UCL DEPARTMENT OF MATHEMATICS

MSc in Mathematical Modelling

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CONTENTS

Section 1: General Information ........................................................................... 1

1. Introduction.................................................................................................... 1
2. Dates of Term................................................................................................ 1
3. Addresses...................................................................................................... 1
4. List of staff and locations in the Department.................................................. 2
5. Advice and guidance ..................................................................................... 6
6. Teaching and learning ................................................................................... 8
7. Library, computing and other resources ........................................................ 9
8. Examinations (formal).................................................................................. 11
9. Paying Fees................................................................................................. 14
SECTION 2: COURSE INFORMATION............................................................ 15
10. Introduction.................................................................................................. 15
11. Programme Structure .................................................................................. 15
12. Programme Aims......................................................................................... 16
13. Compulsory modules................................................................................... 16
MATHGM01 Advanced Modelling Mathematical Techniques....................................... 16
MATHGM02 Nonlinear Systems ................................................................................... 17
MATHGM03 Operational Research .............................................................................. 17
MATHGM04 Computational and Simulation Methods .................................................. 18
MATHGM05 Frontiers in Mathematical Modelling and its Applications ........................ 19
14. Optional Modules......................................................................................... 19
MATHGM21 Quantitative and Computational Finance ................................................. 20
MATHG302 Asymptotic Methods and Boundary Layers Theory .................................. 21
MATHG303 Hyperbolic PDEs with Applications ........................................................... 21
MATHG304 Geophysical Fluid Dynamics..................................................................... 22
MATHG305 Mathematics for General Relativity ........................................................... 22
MATHG306 Cosmology ................................................................................................ 23
MATHG307 Biomathematics......................................................................................... 23
MATHG501 Theory of Traffic Flow ............................................................................... 24
MATHG505 Evolutionary Games and Population Genetics.......................................... 24
MATHG506 Mathematical Ecology ............................................................................... 25
MATHG508 Financial Mathematics .............................................................................. 25
15. MATHGM10 MSc Project ............................................................................ 26
16. Requirements to Pass the Course............................................................... 28
17. Tutors .......................................................................................................... 28
18. Module Timetable ........................................................................................ 29

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MSc and Post Graduate Diploma in Mathematical Modelling
Frontiers in the application of mathematics
Handbook

Section 1: General Information

1. Introduction
This booklet contains information for students reading for the Postgraduate Diploma
or Master’s degree in Mathematical Modelling at UCL. Another relevant document is
the UCL Student handbook which is distributed to all students at college enrolment
containing general information for all students at UCL. The UCL Student Handbook
can be obtained from the Registry or viewed on the Registry website at:
http://www.ucl.ac.uk/current-students/.

More details about sources of information is given later in this booklet, but you can
consult the Departmental Office (Room 610) or the MSc Tutor, Dr S Baigent (Room
802b).

Information is also available at the Mathematics Department website:

http://www.ucl.ac.uk/Mathematics/ where any updates/corrections will also be posted.

2. Dates of Term
Autumn: Monday 27 September 2010 – Friday 17 December 2010
(reading week 8 – 12 November)

Spring: Monday 10 January 2011 – Friday 25 March 2011

(reading week 14 – 18 February)

Summer: Tuesday 3 May 2011 – Friday 17 June 2011

You are expected to be available to attend college during all of the above terms. The
course runs for a full 12 months with the Project deadline usually set for mid
September.

3. Addresses
It is very important that we have your correct term-time and home addresses.
If you change your address it is your responsibility enter the changes on PORTICO,
the Registry website, at: http://www.ucl.ac.uk/portico/. If we do not have your up-to-
date address (and telephone number), we will not be able to contact you if anything
urgent arises, and we may not be able to send you important documentation. Please
also see the relevant section of the UCL Student Handbook.

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 4. List of staff and locations in the Department
If no extension is given, please use the office extension 32839 or look on the
departmental web-site or notice boards for updated information. Most internal
numbers have the prefix of 3. To dial from outside UCL use 020 7679 followed by the
last 4 digits. For example, the main Department Office is on extension 32839 or
externally 020 7679 2839.

Head of Department Prof D Vassiliev

Deputy Head of Department Prof N R McDonald
Departmental Tutor Dr M L Roberts
Admissions Tutor Dr R I Bowles
Postgraduate Tutor (Pure Maths) Dr J Talbot
Postgraduate Tutor (Applied Maths) Prof V Smyshlyaev
Course Director Mathematical Modelling programmes Prof F T Smith
Departmental MSc Tutor Dr S A Baigent
Affiliate Tutor Dr I Petridis
Joint Honours Exams Sub-Boards Dr J A Haight
Chair of the Maths Exams Sub-Board Dr R Hill
Chair of the Departmental Teaching Committee Prof S R Bishop

Staff E-mail address Room Extension

Professors of Mathematics
Ball, K M kmb@math.ucl.ac.uk 607 32843
Bárány, I barany@math.ucl.ac.uk 605 32836
Bishop, S s.bishop@ucl.ac.uk KLB 340 33082
Csörnyei, M mari@math.ucl.ac.uk 712 32862
Johnson, E R erj@math.ucl.ac.uk 805 32854
Johnson, F E A feaj@math.ucl.ac.uk 705 32845
Kim, M minhyong.kim@ucl.ac.uk KLB M203 31333
Kurylev, Y y.kurylev@ucl.ac.uk KLB M205 37896
Laczkovich, M laczk@math.ucl.ac.uk 800 (T1) 32836
McDonald, N R robb@math.ucl.ac.uk 604 32853
McGlade, J jacquie@math.ucl.ac.uk 32839
Parnovski, L leonid@math.ucl.ac.uk 709 32847
Seymour, R M rms@math.ucl.ac.uk 809 32858
Smith, F T frank@math.ucl.ac.uk 609 32837
Smyshlyaev, V vps@math.ucl.ac.uk 708 33854
Sobolev, A a.sobolev@ucl.ac.uk 710 32863
Sokal, A D sokal@math.ucl.ac.uk 800 (T2) 32844
Vanden-Broeck, J-M broeck@math.ucl.ac.uk 814 32835
Vassiliev, D dima@math.ucl.ac.uk 608 32442
Zaikin, A zaikin@math.ucl.ac.uk 711 34375

Professor of Operational Research

Utley, M, Director of m.utley@ucl.ac.uk
CORU 24506

Professorial Research Associate

Davey, Dr M mkd@math.ucl.ac.uk 504a 30170

Readers in Mathematics

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Esler, Dr G gavin@math.ucl.ac.uk 700 32842
Hill, Dr R M rih@math.ucl.ac.uk 808 32404
Petridis, Dr I i.petridis@ucl.ac.uk 504b 37897
Timoshin, Dr S N sergei@math.ucl.ac.uk 803 32205
Wilson, Dr H J helen.wilson@ucl.ac.uk 802a 31302
Yafaev, Dr A yafaev@math.ucl.ac.uk 812 32861

Fellows
Halburd, Dr R r.halburd@ucl.ac.uk 703 32973
Talbot, Dr J talbot@math.ucl.ac.uk 812a 34102

Senior Lecturers and Tutors

Bowles, Dr R I rob@math.ucl.ac.uk 603 33501
Roberts, Dr M L m.l.roberts@ucl.ac.uk 604a 32833

Lecturers
Baigent, Dr S A s.baigent@ucl.ac.uk 802b 33593
Böhmer, Dr C boehmer@math.ucl.ac.uk KLB 342 33597
Ovenden, Dr N C nicko@math.ucl.ac.uk 701 32128
Page, Dr K M kpage@math.ucl.ac.uk 810 33683
Sidorova, Dr N n.sidorova@ucl.ac.uk KLB 341 37864

Teaching Fellows
Ahmad, Dr R riaz@math.ucl.ac.uk 806 32839
Burnett, Mr J j.burnett@ucl.ac.uk 712 32862
Gray, Prof J
Haight, Dr J A jah@math.ucl.ac.uk 600 34309
Larman, Prof D G d.larman@math.ucl.ac.uk 600 32855
López Peña, Dr J jlp@math.ucl.ac.uk 813 54068
Ronan, Prof M ronan@uic.edu 605 32836
Rose, Mr S s.rose@ucl.ac.uk 600 34309
Strouthos, Dr I strouth@math.ucl.ac.uk 813 54068
Van der Heijden, Dr G g.heijden@ucl.ac.uk Civil Eng 32727
Walton, Dr J 806 32856

Postdoctoral Researchers
Baudains, Mr P p.baudains@ucl.ac.uk 51099
Bosi, Dr R rbosi@math.ucl.ac.uk 602 32831/32840
Caldera-Cabral, Dr G gabycc@math.ucl.ac.uk 806 32856
Cooper, Dr F cooperf@math.ucl.ac.uk 602 32831/32840
Fry, Ms H hannah.fry@ucl.ac.uk 602 32831/32840
Hicks, Dr P hicksp@math.ucl.ac.uk 602 32831/32840
Kakde, Dr M kakdem@math.ucl.ac.uk 602 32831/32840
Kang, Dr H 602 32831/32840
Morozov, Dr S morozov@math.ucl.ac.uk 602 32831/32840
Obukhov, Dr Y obukhov@math.ucl.ac.uk 602 32831/32840
White, Dr A alexw@math.ucl.ac.uk 602 32831/32840

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 Clinical Operational Research Unit (CORU) – 4 Taviton Street
Crowe, Dr S sonya.crowe@ucl.ac.uk 24953
Fiorentino, Dr F f.fiorentino@ucl.ac.uk 24505
Gallivan, Prof S steve.gallivan@ucl.ac.uk 24508
Pagel, Dr C c.pagel@ucl.ac.uk 24501
Reddy, Mr B b.reddy@ucl.ac.uk 24504
Skeen, Dr A 28549
Utley, Prof M m.utley@ucl.ac.uk 24506
Vasilakis, Dr C c.vasilakis@ucl.ac.uk 24507

Departmental Administrator
Higgins, Ms H helen@math.ucl.ac.uk 611 32838

General Office
Abdul Ghafoor, Mrs M Assistant Administrator
Undergraduate Teaching from
April 2011 610 32894
Carboo, Mrs B Examinations Officer/ MSc
Administrator 610 32841
Datta, Miss S Assistant Administrator 610 32939
Lawrie, Ms K Secretary 610 32881
Milich, Miss N Assistant Administrator
Undergraduate Teaching to
March 2011 610 32894

Other room locations

Postgraduate Room 713 32851
Postgraduate Room KLB M201 37881
Staff Room 606 -
Student Reading Room 503 -
Student Common Room 502
MSc Room 501 32834

Note that all rooms are in Mathematics Department, except those marked KLB (Kathleen Lonsdale
Building). Access to this building is restricted, so if you wish to meet a member of staff whose office is there,
you should contact the tutor by phone or email in advance to make arrangements.

Honorary Professors
Hunt, J jcrh@cpom.ucl.ac.uk 37743
Fraenkel, LE fraenkel@math.ucl.ac.uk 605 32836
Ronan, Prof M ronan@uic.edu 605 32836

Emeritus Staff and Honorary Research Fellows

Anderson, Prof J M maths@ucl.ac.uk 806 32839
Banaji, Dr M m.banaji@ucl.ac.uk 806 32856
Bangert, Dr P
Belinfante, Dr D C
Brown, Dr A L aldric.brown@ucl.ac.uk 806 32856
Brown, Prof S N snb@math.ucl.ac.uk
Davies, Mr H L 712a 32249
Davis, Prof A M
Eames, Dr I I_Eames@meng.ucl.ac.uk Mech Eng
Fenwick, Dr C

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Grimshaw, Prof R
Grossman, Prof S I sig@math.ucl.ac.uk
Hocking, Prof L M leslie@math.ucl.ac.uk
Jansons, Dr K M kalvis@math.ucl.ac.uk 806 32856
Jayne, Prof J E j.jayne@ucl.ac.uk 806 32856
Jillians, Dr W
Levitin, Prof M
Martin, R
Mathias, Dr A
McMullen, Prof P p.mcmullen@ucl.ac.uk 600 34309
Morgan, Dr C J G charles.morgan@ucl.ac.uk 806 32856
O’Neill, Prof M E meo@math.ucl.ac.uk 600 34309
Pepper, Dr J V maths@ucl.ac.uk
Roth, Prof K F
Rothman, P E p.rothman@ucl.ac.uk 605 32836
Sherlaw-Johnson, C
Singmaster, Prof D B
Stephenson, Dr W ws@math.ucl.ac.uk
Van der Heijden, Dr G g.heijden@ucl.ac.uk Civil Eng 32727
Williams, P G

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 5. Advice and guidance
If you have any problems or difficulties, please discuss them with a member of staff.
Specific questions about mathematical problems in your courses should in the first
instance be taken up with the appropriate course lecturer. For more general
questions (academic, personal, financial, accommodation, etc), you can talk with the
following (see below for more details):

(1) Your personal tutor;

(2) The MSc Tutor, Dr S. Baigent

(3) The Departmental Post-graduate Tutor, Prof FT Smith

(4) The Head of Department, Professor Dmitri Vassiliev (Room 608), or any other
member of staff you know

(5) In the maths office (Room 610), where a secretary will deal with matters
concerned with MSc students, although you might also need to see the
Departmental Administrator, Ms Helen Higgins, about matters to do with finance.

(6) Outside the Department, there are the College support services, which include:

• the Dean of Students (Welfare), Dr Ruth Siddall, Dean.of.Students@ucl.ac.uk

• the UCL Union, The Rights and Advice Centre, First Floor of the Bloomsbury
Theatre, 15 Gordon Street,
http://www.ucl.ac.uk/disability/services/ucl-services/ucl-union
• the UCL Counselling Service, located at 3 Taviton Street (first floor, Room 101)
(5 minutes walk from the Department): students can just go along there or
phone (020 7679 1487). The student counselling service provides completely
confidential help on all personal issues,
http://www.ucl.ac.uk/disability/services/ucl-services/counselling-service
• the advisor to women students – appointments can be made through the Dean
of Students Office, extension 24545.

If you become unhappy with your programme of study, or feel that you are falling
behind and cannot cope, or are experiencing other problems, it is very important that
you contact the Course Director, Prof FT Smith or the MSc Tutor Dr S Baigent (or
another member of staff of the Department) straightaway. These difficulties can often
be resolved but it is much easier if they are dealt with promptly (this is true regardless
of whether you need some help to continue with the course, wish to change course, or
even to give up the course).

If you experience racial or sexual harassment, please discuss it with someone from
the list above. More details on this are given in the UCL Student Handbook at:
http://www.ucl.ac.uk/current-students/ .

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Careers
The UCL Careers Service is located at:

4th Floor, ULU Building

Malet Street
London
WC1E 7HY

http://www.ucl.ac.uk/careers/

They can provide a variety of services. For more information, see the relevant section
of the UCL Student Handbook. The careers officer in the Department is Prof Robb
McDonald (Room 604). Various career talks take place in the Department each year.

References
You may well wish to use members of staff (e.g. your personal tutor, the MSc Tutor,
or another member of staff who knows you) as referees for jobs or further study.
Please seek the permission of whoever you are going to use as a referee. In any
case, it is a good idea to talk briefly to your referee, and perhaps to give them your
CV. Please also see information below under "Data Protection Act".

Unless you request otherwise, references will be provided on request to companies

and educational institutions during your time of study here and for two years
afterwards without specific permission from you. If you require references after this
time, you will need to contact the referee.

Accommodation
The UCL Student Residences Office is located at 117 Gower Street (Tel: 020 7679
6322) and has information about Halls and Houses administered by the College or the
University. http://www.ucl.ac.uk/accommodation
The University of London Housing Services, University of London Union, Malet Street,
London WC1E 7HY (Tel: 020 7862 8880) and has information on private and other
accommodation. http://www.housing.lon.ac.uk/
For more details, please see the UCL Student Handbook.

Disabilities
The college has a Committee for People with Disabilities; the Co-ordinator of this
Committee is Ms Marion Lamb (020 7679 0100), whom you can contact if you have
any queries. There are some special arrangements possible for students with
disabilities, e.g. for taking examinations. If you wish to enquire about such
arrangements, please contact the MSc Tutor in the first instance.

Data Protection Act

At the start of session you will have been given a form setting out the Department’s
normal procedures (in relation to your rights under the Data Protection act). If you
have agreed to the Department administering your student career in the way
described, you will have signed the form; if not, you will have discussed the matter

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with the MSc Tutor, and alternative arrangements will have been made. The normal
procedures specified on the form are as follows:

Photographs: (i) We will take a photo of you, which may be stored digitally; these
photos may be displayed in the Student Common Room, for ease of identification. (ii)
We may also wish to display photographs of departmental activities to publicise these.
(iii) The Department maintains its own WebPages; we may wish to publish student
names and e-mail addresses here.

Academic procedures:
Marked written work will be put out for collection in the relevant lecture or left at a
collection point in the main Department Office or returned to your pigeonhole in Room
501.

6. Teaching and learning

The primary method of teaching and learning in the MSc is by means of lectures,
reinforced by coursework, self-study, and in some cases computer classes. There is
also a substantial project component for the MSc.

Student assessment of lectures

Students are asked at the end of each Mathematics course to fill in an anonymous
questionnaire on their assessment of the course. The forms will be analysed, and the
summary of results posted on the noticeboard in the Student Common Room.

Reading weeks
Mathematics Department lectures and problem classes will not take place during the
‘reading weeks’ of 8-12 November 2010 or 14-18 February 2011. These weeks
provide a time to go through what you have studied so far and make sure you
understand it. Important: If you are taking courses from other departments, such
lectures may continue during the reading weeks. Certain other activities may also
take place during reading week.

Coursework: problem sheets

In some courses regular coursework is set. In most courses, this consists of problem
sheets given out to be completed and handed in a week later. This is a very important
part of the course - working on problems is one of the best ways of getting a good
understanding of the topics (as well as learning how to solve problems!).
Requirements for each course may vary; students should check individual course
units.

Keeping coursework
Please note that you should keep all your returned marked coursework: you may be
required to re-submit them for scrutiny at the end of the year. You will also find your
coursework useful when you come to revise.

Co-operation and plagiarism

Plagiarism, which includes copying the work of other students, or copying from books,
research papers or websites without proper acknowledgment and citation, is strictly

8
forbidden, and could lead to severe penalties. When you are working on a problem, it
may well be helpful to discuss it with other students, and indeed you may sometimes
be asked to work in groups. However, you must write the work up independently and
on your own. All written project work should be carefully referenced to acknowledge
sources of information. Students will be required to submit both hard and electronic
copies of their written work and you should be aware that, if deemed necessary, a
project will be submitted to the Turnitin plagiarism detection system for evaluation.

Please also read the entry on Plagiarism in the UCL Student Handbook, available
online at: http://www.ucl.ac.uk/current-students/guidelines/policies/plagiarism

Office hours
The lecturer for each course will allocate an office hour each week, when they will
normally be available in their office to answer questions on the course. This time will
be advertised on the office doors. A list of lecturers with their room numbers is given
above; you can also find photographs of members of staff in the Student Common
Room, Room 502.

Assessment
Assessment is predominantly by formal written exams, held in the Third Term
(Tuesday 3 May 2011 until Friday 17 June 2011). Some courses have a coursework
component (e.g.10%). It is necessary to attend the lectures and complete the
coursework satisfactorily in order to pass a course. If inadequate coursework is
attempted, you may be considered to be "Not complete" and withdrawn from the
exam, resulting in automatic failure in that course. The normal criterion for
coursework to be considered adequate is that you make a reasonable attempt at a
minimum of 50% of the coursework sheets. Please also note the section on
Examinations later in this booklet and the information in the UCL Student Handbook.

Attendance
You are expected to be available to attend classes during all of term time, and
therefore to attend all lectures, problem classes, etc. If your attendance is very poor,
you may be asked to leave the MSc course.

Absence due to illness or other unavoidable cause

If you have to be absent for a period of more than 2 days, please let the Mathematics
Departmental Office know (telephone: 020 7679 2841). If your absence is longer than
a week, please see the MSc Tutor when you return to college, providing a doctor's
note if relevant.

7. Library, computing and other resources

Library
UCL has a substantial collection of Mathematics books in the library. The
Mathematics collection is on the 3rd floor of the Science Library in the DMS Watson
Building, at the south end of college. There may be relevant material, particularly in
applied mathematics, elsewhere in the Science Library.It is worth while getting to
know about the facilities of the library.

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Computing facilities
MSc students have computers provided for their use in the MSc room, Room 501.
There are also various workstation cluster rooms around college which are available
for general student use.

Departmental Office
The Mathematics Department general office is Room 610.

Photocopying
All the Library's staffed sites have self-service photocopying facilities, operated by
cards. Rechargeable cards are required to use the photocopiers. You need only buy
one card and then keep it for the whole of your time at UCL.

• Cards cost £1 each (this does not include any copy credit)
• The minimum copycredit you can add to a copycard is 20p, the maximum is £50.
• If you lose your copycard you will have to buy a new one. Therefore, we
recommend that you do not charge your copycard with large amounts of copy
credit. It is also sensible to write your name on your card or record the individual
number on the back of the card. You can then reclaim the card if it is found and
handed in to library staff.
• All 8 participating library sites have card vending and card re-charging machines.

MSc room
Room 501 is specifically for use by MSc students of the Maths Department. It
contains a number of desks, chairs and computers, but not enough for one per
student, so sharing arrangements will have to be worked out. MSc students can also
use the Common Room, Room 502, and Study Room, Room 503 (see below).

Student Common Room and Study Room

Room 502 is a student common room. Room 503 is a study room intended for
working quietly. Smoking is not permitted anywhere in the department. Lockers are
provided in Room 503 on a first-come-first-served basis. You must not leave anything
in there over the summer. If you do, the padlock will be cut and the contents of your
locker disposed of.

Informal use of lecture rooms on 7th and 8th floor

If unoccupied, you may use these for quiet study, but you must leave promptly if
asked to do so.

Mail
Any physical mail that comes for you will be put in the MSc post tray in Room 501.
This includes anything from members of staff, library etc. Please check the post tray
in Room 501 regularly.

Notices
Although we endeavour to update the information on the website regularly, further
details of all courses, including tutorials, exams, any change of time of classes, are
placed on the information boards on the 5th and 6th floors.

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E-mail and web page
Please check your email regularly, and also look at notices on the departmental web-
page. The Department will send all important information to your main UCL account
only.

Mathematics Society
There is a student Mathematics society, called the ADM Society, which organizes
events in the Department, publishes a newsletter, etc.

Mathematics Department Staff Student Consultative Committee

This is a committee made up of representatives from the undergraduate and
postgraduate students (chosen by election) and from the staff of the Department,
which meets twice a year, approximately in the middle of the Spring and Autumn. It
provides a forum for students to raise issues relating to the course or the Department.
Some issues may be dealt with immediately informally; others may be referred to the
Departmental Teaching Committee or the Head of Department. The minutes are
posted on the Student Common Room noticeboard, and also go to staff in the
Department and to the College Staff Student Committee as well as the Dean of the
Faculty.

Graduate School
The Graduate school offers a variety of skills courses for all postgraduates. These
can be viewed at: http://courses.grad.ucl.ac.uk/list-training.pht

This page also contains a link to a list of courses aimed specifically at Masters
students.

8. Examinations (formal)
General Information
The examinations are normally set by the lecturer for the course, checked by a
second internal examiner and also by a Visiting (or External) Examiner (from outside
the college). Student scripts are similarly marked by the two internal examiners, and
the marking checked by the Visiting Examiner. Examination scripts are marked
anonymously. Recommendations about the results of individual courses and degrees
awarded are made by the Taught Postgraduate Courses in Mathematics Board of
Examiners to the College Board, which makes the final decisions. The Taught
Postgraduate Courses in Mathematics Board of Examiners includes the MSc internal
Examiners and Visiting Examiners.

Extenuating Circumstances
If there are any circumstances which affect your performance, either during the period
of study or during the exam period, and which you would like taken into account, you
should discuss this with the MSc Tutor as early as possible. If the issue relates to an
examination then you should inform the MSc Tutor no later than 7 days after the
exam. Typical circumstances which might be taken into account are serious or
prolonged illness, disability or bereavement. Documentation is normally required (e.g.
doctor's note). Information will be kept confidential and special circumstances will be
discussed by a small committee of examiners.

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Missing exams due to illness or other unavoidable cause
If you miss an examination due to illness or some other unavoidable cause, please
inform a member of staff, preferably the MSc Tutor, as soon as possible. The MSc
Tutor should be given a doctor's note if the absence is due to illness, and any possible
documentary evidence supporting absences due to other reasons.

Withdrawal from examinations

If you wish to apply to withdraw from some or all your examinations, you must do so
before the end of the first week of the summer term. You will need to see the MSc
Tutor, and fill in a form for approval by the Faculty Tutor. Withdrawal after this date is
only permitted in exceptional circumstances, namely ill health supported by a medical
certificate or the death of a near relative.

The examinations
Before the exams start, please check your timetable for the dates, times and locations
of your examinations. It is your responsibility to turn up to the right place at the right
time with the right equipment (usually just pens, your personal exam timetable and
your ID for a Mathematics examination). You will be provided with a candidate
number - please make sure that you have this number with you, as it must be entered
on your script. Your seat number also has to be entered on the script (this will change
for each exam). Please make sure that you read and follow instructions on the paper.
It is important to write legibly. Calculators are not permitted in most Mathematics
exams and where used elsewhere they must be of UCL standard type as sold in the
UCL shop (these are unable to store characters). Past papers will be on the UCL
website and in some cases past solutions are sold by the Department of Mathematics
via the Department Office.

Cheating and plagiarism

Cheating or attempts to cheat may lead to serious consequences, including the
degree not being awarded. Unless you are explicitly informed otherwise, you are not
allowed to take any written material into the examination - for example, you are not
allowed to write formulae on your timetable, which you take into the examination.
Please also see information on plagiarism in the UCL Student Handbook.

Results
Please note that if you owe money to the college or residences, or have unreturned
library books, your degree results are likely to be withheld - so please make sure that
you have cleared any debts to college, and returned any library books!

Students should make sure that they can be contacted after the provisional exam
results are processed. This is particularly important for anyone who has failed
examinations and may prefer not to proceed to the project component.

The Examiners’ Meeting to finalise the marks usually takes place in late September.
The marks will then be entered on PORTICO for students to access.

Graduation ceremony
The graduation ceremony (for students who have completed their degree) normally
takes place in early September (so the following year for MSc students).

12
Arrangements for this are made by the Registry, and not the Department, and you
should receive your application form for places from the Registry, which you must
return by the specified date if you wish to attend. Transcripts are also provided by the
Registry, and not the Department.

Retakes
You can normally retake any examination you have failed or been absent from the
following year (unless you have graduated). You must re-enter at the first possible
opportunity (usually one year later). You cannot retake any examination you have
passed.

Please note that students will normally be allowed only one retake of any failed
examination.

Complaints/appeals
If you are unhappy with your results or any aspect of your course in the first place
please discuss your concerns with the MSc Tutor. If you then wish to pursue matters
further, there are procedures for formal appeals. You should first contact the MSc
Tutor or the MSc Programme Director, Professor FT Smith. You should also consult
the UCL current student pages on the Registry website. You may also contact the
following:

Academic Registrar: Christopher Hallas

Academic Registrar’s Office
UCL Registry
University College London
Gower Street
London
WC1E 6BT
Tel: 020 7679 3203

MAPS Faculty Tutor: Dr Caroline Essex

MAPS Faculty Office
1st floor,
South Wing,
Gower Street
London
WC1E 6BT
Email: c.essex@ucl.ac.uk

UCL Students’ Union

The Rights and Advice Centre,
First Floor of the Bloomsbury Theatre,
15 Gordon Street,
London
WC1H 0AY
Tel: 020 7679 2998
http://www.uclunion.org/get-advice/

13
 9. Paying Fees

All new postgraduate students who have not provided proof of sponsorship, or
payment of at least the first installment of fees, will be provisionally enrolled.
Provisional enrolment usually expires on 31 October. Students who have not paid or
provided proof of sponsorship will be deregistered after this date.

New students with a UK address will have their invoices sent out to them, those with
only an overseas address will be able to collect an invoice at enrolment. Returning
students will have had their invoices sent to their home addresses during the summer.

Students can pay fees online at: http://www.ucl.ac.uk/portico/ if they have a UCL login
(for full details please login and you will be given instructions on how to pay within the
on line enrolment facility) or at: https://payonline.ucl.ac.uk/ if they have not.
Alternatively fees can be paid in the Registry, Room G19, Ground Floor, South Wing,
Main Campus. There will be no facility for staff to gain authorisation on any card
payments that require it and we ask that students contact their card issuers prior to
payment to ensure no authorisation will be requested.

Information relating to tuition fees including fee levels, instalment forms, bank transfer
instructions and credit card forms can be found on the UCL website at:
http://www.ucl.ac.uk/current-students/money/fees-payment/invoices

14
 SECTION 2: COURSE INFORMATION

MSc in Mathematical Modelling :

Frontiers in the application of mathematics

10. Introduction
The MSc programme aims to teach students the basic concepts which arise in a
broad range of technical and scientific problems and illustrates how these may also
be applied in a research context to provide powerful solutions. This said, the
emphasis is placed on generic skills which are transferable across disciplines so that
the programme is a suitable foundation for anyone hoping to advance their scientific
modelling skills.

The Mathematics Department at UCL is at the forefront of research and this

programme will allow students to experience the excitement of obtaining solutions to
complex physical problems. Students will initially consolidate their mathematical
knowledge and formulate basic concepts of modelling before moving on to case
studies in which models have been developed for specific issues motivated by
industrial, biological or environmental considerations.

The programme will provide a unique blend of analytical and computational methods
with applications at the frontiers of research. Successful students will be well placed to
satisfy the growing demand for mathematical modelling in commerce and industry.
The programme will alternatively form a strong foundation for any student who wishes
to pursue further research.

11. Programme Structure

The programme lasts for one calendar year formally starting in the last week of
September. The programme is full time consisting of taught components which are
usually examined in the Third Term (Tuesday 3 May 2011 – Friday 17 June 2011).
The programme normally consists of 5 compulsory components, 3 optional
components, plus an individual project. Each component corresponds to
approximately 30 hours of lectures.

Four of the compulsory components are held in the First Term (Monday 27 September
2010 to Friday 17 December 2010). The other compulsory component and optional
components are usually taught in the Second Term (Monday 10 January 2011 to
Friday 25 March 2011). Examinations for all components are held usually in the Third
Term (Tuesday 3 May 2011 – Friday 17 June 2011). Some components may include
assessment by an element of coursework in addition to an examination. After the
examinations, all students will then embark on an individual project with the
submission early in September. The taught modules account for 2/3 of the final mark
with the project making up 1/3. The course is equivalent to 72 ECTS, on the European
Credit Transfer Scheme.

15
If students are unable to, or do not wish to, complete the project element, they may
register for the Postgraduate Diploma in Mathematical Modelling which only covers
the taught elements. They should see the MSc tutor to discuss this option.

12. Programme Aims

The Masters level programme in Mathematical Modelling has three main aims:-
• To provide an understanding of the processes undertaken to arrive at a
suitable mathematical model
• To teach the fundamental analytical techniques and computational methods
used to develop insight into system behaviour
• To introduce a range (industrial, biological and environmental) of problems,
associated conceptual models and their solutions.

13. Compulsory modules

MATHGM01 Advanced Modelling Mathematical Techniques
This component aims to ensure that students possess knowledge of the analytical
techniques and theoretical aspects of computational methods used in mathematical
modelling.

1. An introduction to modelling concepts, dimensionality, scale analysis,

perturbation techniques, PDEs versus ODEs, modes, modelling of environmental,
biological and industrial problems.

2. A selection of topics from:

(i) Waves and instability (e.g. KH instability, TS instability, waves in the ocean,
atmosphere and aerodynamics, phase and group velocity, inverse
scattering, WKB methods)
(ii) Integral equations
(iii) Asymptotic methods (e.g. matched asymptotics, WKB, multi-scale methods,
triple-deck and related methods)
(iv) Stochastic calculus and partial differential equations
(v) Vortex dynamics (laws of motion, line vortices, 2D vortex patches,
calculation of trajectories, stability of arrays of vortices, contour dynamics,
vortex rings)
(vi) solid mechanics (elasticity)
(vii) DEs (e.g. ODEs with periodic coefficients, Mathieu eq.),
(viii) Feedback systems, control
(ix) Pattern formation
(x) Power spectra and correlation functions.

3. Relevant theoretical aspects of computational methods, finite-element and finite-

difference methods, methods of CFD, solution path following methods.

Assessed via a 2 hour examination.

16
MATHGM02 Nonlinear Systems
This component aims to give an overview of the main aspects of nonlinear systems
and to provide definitions and theoretical background.

1. Continuous Dynamical Systems:

Equilibria. Local and global stability. Liouville’s Theorem. Conservative and
dissipative mechanical systems. Periodic solutions and Poincare-Bendixson
theorem. Perturbation methods. Bifurcation analysis for one- and two-dimensional
systems, including Hopf bifurcation. Applications: non-linear oscillators,
Hamiltonian systems, dissipative systems.

2. Discrete Dynamical systems:

Iterated maps as dynamical systems in discrete time. The logistic map as main
example. Equilibria, cycles and their stability. Period doubling bifurcations. Simple
random properties of discrete trajectories. Elementary properties of maps in two
dimensions. Lyapunov exponents, attractors and the butterfly effect.

3. Non-linear waves:
Linear waves, dispersion relations, dispersion versus dissipation, stable and
unstable waves. Travelling wave solutions of non-linear partial differential
equations, for example the Korteweg-de Vries, non-linear Schrodinger equations.
Phase-plane analysis, solitons.

Recommended Books :
S.H.Strogatz, Nonlinear Dynamics and Chaos, Perseus Books, 1994.
J.M.T.Thompson & H.B. Stewart, Nonlinear Dynamics and Chaos, Wiley 2003.
E.Ott, Chaos in Dynamical Systems, CUP, 1993.
D.K.Arrowsmith & C.M.Place, Dynamical Systems, Chapman Hall
J. Guckenheimer and P. Holmes, Nonlinear Oscillations, Dynamical Systems and
Bifurcations of Vector Fields, Springer
L.D.Landau & E.M.Lifshitz, Course of Theoretical Physics, Vol. 1 Mechanics,
Pergamon
Drazin and Johnson, Solitons, Cambridge Texts
and other books by Drazin, e.g. Nonlinear Systems

Assessed via a 2 hour examination.

MATHGM03 Operational Research

The component will discuss a range of methods used in Operational Research for
assisting with the analysis of problems from a wide range of real life settings. Many of
the examples given will concern the application of Operational Research to clinically
related problems, although examples will also be given related to other areas such as
transport and manufacturing industry. The component will introduce mathematical
modelling methods frequently used in Operational Research, including linear
programming, integer programming, stochastic analysis, queuing theory and
compartmental modelling. Students will also be introduced to the practical problem
solving methodology of Operational Research and the processes involved in
developing a mathematical modelling structure.

17
1. Brief history of Operational Research.

2. Introduction to optimisation methods. An overview of linear programming and

integer programming algorithms. Examples of applications.

3. Compartmental models.

4. Heuristic methods. Methods that cannot guarantee optimality and methods of

judging how 'good' resulting solutions are.

5. Network analysis: theory and application.

6. Introduction to stochastic analysis. Markov chains and Markov processes.

7. Introduction to queuing theory.

8. Exposure to the `open ended' practical problem-solving methodology of

Operational Research using a real-life case study. Identifying key elements of a
practical problem. Relating them in a mathematical framework. The process of
developing a modelling structure.

Recommended Books :
S. Ross, An Introduction to Probability Models. 9th Ed, Academic Press, 2006.
W.L.Winston, Operations Research: Applications and algorithms, Duxbury Press,
Boston, 1987.
M.Pidd, Tools for thinking - modelling in management science, 2nd Ed, John Wiley &
Son, 2003.

Assessed via a 2 hour examination.

MATHGM04 Computational and Simulation Methods

This module will consider various computational methods which may be used when
mathematical modelling. The aim is for the students to investigate the mathematics
behind various numerical processes and also the use of software for simulation and
visualisation of outcomes. Specific mention will be made of computational
experiments which will be linked to issues raised in other components of the Masters
course in Mathematical Modelling. The syllabus is broad with the emphasis placed on
research applications.

1. Introduction and ODEs:

Preliminary concepts, including formulation of physical problems from continuum
mechanics in terms of ODEs and PDEs. Solution of ODEs by finite difference
methods. Euler, Runge-Kutta, linear stability, implicit methods, systems of ODEs,
higher order ODEs and the shooting method for boundary problems.

2. PDEs:
Categorization into parabolic, elliptic, hyperbolic types. Examples to include
reduction of linear elliptic PDEs to eigenvalue problems using normal mode
approach (e.g. plane Poiseuille flow). Direct methods (Gaussian elimination, LU

18
 decomposition), iterative techniques (Jacobi and Gauss-Seidel, SOR), vector
norms. Finite-differencing for parabolic and hyperbolic PDEs. Explicit, implicit and
Crank-Nicholson schemes. Stability criteria.

3. Finite element modelling:

Detailed introduction to finite elements for 1D and 2D problems, variational
formulation, weak formulation, Galerkin approximation, application to archetypal
second-order (heat equation) and fourth-order (beam equation) problems,
nonlinear problems.

4. Computer classes. Introduction to programming in C++ and Matlab; the use of

both languages for solving problems derived in lectures.

Assessed via a 2 hour examination worth 60% plus coursework worth 40% of the
component.

MATHGM05 Frontiers in Mathematical Modelling and its Applications

This module will introduce a range of problems, their associated mathematical model
and solutions. Topics will be introduced covering problems motivated by industry,
biology and the environment. By referring to texts or papers, the aim is to highlight the
modelling approach taken and discuss the appropriateness of the model based on
selective analytical or numerical solutions.

Where appropriate, students will utilise knowledge and skills developed in the
compulsory components to perform simulations or to visualise behaviour.

The detailed syllabus is likely to change from year to year with the use of guest
lecturers and visitors but examples may include

1. Applications of techniques of nonlinear dynamics

2. Climate modeling

3. Environmental related phenomena

4. Biomedical modeling

5. Industrial case studies

This module introduces the students to research carried out by the staff and is
designed to assist students in their choice a suitable project. Students should also
attend the department’s weekly Applied Mathematics seminars to broaden their
knowledge.

Assessed via a 2 hour examination.

14. Optional Modules

The options chosen by each student for the 1st and 2nd term are subject to the

19
approval of the programme coordinator. A range of options will be available for
students to select within UCL Mathematics Department. The options may vary each
year, and some are listed in the timetables at the back of the handbook. It is the
student’s responsibility to seek out and select appropriate options allowing for
timetableling. For each student, the selected optional courses must be agreed by the
MSc Tutor. By special arrangment, it may also be possible for students to take
components run by other departments such as Statistics, etc.

MATHGM21 Quantitative and Computational Finance

Prerequisites: Probability theory and Differential Equations

Structure: 3 hour lectures per week

Course Outline and Objectives:

This is a course in the applied aspects of mathematical finance, in particular derivative
pricing. The theme of the course is to develop the PDE approach to the pricing of
options. Excel spreadsheets will be used for the computational work.
Simulation Methods in Finance: Brief introduction to Stochastic Differential
Equations (SDEs) – drift, diffusion, Itô’s Lemma. Simulating asset price SDEs.
Examining asset price returns.

Financial Products and markets: Introduction to the financial markets and the
products which are traded in them: Equities, indices, foreign exchange, fixed income
world and commodities. Options contracts and strategies for speculation and hedging.

Black-Scholes framework: Black-Scholes PDE: simple European calls and puts;

put-call parity. The PDE for pricing commodity and currency options. Discontinuous
payoffs – Binary and Digital options. The Greeks: theta, delta, gamma, vega & rho
and their role in hedging. The mathematics of early exercise - American options:
perpetual calls and puts; optimal exercise strategy and the smooth pasting condition.

Computational Finance: Solving the pricing PDEs numerically using Explicit, Implicit
and Crank-Nicholson Finite Difference Schemes. Stability criteria. Monte Carlo
Technique for derivative pricing.

Fixed-Income Products: Introduction to the properties and features of fixed income

products; yield, duration & convexity; yield curves & forward rates; swaps & zero
coupon bonds. Stochastic interest rate models: stochastic differential equation for the
spot interest rate; bond pricing PDE; popular models for the spot rate (Vasicek, CIR
and Hull & White); solutions of the bond pricing equation; Multi-factor interest rate
modelling. Calibration/yield curve fitting: the importance of matching theoretical and
market prices; time dependent one factor models (Ho & Lee, extended Vasicek).

Recommended Text: Paul Wilmott Introduces Quantitative Finance: Wilmott, Paul

(Wiley) April 2001.

20
Assessed via a 2 hour examination worth 90% plus coursework worth 10% of the
component.

MATHG302 Asymptotic Methods and Boundary Layers Theory

This module is about the fluid mechanics of flows with high Reynolds number, for
which the viscous effects are concentrated in thin boundary layers that are important
features of such flows, for example with regard to surface stresses and drag. The
main content is boundary layer theory, which is treated as the leading term in a
rational approximation to the Navier-Stokes equations that govern viscous flow. The
mathematical basis of this interpretation is singular perturbation theory, and part of the
course will cover the associated techniques of matched asymptotic expansions in the
more general context of ordinary differential equations.

Various types of classical boundary layers are analysed in the course, such as those
occurring in two-dimensional steady and unsteady flows past flat plates, wedges and
cylinders, and flows in jets and wakes. Flows near stagnation points are investigated
in detail, and triple deck boundary layer theory is introduced.

Recommended Texts:
Batchelor, G.K. An introduction to fluid mechanics. CUP.
Schlichting, H. Boundary layer theory, McGraw Hill
Sobey, I.J. Introduction to interactive boundary layer theory. OUP
Van Dyke, M. Perturbation methods in fluid mechanics. Parabolic Press
Hinch, E.J. Perturbation methods. CUP
Nayfeh, A. Introduction to perturbation techniques.
Rosenhead L. (ed) Laminar boundary layers. OUP

Assessed via a 2 hour examination.

MATHG303 Hyperbolic PDEs with Applications

This module is planned as an introduction to compressible inviscid flow. To derive the
equations that describe the behavior of such a fluid, which now involve variable
temperature and density in addition to the velocity components and pressure of an
incompressible flow, it is necessary to study some of the properties of gases. This is
termed thermodynamics and leads to an equation of state that will be taken in the
form appropriate to an ideal gas. Definitions of the speed of sound and Mach number
follow.

A number of varied problems can be solved fairly simply if it is assumed that the flow
properties depend on two independent variables only, either time and one space
variable, or two space variables. In the former category come one-dimensional wave
motion, sound waves and flow in a shock tube. The two-dimensional steady flow
equations, on the other hand, are either elliptic or hyperbolic depending on whether
the flow is sub or supersonic. The course will include examples of both types of flow,
the underlying application being that of flow over an aerofoil. For supersonic flow
there will be a study of compression, expansion, Mach lines and oblique shocks. The
method of characteristics and the techniques of perturbation theory will be required for
the advanced problems.

21
Recommended Texts:
Chapman, High Speed Flow, Cambridge,
Liepmann & Roshko, Elements of Gas Dynamics, Wiley
White, Fluid Mechanics, McGraw Hill

Assessed via a 2 hour examination.

MATHG304 Geophysical Fluid Dynamics

This module uses mathematics to discuss the global environment. Basic fluid
dynamics and simple physics for the atmosphere and oceans are used to discuss
briefly the greenhouse effect, and at greater length some of the mechanisms involved
in the dispersion of pollutants along coasts and the four-yearly (on average) El Nino
oscillation in the equatorial Pacific, with its attendant Australia drought and blight of
the Peruvian anchovy industry.

Typical analysis involves the solution of linear partial differential equations for the
velocity and density of the flows.

Recommended Books:
J. Pedlosky, Geophysical Fluid Dynamics, Springer-Verlag.
A. E. Gill, Atmosphere-Ocean Dynamics, Academic Press.
P. H. Le Blond and L. Bysak, Waves in the Ocean, Elsevier.

Assessed via a 2 hour examination.

MATHG305 Mathematics for General Relativity

The course introduces students to Einstein's theories of special and general relativity.
Special relativity shows how measurements of physical quantities such as time and
space can depend on an observer's frame of reference. Relativity also emphasizes
that there exists an underlying physical description independent of observers. This
physical description uses mathematical objects called vectors and tensors.

The Maxwell equations provide a description of electromagnetism compatible with

special relativity. However, no similar equations exists for gravitation. Instead, a
more general form of relativity is needed where spacetime has curvature. Objects no
longer accelerate due to gravitation forces; instead they move along geodiscs whose
shape is determined by the curvature. Furthermore, rather than mass being the
source of the gravitational field, a massive object warps the space around it,
generating curvature.

Recommended Texts:
J Foster & JD Nightingale, A short course in General Relativity, 1994.
S. Weinberg, Gravitation and Cosmology (1972);
R.D'Inverno, Introducing Einstein's Relativity (1992).

Assessed via a 2 hour examination worth 90% plus coursework worth 10% of the
component.

22
MATHG306 Cosmology
Cosmology is the study of the history and structure of the universe. Cosmologists
usually assume that the universe is highly symmetric on large scales; under this
assumption the equations of general relativity reduce to two simple ordinary
differential equations. These equations govern the expansion of the universe. We
study these equations in detail, and show how observations are affected by the
expansion and curvature of the universe. The course then covers the astronomical
methods used to determine the expansion rate (i.e. the Hubble constant) and the
mass density of the universe. Physical processes in the early universe such as
nucleosynthesis, the formation of the microwave background, and galaxy formation
will also be studied. The course begins with a description of black holes and ends
with speculative topics including inflation and cosmic strings.

Students will be required to have completed a pre-requisite course in general

relativity.

Recommended Texts:
A. Liddle, An Introduction to Modern Cosmology (2003);
Rowan-Robinson, Cosmology, (1996);
J Silk, The Big Bang (1989).

Assessed via a 2 hour examination worth 90% plus coursework worth 10% of the
component.

MATHG307 Biomathematics1
This module introduces students to biomathematics, an increasingly important branch
of applied mathematics. It also serves to reinforce students' skills in mathematical
modelling.

This component consists of mathematics, principally mechanics, applied to the

understanding of the structure and functioning of animals. This course begins with the
theory of scaling applied to classes of whole animals of similar shape. For example,
we determine how high an animal can jump, how fast it can walk or run, how big a bird
must be before it can fly, and so on. We go on to use similar arguments to study the
mechanics of bones, muscles and other organs of the body in more detail. Proceeding
down in scale, we consider problems of microscopic dimensions, including diffusion
through membranes.

The emphasis of the component will be on mathematical models, and no special

knowledge of Biology is required or assumed only a background in mechanics. The
URL http://en.wikipedia.org/wiki/Biomechanics has a lot of background material that is
useful.

Recommended Texts:
Andrew A Biewener. Animal Locomotion. Oxford Animal Biology Series. CUP, 2003.
Knut Schmidt-Nielsen. Scaling: Why is animal size so important? CUP, 1984.
Ove Sten-Knudson. Biological Membranes: Theory of Transport, Potentials and

2
Please note - MATHG307, Biomathematics, is taught in the first semester.

23
Electric Impulses, Cambridge University Press, 2002.
J. Keener & J. Sneyd. Mathematical Physiology. Interdisciplinary Applied Mathematics
8. Springer-Verlag, New York 1998.

Assessed via a 2 hour examination worth 90% plus coursework worth 10% of the
component.

MATHG501 Theory of Traffic Flow

Traffic problems beset large cities and many smaller towns throughout the world.
Consulting firms and local authorities employ teams of professional staff to tackle
these problems in ways that help to make cities better places to live in. The methods
of solving these problems rely on a mathematical understanding of traffic flow, which
covers not only the detailed movement of traffic along individual roads or through
particular junctions but also the broad patterns of traffic movement across whole
cities.

The purpose of this component is to provide an introduction to the mathematical

modelling of traffic flow. Examples of modelling at each of the levels of detail
described above are considered. Mathematical models are developed from first
principles and related to more widely applicable techniques of operational research.

Recommended Texts:
C.F. Daganzo, Fundamentals of Transportation and Traffic Operations, Pergamon
(1997)
M.G.H. Bell & Y. Iida, Transportation Network Analysis, Wiley (1997).

Assessed via a 2 hour examination worth 90% plus coursework worth 10% of the
component.

MATHG505 Evolutionary Games and Population Genetics

This component introduces the fundamentals of Mathematical Population Genetics,
which gives mathematical expression to the genetic aspects of evolution in natural
populations. Also some of the ideas from Game Theory will be described which have
recently been used to illuminate the evolution of various properties and behaviours of
animals.

The emphasis in the component is on Mathematical models.

The topics to be discussed will be chosen from:

1. Population Genetics. Mathematical description of Mendelian genetics. The

Hardy-Weinberg law. Natural selection on gene-frequencies (discrete and
continuous-time models). Fisher's Fundamental Theorem. Dominance, fixation-
time and heterozygote advantage. Mutation-selection balance. Stochastic
environment. Recombination. The evolution of sex-ratios.

2. Evolutionary Game Theory. Fitness pay-offs. Evolutionarily-stable-strategies.

Nash equilibria. Evolutionary dynamics and learning. Hawk-Dove games. Paper-

24
 scissors-stone game. Asymmetric games. The battle of the sexes. The evolution
of cooperation.

Recommended Texts:
J. Hofbauer and K. Sigmund, Evolutionary Games and Population Dynamics,
Cambridge Univ. Press 1998.

Assessed via a 2 hour examination.

MATHG506 Mathematical Ecology2

Mathematical models are used extensively in many areas of the Biological Sciences.
This course aims to give a sample of the construction and use of such models in
Population Biology. The fundamental question to be addressed is: what natural (or
human) factors control the abundance and distribution of the various populations of
animals and plants that we see in Nature?

The emphasis of the course will be on mathematical models, and no special

knowledge of Biology is required or assumed. However, an interest in, and willingness
to learn about, concepts and problems in this area are essential.

• Population models for a single species (discrete and continuous-time models).

Malthusian models of resource limitation. Constant, periodic and random
environments. Simple spatial models. Discrete time population models, logistic
map.
• Demography. Simple age-structured models. Stable age-structure. The Euler
Lotka demogaphic equation. Applications to the theory of life-history strategies.
• Two-species interactions. Competition and niche-theory. Predator-prey models.
Models of disease transmission (epidemics).
• Many-species interactions. General Lotka-Volterra models. Applications of
Lyapunov functions.

Recommended Texts:
Mark Kot, Elements of Mathematical Biology, (CUP 2001).
Joseph Hofbauer and Karl Sigmund, Evolutionary games and population dynamics,
(CUP 2002).
J.D. Murray , Mathematical Biology (Springer-Verlag Biomathematics Texts, 1989).
N.J. Gotelli, A Primer in Ecology, (Sinaur Associates Inc.)

Assessed via a 2 hour examination.

MATHG508 Financial Mathematics

This module is an introduction to an exciting and relatively new area of applied
mathematics, the valuation (i.e. pricing) of `financial derivatives'.

• A review of a variety of financial contracts involving payments at a future date

will be carried out. The module will define the concept of hedging and give

2
Please note – MATHG506, Mathematical Ecology, is taught in the first semester.

25
 examples of hedging strategies. Explanation of: (i) pricing based on the
assumption of no arbitrage opportunities, and (ii) of the Stochastic model of
share price changes.
• Revision of elementary probability.
• Introduction of tools from calculus and from linear algebra in order to: (i)
deduce the Black-Scholes equation and the risk-neutral valuation principle, (ii)
solve some simple partial differential equations arising in finance, (iii) enable
the determination of the synthetic probability distribution of share prices at a
future date, (iv) establishment of discrete models in particular the Binomial
model.
• Calculation of the value of European put and call options (the Black-Scholes
formula) using continuous time calculus and using discrete time approximation.
Calculation of American and other options using approximative techniques.

Recommended Books:
S. R. Pliska, Introduction to Mathematical Finance-Discrete Time Models, Blackwell,
1997, ISBN 1-55786945-6;
J. C. Hull, Options, Futures and other Derivatives, Prentice Hall, 1989, ISBN 013-
264367-7.

Assessed via a 2 hour examination worth 90% plus coursework worth 10% of the
component.

15. MATHGM10 MSc Project

A list of topics and corresponding supervisors will be prepared and made available
during the first term. Titles and summaries should be agreed by supervisors and the
MSc Tutor by the end of the second term. The projects must be completed and
submitted by early September, usually the same day as the project presentations - the
date will be fixed and students informed of the date.

MSc Project Guidelines and Information

The MSc summer project MATHGM10 contributes 1/3 of the overall MSc mark, with
the 8 taught components making up the remaining 2/3. The module MATHGM10 itself
has two components: the written project, and the project presentation. The written
project carries 90% of the module marks and the project presentation 10%.

Each year the project submission deadline is early September, the actual date to be
announced. All students should submit two hard copies of their Project to the
Mathematics Departmental Office in Room 610 by this deadline. Students will also be
required to email an electronic version of the project in pdf (portable document format,
see http://www.adobe.com/downloads/) format to s.baigent@ucl.ac.uk.

Project Presentations
The MSc presentations will commence 10am on the same day as the submission
deadline, with the venue to be announced. Each student will be allocated a 20-minute
time slot: 15 minutes for their presentation and 5 minutes for questions. Data
projection facilities will be available for use of laptops if required. Members of staff in

26
the audience will grade the presentations. Students will be expected to stay for all the
presentations.

General Project Guidelines

Given the wide range of topics, the various focuses of projects, and the different
aspirations of students, the rules and requirements for the MSc project are suitably
flexible. The project can range from an extensive survey and critique of existing
research to the development of a new model or an extension of an existing one. Each
project will be assessed taking into account where the main focus of effort lies. A
component of original research is not a requirement of the project, but will be given
due credit if present. A student should discuss these details with their supervisor.

Whatever the student decides with their supervisor, there are some things that all
projects should include:

• An introduction outlining the project and giving a clear statement of the

objectives of the project.
• A relevant literature survey with discussion.
• Details of mathematical calculations that can be checked. Where it makes the
text more readable, an appendix could be used for some calculations.
• Listings of any innovative computer code (C++, MatLab, Mathematica, etc) that
is central to the project in an appendix. (Standard code, or minor modifications
of such, need not be listed.)
• Clear referencing of all material sourced, whether from books, published
journals, the internet, personal communication, or similar. Essentially, if it is not
the student’s idea or work, it needs to be referenced. Failure to reference
material may be construed as plagiarism. The college takes a firm stance on
plagiarism http://www.ucl.ac.uk/current-students/guidelines/policies/plagiarism .
If in doubt the student should ask their supervisor.
• Conclusions, including a summary of the project findings, and, where new
research was carried out, a discussion of the strengths and weaknesses of the
model/method, and possible improvements.

Style and Presentation

There is no imposed style, nor specification of the word-processing package to be
used, as long as it is capable of out-putting the final document in pdf format. Projects
that are hand-written or typed on a manual typewriter will not be accepted. Some
marks will be allocated for the quality of the written work, including its readability,
clarity of argument and overall presentation. There is no word limit for the dissertation.

Supervision
Students should agree with their supervisor how often they meet for supervision. The
role of the supervisor is to help guide the student in the production of the project. It is
expected that the student will be able to do a significant amount of the project work
independently.

Writing up
Students should be warned to leave ample time for writing-up the project. Penalties
will be incurred on projects that are submitted after the deadline.

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Project Assessment
Each project will be marked by the student’s supervisor and also by a second
examiner. A final mark will then be agreed between the two examiners, combined with
the presentation score to give a final mark in percent.

16. Requirements to Pass the Course

For the MSc students must take 8 taught modules and submit a project. For the
Postgraduate diploma students must take 8 taught modules only. The pass mark for
taught modules and the project are both 50%. The final weighted average is
calculated as 2/3 times the mean of the 8 taught modules plus 1/3 times the project
mark (all marks in %).

The normal requirements for a pass are 8 passes in the taught modules plus a pass in
the project. However, 2 condoned passes (i.e. not less than 40%) of taught modules
are permitted provided that the final weighted average is not less than 50% and the
project is passed.

A distinction is obtained if the average mark on the taught modules equals or exceeds
70%, and the project mark equals or exceeds 70%. A distinction cannot be obtained if
some modules or the project are retaken, or if condoned failures are obtained in any
modules.

17. Tutors
Each student will normally be assigned a personal tutor who forms their first contact in
case of general difficulties.

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 18. Module Timetable
DEPARTMENT OF MATHEMATICS
University College London
MSC COURSES - FIRST TERM
Monday 04 October - Friday 17 December 2010
Reading Week 8 - 12 November 2010

Monday Tuesday Wednesday Thursday Friday

GM04*
9.00 - 10.00 G307 (707) G508 (706)
(RG11)
GM01 GM04* GM04 (707)
10.00 - 11.00
(706) (RG11)
GM04* GM04 G307
11.00 - 12.00 GM01 (706) G508 (706)
(RG11) (707) (707)
GM04* GM04 G307
12.00 - 1.00 GM01 (706) G508 (706)
(RG11) (707) (707)
1.00 - 2.00
GM02 (707) G506
2.00 - 3.00 GM03 (707)
(707)
GM02 (707)
G506
3.00 - 4.00 GM02* (RG11, GM03 (707)
(707)
weeks 8-10, 12-15)
GM02 (707)
GM03 G508
4.00 - 5.00 GM02* (RG11, G506 (707)
(707) (HMLT)
weeks 8-10, 12-15)
G508
5.00 - 6.00
(HMLT)

500, 505, 706,707 and 807 are in the Maths Department

RG11 = Room G11, Rockefeller, Public Cluster
HMLT = Harrie Massey Lecture Theatre
* indicates a Computer Practical Session

Compulsory Courses

GM01 Advanced Modelling Techniques Dr S Timoshin and Prof N R McDonald

GM02 Non-linear Systems Prof S Bishop
GM03 Operational Research CORU
GM04 Computational and Simulation Dr G van der Heijden, Dr S. Timoshin and
Methods Mr S E Glavin*
Optional Courses

G307 Biomathematics Dr S Baigent and Prof A. Zaikin

G506 Mathematical Ecology Dr S Baigent
G508 Financial Mathematics Dr J Walton

G508 has additional small group classes at Fri 9.00, Fri 11.00 and Fri 12.00 (all in 706): students
will be assigned to one of these.

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 DEPARTMENT OF MATHEMATICS
University College London
MSC COURSES - SECOND TERM
Monday 10 January - Friday 25 March 2011
Reading Week 14 - 18 February 2010

. Monday Tuesday Wednesday Thursday Friday

GM21
9.00 - 10.00
(BENTHB10)
G304
10.00 - 11.00 GM05 (707) G303 (807) G505 (807)
(FC130)
11.00 - 12.00 G303 (807) G505 (807) GM05 (707) G304 (FC216)
12.00 - 1.00 G303 (807) G505 (807) GM05 (707) G304 (FC216)

1.00 - 2.00

2.00 - 3.00 GM21 (706) G501 (706) G306 (807)

3.00 - 4.00 GM21 (706) G501 (706) G306 (807)

G501 (706)
4.00 - 5.00
G306 (807)

500, 505, 706, 707 and 807 are in the Maths Department
BENTHB10 = Bentham House B10
FC130 = Foster Court 130, Foster Court
FC216 = Foster Court 216, Foster Court

Compulsory Course

GM05 Frontiers in Mathematical Modelling Dr S Baigent, Prof J-M Vanden-

Broeck, Dr M Davey

Optional Courses

GM21 Quantitative and Computational Dr R Ahmad

Finance
G303 Hyperbolic PDEs with applications Dr M Davey
G304 Geophysical Fluid Dynamics Prof E R Johnson
G306 Cosmology Dr Y Obukhov
G501 Theory of Traffic Flow I Prof B Heydecker
G505 Evolutionary Games and Prof A Zaikin and Dr S Morozov
Population Genetics

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