Number Theory, Prentice Hall.

D.M.Burton, Elementary Number Theory, McGraw-Hill.

W. Trappe and L. Washington, Introduction to Cryptography with Coding Theory, PrenticeHall.

L. Washington, Elliptic Curves: Number Theory and Cryptography (Discrete Mathematics andIts Applications), Chapman and Hall/CRC.

W. Stein, Elementary Number Theory: Primes, Congruences, and Secrets, Springer,http://modular.math.washington.edu/ent/ent.pdf

18

Outline of course Elementary Number Theory & Cryptography II

Aim: To introduce fundamental topics in elementary number theory and demonstrate applicationsin cryptography.


Basic properties of integers (4 lectures)Divisibility, greatest common divisor, prime number, factorization, fundamental theorem of arith-metic.Linear equations and divisibility, Euclidean algorithm.

Congruences and modular arithmetic (4 lectures)Residues, Z/nZ, (Z/nZ)×, Euler-Fermat, Wilson, primitive roots, Chinese remainder theorem,Euler’s φ-function, modular exponentiation.

Quadratic reciprocity (3 lectures)Statement and elementary proof.

Applications to cryptography (9 lectures)Carmichael numbers and primality testing.Quadratic residues/square roots mod n and factorization, quadratic sieve.RSA. Discrete Logarithm problem and application to cryptography (Diffie-Hellman Key Exchange).


Diophantine equations (10 lectures)Pythagoras and the equation X4 +Y 4 = Z4: descent method.Gaussian integers and sums of two squares, Lagrange 4-square theorem. Continued fractions,Pell’s equation.

Elliptic curves (8 lectures)Elliptic curves over Q and modulo p. Group law. Applications in cryptography (discrete logarithmproblem in elliptic curves, Lenstra factoring algorithm).

19

1.8.7 MATHEMATICAL PHYSICS II – MATH2071 (38 lectures)

Prof R. S. Ward / Dr P. Bowcock

The concept of symmetry is the basis of many modern developments in fundamental physics. Thismodule explores the power of symmetry in Special Relativity, and revisits Classical Dynamicsusing the Lagrangian/Hamiltonian formalism which is designed with symmetry in mind. It pro-vides the necessary foundations for a sound understanding of recent developments in MathematicalPhysics, where more abstract symmetries are encountered in the modelling of Nature.

Term 1: The astounding physical consequences of Special Relativity reveal Einstein’s profoundappreciation of the power of symmetry: mass is equivalent to energy, and time is married to space.We show how several concepts based on common sense must be jettisoned in Special Relativity— such as the absolute character of time and energy. We introduce a mathematical setting appro-priate for the description of the kinematics and the dynamics of Special Relativity, and make anincursion into the world of 4-dimensional vectors and tensors. Once we have done this, it is easy tosee, for instance, that the famous equation E = mc2 is just the consequence of the invariant lengthof a vector in four dimensions. The term concludes with a brief discussion of relativistic collisionprocesses among elementary particles.Recommended BooksA.P. French, Special Relativity, Stanley Thornes 1971, ISBN 0-412-34320-7, £27.25; W. Rindler,Introduction to Special Relativity, 2nd edition, Oxford 1991, ISBN 0-19-853952-5, £17.95;N.M.J. Woodhouse, Special Relativity, Springer 1992, ISBN 3-540-55049-6 £23.00.

Term 2: We make use of the calculus of variations and Hamilton’s Principle to set up an elegantand powerful formulation of classical mechanics. This allows us to quickly analyse the motionof a wide range of systems, which would appear to be complicated by using the more Newto-nian ‘forces-on-a-body’ approach. This formulation also allows us to identify the symmetries ofa system quite readily, and we discover the link between symmetries and more advanced alge-braic approaches like group theory through the concept of ‘Poisson Brackets’. Other importantapplications we consider are small oscillations of systems with many degrees of freedom. Thisnaturally leads us to the second part, where we study a familiar system of an oscillator with aninfinite number of degrees of freedom, a stretched string. We therefore revisit the wave equation,using our new language, and study some of its properties and related physical phenomena such asdispersion, reflection, refraction, and transmission of energy.Recommended BooksT.W.B. Kibble and F.H. Berkshire, Classical Mechanics, Longman (4th ed) (1996, ISBN 0-582-25972-X, £30.99; J. Marion, Classical Dynamics of Particles and Systems, Holt, Rinehart andWinston Inc. 1995, ISBN 0-030-97302-3, £28.95; H. Goldstein, Classical Mechanics, AddisonWesley (2nd ed) 1980, ISBN 0-201-02918-9; £36.99; L.D. Landau and E.M. Lifschitz, MechanicsPergamon 1991, ISBN 0-08-029141-4.Preliminary Reading: The introductory chapter and Appendix A of the book by Kibble and rele-vant chapters of your favourite physics textbook.

20

http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2071&ayear=2012

Outline of course Mathematical Physics II

Aim: To appreciate the conceptual framework of classical physics, both discrete and continuous;and the mathematical foundation of Special Relativity.

Term 1. Special Relativity (20 lectures)

Relativity of simultaneity, time and space: Inertial frames. Speed of light. Events. Spacetime.Time dilation and length contraction. Applications and false paradoxes.

Kinematics: Lorentz transformations. Standard Lorentz boosts. Composition of velocities. Dopplereffect. Group structure of standard Lorentz boosts.

Four vectors: Minkowski spacetime. Lorentz and Poincaré groups. Worldline and light cone.Causality. Proper time, velocity, acceleration. Space-time vectors and tensors.

Dynamics: Fundamental equation. Mass-energy equivalence. Einstein’s relation. Zero-mass par-ticles.

Systems of free particles: Conservation of 4-momentum. Centre-of-mass frame. Collision pro-cesses.

Term 2. Mechanics (18 lectures)

Lagrangian and Hamiltonian Dynamics: Hamilton’s principle in dynamics. Generalised coordi-nates and momenta. Derivation of Lagrange’s equations. Generalised forces. Conservative forces.Ignorable coordinates and conservation laws. Noether’s theorem. Systems with constraints. Im-pulses. Hamilton’s equations. Formulation in terms of Poisson brackets.

Small oscillations of systems of particles: Positions of equilibrium and stability. Normal modesof oscillation and normal coordinates. Stationary properties of frequencies of systems with con-straints.

Waves: Review one-dimensional wave equation. Energy, energy density, energy carried by wave.Boundaries and junctions: reflection of a monochromatic wave at a fixed boundary, reflection andtransmission at a junction, energy flow. Wave equation in two or more dimensions. Reflection andrefraction at a boundary.

21

1.8.8 NUMERICAL ANALYSIS II – MATH2051 (38 lectures)

t.b.a.

It is easy to find the roots of the equation x2− 3x + 2 = 0. We also think of the evaluation ofR 10 sinxdx as an easy problem because we can express it as 1− cos 1, and a calculator can give a

numerical value, to a certain accuracy. Such simplicity is unusual. For example, it is not possibleto express the integral

R 10

sin xx dx in terms of a finite number of elementary functions, and there is

no simple formula for the root of the equation x− cosx = 0; numerical methods allow us to solvethese, and other more interesting problems, to any required accuracy.

The ability to compute numerical answers to mathematical problems has always been an importantpart of mathematics. For example, an effective method for evaluating square roots was discoveredmore than 3700 years ago. Now numerical methods are more important than ever because math-ematical models are widely used in science, engineering, finance and other areas, to formulatetheories, to interpret data and to make predictions. Indeed, modern areas of mathematics such asMathematical Biology hinge on numerical techniques. While one has to develop a realistic modelconsistent with the Biology, the equations which arise are rarely solvable and without numericaltechniques are of very little use. Numerical Analysis is concerned with the development of nu-merical methods, and the “Analysis” in the title refers to the study of the accuracy, reliability andefficiency of the resulting algorithms.

Numerical Analysis shares some of the attractions of both pure and applied mathematics. For itsderivations and analysis it draws on many areas of pure mathematics, yet its objective is practical— to produce reliable numerical approximations, and to do so efficiently. Practical experience ofnumerical computation is essential for a full understanding of the successes and failures of par-ticular numerical methods. The practical sessions for this course form part of the assessment andare designed to allow you to experiment with a variety of numerical methods through the softwarepackage Maple. The computer will do all the calculations for you, leaving you free to investigateand to use your knowledge of the theory to explain and interpret the numerical results.

Recommended Books

*R.L. Burden and J.D. Faires, Numerical Analysis (Brooks Cole)W. Cheney and D. Kincaid, Numerical Mathematics and Computing (Brooks Cole)P. Henrici, Essentials of Numerical Analysis (Wiley)R. Plato, Concise Numerical Mathematics (AMS)J. Stoer and R. Burlisch, Introduction to Numerical Analysis (Springer)E. Süli and D. Mayers, An Introduction to Numerical Analysis (CUP)

All of the recommended books cover the necessary material for this module, and most will be use-ful for further numerical analysis models. Burden and Faires is accessible; while less mathematicalthan Stoer and Burlisch it is more mathematical than Cheney and Kincaid. You may also preferthe more concise style of Süli and Mayers.

22

http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2051&ayear=2012http://library.dur.ac.uk/search/i0534392016http://www.as.ysu.edu/~faires/Numerical-Analysis/http://library.dur.ac.uk/search/i0534351840http://library.dur.ac.uk/search/i0471059048http://www.ams.org/bookpages/gsm-57/http://library.dur.ac.uk/search/i038795452xhttp://library.dur.ac.uk/record=b1918126a

Outline of course Numerical Analysis II

Aim: To introduce the basic framework of the subject, enabling the student to solve a variety ofproblems and laying the foundation for further investigation of particular areas in the Levels 3 and4.


Introduction (1): The need for numerical methods. Statement of some problems which can besolved by techniques described in this course. What is Numerical Analysis?

Non-Linear Equations (7): Bracketing and bisection. Fixed-point theorem and convergence offixed-point iteration. Error analysis and order. The Newton-Raphson formula. Aitken’s method.Sets of non-linear equations. Newton iteration, without analysis of convergence.

Errors (2): Rounding error and truncation error. Computer arithmetic. Loss of significance. Well-conditioned and ill-conditioned problems.

Polynomial Interpolation (8): The Lagrange form with truncation error. Uniqueness. Divided dif-ferences, interpolating polynomial in Newton’s form. Forward and backward differences (briefly).Chebyshev polynomials - definition, recurrence relation, zeros and extrema, minimax approxima-tion property. Choice of interpolation nodes. Runge’s example of divergence of an interpolationsequence. Inverse interpolation. Hermite interpolation.

Numerical Differentiation (2): Finite difference approximations and their truncation errors. Richard-son extrapolation. Effects of rounding errors.


Numerical Integration (6): Interpolatory formulae, recalling examples from first-year. TheNewton-Cotes formulae. Local and global truncation errors. Adaptive methods. Romberg’smethod, cases where the trapezium rule is very successful, Gaussian formulae. Methods for im-proper integrals.

Least Squares Approximation (6): Discrete least squares approximation, normal equations, somenon-linear problems reduced to linear form. Ill-condition of normal equations and how to avoid it.Continuous least squares approximation, weight functions. Orthogonal polynomials, particularlyChebyshev and Legendre polynomials.

Linear Equations (6): Triangular systems. Positive definite matrices, matrix factorisations. Gaus-sian elimination, pivoting and row scaling. Operation counts. Vector and matrix norms. Conditionnumbers.

Practical Sessions: Each student will have a weekly one-hour practical session in a computerclassroom. The Maple package will be used to implement the numerical methods introduced in thelectures.

23

1.8.9 Probability and Actuarial Mathematics II – MATH2161 (38 lectures)

Dr O. Hryniv/ Prof F. Coolen

Term 1 - Probability: A Markov chain is a process in which the next state depends only onthe current state but not on the past. Such processes were fist introduced by A. Markov in theearly XXth century in an attempt to extend the validity of the law of large numbers to dependentvariables. As an interesting application, A. Markov used such processes to describe the distributionof letters in Pushkin’s novel Eugene Onegin. Since then the theory of Markov chains becameone of the most important areas of contemporary probability theory, providing the foundation forunderstanding, explaining and predicting phenomena in diverse areas including biology, chemistry,physics, economics, finance to name just a few. Markov chains are also used in computer scienceand statistics (Markov Chain Monte Carlo is one of the most popular method of simulation) as wellas in many everyday applications (eg., Google ranks the webpages by using a particular Markovchain).

In addition to Markov Chains and random walks, we will discuss other important topics includinggenerating functions, convergence, and elements of integration.

Recommended BooksElementary Probability by D.Stirzaker [2nd ed., CUP, 2003; ISBN: 0-521-53428-3] is a nice in-troductory text discussing, in particular, generating functions and basics of Markov chains.Markov Chains by J.R.Norris [CUP, 1997; ISBN:0-521-48181-3] provides a more advanced treat-ment of discrete and continuous time Markov chains; it also contains various applications and shallbe useful if you decide to follow Stochastic Processes III/IV.Probability and random processes by G.R.Grimmett and D.Stirzaker [3rd ed., OUP, 2001; ISBN:0-19-857223-9] is a more advanced text covering many different topics of contemporary probability;it can be useful if you decide to take Probability III/IV and/or Stochastic Processes III/IV.Intermediate probability: a computational approach by M.S.Paolella [Wiley, 2007; ISBN: 978-0-470-02637-3] discusses various topics which are important for applications, including generatingfunctions and convergence.

Term 2 - Actuarial Mathematics:

This course provides an introduction to applications of mathematics in actuarial work, focussingon aspects of life insurance. The emphasis is on mathematics of compound interest and probabilis-tic models for lifetime, including the use of life tables. As insurance is a topic of great practicalinterest, this course will be of benefit not only to those who may opt for a career in insurance, butto all students as many of the concepts introduced are quite common in every day life. Studentstaking this course should have a good understanding of basic probability theory.

Recommended Books

Students are not required to buy a book for this course, but an excellent concise book is ‘LifeInsurance Mathematics’ by H.U. Gerber and S.H. Cox (Springer, 3rd edition, 1997).

24

Outline of course Probability and Actuarial Mathematics II



Revision of Core A Probability, main notions and results.

Infinite collections of events, Borel-Cantelli lemmas.

Introduction to convergence and integration: modes of convergence, definition of the Lebesgueintegral via simple functions, statement of limit theorems, applications.

Generating functions and their properties, some applications.

Markov chains: Markov property, classification of states, hitting times, convergence to equilib-rium.

Random walks, some properties.

Topics chosen from probability on discrete structures, branching processes, asymptotic analysisfor combinatorics.


Introduction to Life Insurance: What is life insurance; the role of mathematics, in particularprobability and statistics.

The Mathematics of Compound Interest: Effective and nominal interest rates; continuous pay-ments; perpetuities; annuities; repayment of a debt.

The Future Lifetime: Models and notation; force of mortality; analytical distributions; curtatefuture lifetime; life tables.

Life Insurance: Elementary insurance types, including whole life and term insurance and endow-ments; more general types of life insurance.

Life Annuities: Elementary life annuities; variable life annuities.

Net Premiums: Random total loss to insurer; equivalence principle; net premiums for elementaryforms of insurance; exponential utility.

Further Topics: There is a wide variety of possible further topics, a selection of which can be in-cluded. Examples are: stochastic interest; net premium reserves; multiple decrements; multiple lifeinsurance; portfolios; expense loading; estimating probabilities of death; commutation functions,family income insurance.

25

1.8.10 Probability and Geometric Topology II – MATH2151 (38 lectures)

Dr O. Hryniv/ Dr A. J. Lobb

Term 1 - Probability: A Markov chain is a process in which the next state depends only onthe current state but not on the past. Such processes were fist introduced by A. Markov in theearly XXth century in an attempt to extend the validity of the law of large numbers to dependentvariables. As an interesting application, A. Markov used such processes to describe the distributionof letters in Pushkin’s novel Eugene Onegin. Since then the theory of Markov chains becameone of the most important areas of contemporary probability theory, providing the foundation forunderstanding, explaining and predicting phenomena in diverse areas including biology, chemistry,physics, economics, finance to name just a few. Markov chains are also used in computer scienceand statistics (Markov Chain Monte Carlo is one of the most popular method of simulation) as wellas in many everyday applications (eg., Google ranks the webpages by using a particular Markovchain).

In addition to Markov Chains and random walks, we will discuss other important topics includinggenerating functions, convergence, and elements of integration.

Recommended BooksElementary Probability by D.Stirzaker [2nd ed., CUP, 2003; ISBN: 0-521-53428-3] is a nice in-troductory text discussing, in particular, generating functions and basics of Markov chains.Markov Chains by J.R.Norris [CUP, 1997; ISBN:0-521-48181-3] provides a more advanced treat-ment of discrete and continuous time Markov chains; it also contains various applications and shallbe useful if you decide to follow Stochastic Processes III/IV.Probability and random processes by G.R.Grimmett and D.Stirzaker [3rd ed., OUP, 2001; ISBN:0-19-857223-9] is a more advanced text covering many different topics of contemporary probability;it can be useful if you decide to take Probability III/IV and/or Stochastic Processes III/IV.Intermediate probability: a computational approach by M.S.Paolella [Wiley, 2007; ISBN: 978-0-470-02637-3] discusses various topics which are important for applications, including generatingfunctions and convergence.

Term 2 - Geometric Topology: This course gives an introduction to topology in an intuitive,visual way by studying knots, links and surfaces. Apart from everyday life, knot theory has appli-cations in many sciences (e.g. in quantum physics or molecular biology) and in various branchesof mathematics. Knots and links give rise to exciting geometric objects and the course providestools to study them. Starting with combinatorial moves we introduce sophisticated invariants, likethe Conway- and Jones-polynomials, which are effectively computable and carry important topo-logical information.

Surfaces are also very intuitive objects appearing in many branches of mathematics, and we willshow applications to knot theory, and study properties of vector fields on surfaces.

Recommended Books‘The Knot Book’ by C. Adams (AMS, ISBN 0821836781), ‘Knots and Surfaces’ by N.D. Gilbertand T. Porter (Oxford University Press, ISBN 0198533977), ‘Knots and Links’ by P. Cromwell(Cambridge University Press, ISBN 0521839475) and ‘Intuitive Combinatorial Topology’ byV.G. Boltyanskii and V.A. Efremovich (Springer Verlag, ISBN 0387951148).

26

Outline of course Probability and Geometric Topology II



Revision of Core A Probability, main notions and results.

Infinite collections of events, Borel-Cantelli lemmas.

Introduction to convergence and integration: modes of convergence, definition of the Lebesgueintegral via simple functions, statement of limit theorems, applications.

Generating functions and their properties, some applications.

Markov chains: Markov property, classification of states, hitting times, convergence to equilib-rium.

Random walks, some properties.

Topics chosen from probability on discrete structures, branching processes, asymptotic analysisfor combinatorics.


Knots, equivalence, knot diagrams, Reidemeister moves, 3-colouring, writhe and linking numbers,alternating knots.Knot polynomials, Jones polynomial, trefoil not isotopic to mirror image, Alexander-Conwaypolynomial, absolute polynomial.Surfaces, triangulation of surfaces, Euler characteristic, classification of surfaces, Seifert surfaces,genus of knots.Plane vector fields, index round a closed curve, non-zero index means field vanishes somewhereinside curve. Brouwer Fixed Point Theorem. Degree of map of circle into punctured plane, vectorfields on surfaces, Poincare-Hopf theorem.

27

1.8.11 STATISTICAL CONCEPTS II – MATH2041 (38 lectures)

Prof. M Goldstein

Anyone who collects information must decide how to draw useful conclusions from it. For ex-ample, can an opinion poll, involving maybe 1000 people, be trusted to give an accurate pictureof everyone else’s opinions? Answering this question requires that we combine our knowledgeof probability theory with our understanding of how opinion polls are performed. The kind ofreasoning that results is called statistical inference.

Other areas of popular debate where statistical problems arise include understanding the effectsof food additives, interpreting the results of clinical trials of medical treatments, the reliabilityof electrical and other products and the incidence of leukaemia near nuclear power stations. Aknowledge of statistics is essential not only to those who specialise in studying such phenomena butalso to anyone who wishes to develop informed opinions about them. The module will introduceyou to some basic ideas of statistical inference and develop solutions to some standard problems.There are two schools of thought about the fundamental principles of statistics, the Bayesians andthe frequentists. The module will cover both viewpoints but the majority of methods presentedwill be the more widely used frequentist ones.

Practical computing sessions, using the freely available statistical package R, will be held through-out the year. They serve three purposes: to bring the module closer to the real world of appliedstatistics, to provide additional insight into the lectured material and to introduce you to an excel-lent piece of statistical software.

Recommended Books

J.A. Rice, Mathematical Statistics and Data Analysis, 2nd Edition, Duxbury 1995, ISBN 0-534-20934-3. It covers more probability and statistics than we do. An excellent book.M.H. DeGroot and M.J. Schervish, Probability and Statistics, 3rd edition, Addison-Wesley 2002.ISBN 0-201-52488-0. It covers most of what we do and much which we do not.D.A. Berry, Statistics: A Bayesian Perspective, Duxbury 1996, ISBN 0-534-23472-0. Easy-to-read introduction to Bayesian statistics. Useful for the Bayesian parts of the module.E.R. Tufte, The Visual Display of Quantitative Information, Graphics Press 1983. Not relevantfrom the examination point of view. However, a delight to read and a good description of somepitfalls and advantages of conveying information pictorially.The book by Rice covers most of the whole module, and you are advised to have ready accessto a copy. The books by De Groot and Schervish and by Berry give better coverage of Bayesianstatistics than Rice.

Preliminary Reading

Begin by making sure you understand the most important parts of the 1H probability module, andread the summary sheets you were given! Read some of the early chapters on statistical ideas in atleast one of the books listed above. The basic ideas of statistics may be unfamiliar. If you can getthe ideas in place, the mathematics should be relatively straightforward.

28

http://www.maths.dur.ac.uk/php/ug.php3?module_code=MATH2041&ayear=2012

Outline of course Statistical Concepts II

Aim: To introduce the main ideas and methods of statistics and statistical computing.

Exploring Data: Summary statistics: mean, median, standard deviation, inter-quartile range, cor-relation. Ideas of location, scale and association. Displays: dot-plot, histogram, stem-and-leafplot, boxplot and scatterplot. Exploration for model building.

Probability Models: experiments. Sources of uncertainty. Estimation. Examples of linear modelsand least squares estimation. Mean and variance of linear model estimates. Simple implicationsfor inference and design.

Bayesian Inference: Inference using Bayes theorem. Prior, likelihood and posterior. Conjugateprior distributions for binomial, Poisson and mean of Gaussian samples. Prediction. Credibleintervals. Limiting posterior distributions.

Frequentist Inference: Some distribution theory. Confidence intervals. Large sample intervalsfor means and differences of means for continuous and binomial populations. Pooled sample vari-ance for common variances. Large sample inference for linear model. t-distribution. Confidenceintervals for Gaussian linear models. Significance testing. One-way analysis of variance.

Likelihood Methods: Maximum likelihood estimation. Large sample behaviour of maximumlikelihood estimator. Approximations to Fisher information. Confidence intervals and significancetests. Multinomial models. Independence hypothesis in contingency tables. Likelihood ratio tests.

Goodness of Fit and Diagnostics: Importance of model validation. Likelihood based goodness offit tests. Quantile-quantile plots. Use of residuals for linear models.

Non-Parametric Inference: Order statistics, ranks and sample quantiles. Sign test. Confidenceinterval for median. Mann-Whitney-Wilcoxon and Kruskal-Wallis tests.

29

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eom

etry

III/I

V20

13-2

014

Geo

met

ry II

I/IV

Topo

logy

III

Ana

lysi

s III

/IV20

13-2

014

Dyn

amic

al S

yste

ms

III

Pro

babi

lity

III/IV

Sol

itons

III/I

V

Elli

ptic

Fun

ctio

ns II

I/IV

Mat

hem

atic

al B

iolo

gy II

I

Diff

eren

tial G

eom

etry

III

Gen

eral

Rel

ativ

ity II

I/IV

2013

-201

4

Ele

ctro

mag

netis

m II

I

Qua

ntum

Mec

hani

cs II

I

Par

tial D

iffer

entia

l Equ

atio

ns II

I/IV

Sta

tistic

al M

echa

nics

III/I

V

Sto

chas

tic P

roce

sses

III/I

V20

13-2

014

Sta

tistic

al M

etho

ds II

I

Bay

esia

n S

tatis

tics

III/IV

2013

-201

4

Topi

cs in

Sta

tistic

s III

/IV*

App

roxi

mat

ion

Theo

ry a

nd O

DE

s III

/IV

Rep

rese

ntat

ion

Theo

ry II

I/IV

2013

-201

4

Gal

ois

Theo

ry II

I

Num

ber T

heor

y III

/IV

Mat

hem

atic

al F

inan

ce II

I/IV

Das

hed

lines

--- :

sh

ow m

odul

es w

hich

may

be

pre-

or c

o-re

quis

ites.

Foun

datio

ns o

f Phy

sics

2A

and

2B

At l

east

3 M

aths

mod

ules

in 2

nd y

ear,

at l

east

2 a

t Lev

el 2

(3)C

omm

unic

atin

g M

athe

mat

ics

III

(3)M

athe

mat

ics

Teac

hing

III

1 Le

vel 2

Mat

hem

atic

s m

odul

e or

A

naly

sis

I if t

aken

at l

evel

2

1 L

evel

2 M

aths

mod

ule

&

(Pro

blem

Sol

ving

& D

ynam

ics

I or F

ound

atio

ns o

f Phy

sics

I or

Fund

amen

tal P

hysi

cs A

)

Mod

ule

prer

equi

site

s m

ap

Alg

ebra

ic T

opol

ogy

IV

Rie

man

nian

Geo

met

ry IV

Adv

ance

d Q

uant

um T

heor

y IV

* N

ote:

Sta

ts M

etho

ds II

I is

a co

- or p

re- r

equi

site

for T

opic

s in

Sta

ts II

I/IV

Theo

retic

al P

hysi

cs II

or

Foun

datio

ns o

f Phy

sics

III

Pro

ject

IV

30

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DURHAM UNIVERSITY · DURHAM UNIVERSITY Department of Mathematical Sciences Level 2 Mathematics modules Course Booklet 2012 - 2013 Science Laboratories South Road Durham Email:maths.ofﬁ[email protected]