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Module Handbook - Master Mathematics

Department of Mathematics Graduate School "Mathematics as a Key Technology"

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Handbook of the Modules for Master studies in Mathematics, Economathematics, Technomathematics und Mathematics International at the University of Kaiserslautern
updated: WS 2011/12 This is a translation of the German version which can be found at http://www.mathematik.unikl.de/CDstud/Module/ModHB_Mathematik_MAS.htm Translation errors cannot be excluded. In case of doubt only the German version applies.

Modules for all areas of mathematics (including main focus of study)


The following modules have a continuative nature and can be put into all areas of mathematics, especially the chosen main focus of study, considering the rules of the particular module.

3.1 Modules offered each winter semester Computer Algebra Financial Mathematics II Mathematical Statistics Non-Life Insurance Numerical Methods for Hyperbolic PDE Probability and Algorithms Stochastic Differential Equations

3.2 Modules offered each summer semester Financial


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Numerical Methods
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Mathematics I Life Insurance

for Elliptic and Parabolic PDE Theory of Scheduling Problems

3.3 Modules offered irregularly 3D Image Analysis Advanced Network Flows and Selfish Routing Advanced Topics in Algebraic Geometry Algebraic Combinatorics Algebraic Geometry II: Sheaves, Cohomology and Applications Algorithmic Game Theory Algorithms in Homological and Commutative Algebra Analytic Number Theory Analytic Number Theory - Part 1 Analytic Number Theory - Part 2 Asymptotic Analysis Computational Algebraic Geometry Computational Finance Computational Flexible Multibody Dynamics Computational Fluid Dynamics Continuous-time Portfolio Optimization Cryptography Geometric Methods Data Structures and Algorithms for Combinatorial Optimization DifferentialAlgebraic Equations Financial Time Series / Financial Statistics - Part 1
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Mathematical Methods of Classical Mechanics II Mathematical Theory of Fluid Dynamics Mathematical Theory of Neural Networks: Advanced Topics Matroids - Theory and Applications Methods of Convex Analysis in Image Processing Modular Representation Theory Modular Representation Theory II Multicriteria Optimization Nonlinear Functional Analysis with Applications to PDE Nonparametric Statistics Numerical Methods in Control Theory Numerical Methods in Finance Numerics of Stochastic Processes Online Optimization Optimization with PDE PDE based Multiscale Methods and Numerical Approaches for their Solution Permutation Groups Poisson and Lvy Processes Potential Theory
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Fundamentals of Valuation Theory Geomathematics Geometry of Schemes Graphs and Algorithms Groups of Lie Type H-infinity Control Homogenization Intersection Theory Introduction to the Theory of Dirichlet Forms Inverse Problems Kinetic and Fluid Dynamic Equations Lie Algebras Lie Theory Locally Convex Spaces Location Theory Malliavin Calculus and Applications Markov Switching Models and their applications in Finance Mathematical Aspects of Earthquake Prediction Mathematical Methods of Classical Mechanics

Probability Theory II Probability Theory II: Stochastic Integrals Representation Theory Scientific Computing in Solid Mechanics Singularity Theory Singularity Theory Part 1 Sobolev Spaces Spatial Statistics Special Functions of Mathematical (Geo) Physics Stability Theory Stochastic Control and Financial Applications Stochastic Geometry Stochastic Partial Differential Equations Stochastic Processes with Applications for Insurances / Financial Statistics - Part 2 Systems and Control Theory: Advanced Topics The Mathematics of Arbitrage Toric Geometry Tropical Geometry White Noise Analysis

3.1 Modules offered each winter semester

Computer Algebra
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study
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Effort

Credit points

Semester Duration 1
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60 h 1 2

210 h

270 h

9 cp

1, 2 or 3

semester

Courses: Computer Algebra

4 lecture hours per week

Contents: Normal forms and standard bases of ideals and modules Syzygies, free resolutions and the proof of the Buchberger criterion Computation of normalization of Noetherian rings Computation of primary decomposition of ideals Hilbert function Ext and Tor Result of study / competences: The students have gained advanced knowledge of the theory of Computer Algebra. They know how problems from Commutative Algebra, Algebraic Geometry and their practical applications can be represented and solved by algorithms. The students are able to program advanced algorithms of Computer Algebra. Conditions for participation concerning contents of previous lectures: The courses Introduction to Symbolic Computation and Commutative Algebra from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO 4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Each year (during the winter semester) Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. G.-M. Greuel, Prof. Dr. G. Pfister

Financial Mathematics II
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and
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Mathematics International Contact Selftime study 45 h 90 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Financial Mathematics 2 lectures hours, 1 tutorial II hour per week Contents: Basics of interest modelling (Bonds and linear products, swaps, caps and floors, bond options, rate of interest options, curves of interest structure, rate of interest (short rates and forward rates)) Heath-Jarrow-Morton framework (easy example: Ho-Lee model, general HJM drift constraint, one- and multi-dimensional modelling) Short rate models (general single-coefficientmodelling, general valuation equation, affine modelling of interest rate structure, Vasicek-, Cox-IngersollRoss- and further models, calibration of model) Incomplete markets (Super- and sub-hedging, duality) Defaultable bonds (Merton model) Result of study / competences: The students have gained (additionally to Part I of Financial Mathematics) further basic knowledge of continuous-time financial mathematics and therefore are well grounded in basic training of continuous-time financial mathematics. Conditions for participation concerning contents of previous lectures: The course Probability Theory I from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study Financial Mathematics (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Financial Mathematics (considering the rules of the degree progamme which might restrict the above).

6 8 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Each year (during the winter semester) Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. J. Sa

10 Additional information:
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This module can be combined with the module Financial Mathematics I to a single module named Financial Mathematics I/II (13,5 cp).

Mathematical Statistics
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Courses: Mathematical Statistics Effort 270 h Credit points 9 cp Duration Semester 1 1 or 2 semester

4 lecture hours, 2 tutorial hours per week

Contents: Asymptotic analysis of M-estimators, especially of Maximum-Likelihood-estimators Bayes- and Minimax-estimators Likelihood-ratio-tests: asymptotic analysis and examples (t-test, c-goodness-of-fit-test) Glivenko-Cantelli-theorem, Kolmogorov-Smirnov-test Differentiable statistic functionals and examples of applications (derivation of asymptotic results, robustness) Resampling methods on the basis of Bootstraps Result of study / competences: The students know and understand classical and modern asymptotic approaches and techniques of proofs for mathematical statistics as well as their usability to solve practical relevant problems. The students are able to apply methods of mathematical statistics by themselves. Conditions for participation concerning contents of previous lectures: The course Stochastic Methods from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Financial Mathematics Statistics Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above).

Award of credit points, examinations:


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7 8 9

Examination about this course Frequency of occurrence: Each year (during the winter semester) Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. H. von Weizscker

Non-Life Insurance
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Non-Life Insurance

2 lecture hours per week

Contents: Collective risk models: Models for claim number process Poisson processes Renewal processes Total loss distribution Aspects of reinsurance Ruin theory and ruin probabilities Experience rating: Bayes estimate Linear Bayes estimate (Bhlmann and BhlmannStraub model) Result of study / competences: The students have gained profound knowledge in the mathematical and practical foundations of non-life insurance mathematics. Conditions for participation concerning contents of previous lectures: Module "Probability Theory I" Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Financial mathematics Statistics Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which

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might restrict the above). 6 8 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Each year (in the winter semester) Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. J. Sa

10 Additional information: This module can be combined with the module Life Insurance to a single module named "Insurance Mathematics (9 credit points).

Numerical Methods for Hyperbolic PDE


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 60 h 210 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Numerical Methods for 4 lecture hours per week PDE II Contents: Numerical methods to deal with hyperbolic differential equations will be provided and analytically analysed. Especially the following contents will be dealt with: Approximation methods for hyperbolic problems Theory of weak solutions and entropy solutions Consistency, stability and convergence where appropriate approximation methods for systems of conservation equations Result of study / competences: The students know and understand basic concepts to deal with numerical hyperbolic differential equations as well as mathematical techniques to analyse these methods. On the basis of concrete exercises the students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in Numerical Methods for Hyperbolic PDE. Conditions for participation concerning contents of previous lectures: The module Differential Equations: Numerics of ODE &
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Introduction to PDE 5 Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and Scientific Computation Partial Differential Equations Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Each year (during the winter semester) Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Klar, Prof. Dr. R. Pinnau, Prof. Dr. D. Prtzel-Wolters

Probability and Algorithms


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Courses: Probability and Algorithms Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

4 lecture hours, 2 tutorial hours per week

Contents: Deterministic and randomized algorithms concepts Examples for randomized algorithms Erds' probabilistic method a construction principle for randomization De-randomization strategies Azuma's inequality and the tailbound trick Probabilistic analysis of the travelling salesman problem Markov couplings and flows in Markov chains estimation of steady-state-approximation times and their application Result of study / competences: The students got to know different types of
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randomized algorithms. They are able to evaluate the complexity and efficiency of randomized algorithms and apply examples on problems of mathematical optimization. In case studies the students have learned to perform a probabilistic analysis of algorithms and apply methods based on Markov chains. 4 Conditions for participation concerning contents of previous lectures: The courses Linear and Network Optimization and Stochastic Methods from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study Optimization (under the terms of MPO 4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Each year (during the winter semester) Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Priv.-Doz. Dr. K.-H. Kfer

Stochastic Differential Equations


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Stochastic Differential 4 lecture hours, 2 tutorial Equations hours per week Contents: Stochastic differential equations (SDEs for short notation of stochastic differential equations) are used for modelling continuous-time random phenomena. Key elements of the theory of stochastic differential
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equations are covered. Also an introduction to algorithmic issues is given. The following topics are covered: Brownian motion Martingales theory Stochastic integration (with respect to Brownian motion) Strong and weak solutions of SDEs Stochastic representation of the solution of partial differential equations Classical approximation 3 Result of study / competences: The students have acquired advanced knowledge in analysis of stochastic differential equations. They have also gained insights into the modelling and numerical handling of SDEs. Conditions for participation concerning contents of previous lectures: Module Probability Theory I and basic knowledge of Functional Analysis. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied analysis Modelling and scientific computation Partial differential equations Areas of abstract, applied or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Beginning with WS 12/13 each winter semester Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. K. Ritter

10 Additional information: This module can not be combined with the module "Financial Mathematics I" in the final examination due to high content overlap.

3.2 Modules offered each summer semester

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Financial Mathematics I
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Financial Mathematics 4 lecture hours, 2 tutorial I hours per week Contents: Basics of stochastic analysis (Brownian motion, Itintegral, It-formula, Martingale representation theorem, Girsanov theorem, linear stochastic differential equations, Feynman-Kac formula) Diffusion model for share prices and trading strategies Completeness of market Valuation of options with the duplication principle, Black-Scholes-formula Valuation of options and partial differential equations Arbitrage bounds (Put-Call-parity, parity of prices for european and american calls) Martingale method of Portfolio-Optimization Result of study / competences: The students have gained basic knowledge of stochastic analysis and continuous-time financial mathematics. Conditions for participation concerning contents of previous lectures: The course Probability Theory I. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Financial Mathematics Statistics Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above).

6 8

Award of credit points, examinations: Examination about this course Frequency of occurrence: Each year (during the summer semester) Intended size of class: about 10-25 students
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Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. J. Sa

10 Additional information: This module can be combined with the module Financial Mathematics II to a single module named Financial Mathematics I/II (13,5 cp) or with the module Continuous-time Portfolio Optimization to a single module named Financial Mathematics I; Continuous-time Portfolio Optimization (13,5 cp).

Life Insurance
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Courses: Life Insurance Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

2 lecture hours per week

Contents: Elementary financial mathematics (calculation of interest) Mortality Insurance benefits Net premiums and net actuarial reserves Inclusion of costs Life related insurance Various Ausscheideursachen Result of study / competences: The students have acquired fundamental knowledge in the mathematical and practical foundations of classical life insurance mathematics. Conditions for participation concerning contents of previous lectures: The course Stochastic methods from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Financial mathematics Statistics Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). .
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6 8 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Each year (during the summer semester) Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. J. Sa

10 Additional information: This module can be combined with the module Financial Mathematics I to a single module named "Financial Mathematics I; Life insurance" (13,5 credit points).

Numerical Methods for Elliptic and Parabolic PDE


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Numerical Methods for 4 lecture hours, 2 tutorial PDE I hours per week Contents: Continuation of the courses Numerics of ODE and Introduction to PDE. Numerical methods to deal with elliptic and parabolic differential equations will be provided and analytically analysed. Especially the following contents will be dealt with: Approximation methods for elliptic problems Theory of weak solutions Consistency, stability and convergence Approximation methods for parabolic problems Result of study / competences: The students know and understand basic concepts to deal with numerical partial differential equations as well as mathematical techniques to analyse these methods. Conditions for participation concerning contents of previous lectures: The modules Numerics of ODE and Introduction to PDE Usability of this module: for master degree programmes mentioned above:
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Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and Scientific Computation Partial Differential Equations Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). 6 7 8 Award of credit points, examinations: Examination about this course Frequency of occurrence: Each year (during the summer semester) Intended size of class: Lectures: about 15-50 students, Tutorials: about 15-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Klar, Prof. Dr. R. Pinnau

Theory of Scheduling Problems


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Theory of Scheduling Problems

4 lecture hours, 2 tutorial hours per week

Contents: Classification of scheduling problems The link between scheduling and combinatorial optimization problems Single machine problems Parallel machines Job shop scheduling Due-date scheduling Time-Cost tradeoff Problems In parts, only some of the headwords above as well as further research topics will be covered in detail during the lecture and tutorials. Details are to be found in the information system of the University of Kaiserslautern.

Result of study / competences: The students have gained a good overview of current
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mathematical methods to solve scheduling or processing problems. The latter are of great importance for the oganisation of operative pocesses and computer science. 4 Conditions for participation concerning contents of previous lectures: The course Linear and Network Optimization from the bachelor degree programme of Mathematics; Integer Programming: Polyhedral Theory and Algorithms Usability of this module: for master degree programmes mentioned above: Main focus of study Optimization (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Each year (during the summer semester) Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. H. Hamacher, Priv.-Doz. Dr. K.-H. Kfer

3.3 Modules offered irregularly

3D Image Analysis
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 60 h 75 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 Semester

Courses: 3D Image Analysis

2 lecture hours, 2 tutorial/practice hours per week

Contents: Processing and statistical analysis of threedimensional image data, in particular:


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Random closed sets and their characteristics Discretization and three-dimensional context Mathematical morphology Methods of image processing: filtering, segmentation, Euclidean distance transformation, labeling, watershed transformation Estimates of geometrical characteristics for random closed sets of image data 3 Result of study / competences: The students have learned basic classes of algorithms for processing and analysis of three-dimensional image data. Assuming that the pictured structure is a random closed set, they can estimate geometric structure characteristics from the image data. They are also able to process and to analyse the given image data by means of suitable image processing software. Conditions for participation concerning contents of previous lectures: Course "Practical Mathematics: Stochastic methods" from the bachelor's degree programme of Mathematics. Advanced knowledge in stochastics (e.g. "Time Series Analysis" or "Probability Theory I") is an advantage, but is not necessarily required. Usability of this module: for master degree programmes mentioned above: Main focus of study Statistics (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Statistics (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: About 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. J. Franke, Dr. C. Redenbach

Advanced Network Flows and Selfish Routing


Degree programmes: Master degree programmes of Mathematics,
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Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Advanced Network Flows and Selfish Routing

4 lecture hours, 2 tutorial hours per week

Contents: Basics of network flows Efficient methods to compute max flows (Dinic's algorithm, Push-Relabel method) Polynomial and strong polynomial methods for min cost flows Dynamic network flows (dynamic max-flow-min-cut theorem, temporally repeated flows) and networks expanded over time Flows with flow-depending costs, Optimality criteria Flows in Nash-equilibrium Price of the anarchy (lower and upper bounds) Paradox of Braess and its consequences Network design for selfish users Congestion Games Result of study / competences: The students are able to cope with advanced techniques to compute network flows. The know and understand different accesses to network flows, esspecially those coming from game theory, with applications in traffic planning and economic science. Conditions for participation concerning contents of previous lectures: The course Linear and Network Optimization from the bachelor degree programme of Mathematics Usability of this module: for master degree programmes mentioned above: Main focus of study Optimization (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. H. Hamacher, Prof. Dr. S. Krumke, Jun. Prof. Dr. S. Ruzika
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Advanced Topics in Algebraic Geometry


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Advanced Topics in Algebraic Geometry

2 lecture hours per week

Contents: A selection of topics from the following areas will be handled: Sheaves and cohomology theory Divisors and line bundles Differential forms Proj constructions and applications Blowing up Relative rational variaties Hilbert schemes Moduli spaces Result of study / competences: The students have acquired advanced knowledge in the theory of modern algebraic geometry which enables them to understand the current work in algebraic geometry. They are able to independently work on special problems in this area and solve them as a part of their thesis. Conditions for participation concerning contents of previous lectures: Module Algebraic Geometry. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above).

6 7

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular
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8 9

Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. W. Decker, Prof. Dr. G. Trautmann

10 Additional information:: This module can not be combined with the module "Algebraic Geometry II: Sheaves, Cohomology and Applications" in the final examination due to high content overlap.

Algebraic Combinatorics
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Courses: Algebraic Combinatorics Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

4 lecture hours, 2 tutorial hours per week

Contents: Principle of inclusion and exclusion Formal power series and combinatoric applications Polya-Redfield-counting Eigenvalue-theory of graphs Strong regular graphs Designs and difference quantities Result of study / competences: The students know and understand applications of algebraic structures (eigenvalue-theory, polynomial rings, formal power series, finite fields, results of group theory) to combinatoric tasks. Conditions for participation concerning contents of previous lectures: The course Algebraic Structures from the bachelor degree programme of Mathematics. Selected terms and results from the course Introduction to Algebra from the bachelor degree programme of Mathematics and from the course Group Theory will be sufficiently discussed during this lecture. Therefore, these lectures are good additions but not necessarily required. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebra and Number Theory

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(under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. U. Dempwolff

Algebraic Geometry II: Sheaves, Cohomology and Applications


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 60 h 210 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Algebraic Geometry II: 4 lecture hours per week Sheaves, Cohomology and Applications Contents: Sheaves and sheaf cohomology Divisors and line bundles Differential forms Applications and examples (e.g. Riemann-Hurwitzformula, Riemann-Roch theorem, projective embedding, blow-ups, Grassmann-varieties) Result of study / competences: The students are well grounded in knowledge of the theory of modern algebraic geometry which enables them to understand current works in algebraic geometry. They particulary know and understand typical examples and applications. Conditions for participation concerning contents of previous lectures: Module Algebraic Geometry. Usability of this module: for master degree programmes mentioned above:
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Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO 4, clause 5). Areas of pure mathematics, applied mathematicas or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. W. Decker, Prof. Dr. A. Gathmann

Algorithmic Game Theory


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Algorithmic Game Theory

4 lecture hours, 2 tutorial hours per week

Contents: Cooperative Game Theory: Games in characteristic function form Solution concepts, e.g., core, Shapley value Complexity of the computation of solution concepts Cost allocation problems Application, e.g., optimization problems in multiplayer-situations Non-cooperative Game Theory: Equilibria, e.g., Nash Equilibria, dominant strategies Complexity of the computation of equilibria Introduction to mechanism design, e.g., truthful mechanisms

Result of study / competences: The students know and understand different solution
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concepts of cooperative and non-cooperative game theory. They are able to evaluate the complexity of solutions of cooperative and non-cooperative games and to get the solutions with help of optimization methods. During the exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought during the lectures. 4 Conditions for participation concerning contents of previous lectures: The course "Linear and Network Optimization" from the bachelor degree programme of Mathematics, the module "Integer Programming: Polyhedral Theory and Algorithms". Usability of this module: for master degree programmes mentioned above: Main focus of study Optimization (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus was different (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. H. Hamacher, Prof. Dr. S. Krumke

Algorithms in Homological and Commutative Algebra


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Algorithms in Homological and Commutative Algebra

2 lecture hours per week

Contents: Normalization, integrity bases


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Application: parameterization of rational curves Flatness, depth and codimension, Cohen-Macaulay rings Application: invariant rings 3 Result of study / competences: The students have learnt how to handle the main concepts from the field of the algorithms in homological and commutative algebra. Conditions for participation concerning contents of previous lectures: The courses "Commutative Algebra" and "Computer Algebra". Usability of this module: for master degree programmes mentioned above: Main focus of study "Algebraic Geometry and Computer Algebra" (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus was not "Algebraic Geometry and Computer Algebra" (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. W. Decker, Prof. Dr. G. Pfister

10 Additional information:: This module can not be combined with the module "Computational Algebraic Geometry" in the final examination due to high content overlap.

Analytic Number Theory


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Analytic Number Theory

4 lecture hours, 2 tutorial hours per week


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Contents: Dirichlet series Prime numbers in arithmetic progressions Functional equation of the Riemann zeta function L-functions and Gaussian sums Binary quadratic forms Class numbers of quadratic fields Result of study / competences: The students know and understand basic methods and results of Analytic Number Theory. Conditions for participation concerning contents of previous lectures: The courses Introduction to Algebra and Introduction to Complex Analysis from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebra and Number Theory (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. G. Malle

Analytic Number Theory - Part 1


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 45 h 90 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Analytic Number Theory - Part 1

2 lecture hours, 1 tutorial hour per week

Contents: Dirichlet series and application on asympotic


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questions L-Series and Dirichlet theorem on prime numbers in arithmetic progressions Riemann zeta function and prime number theorem Gamma function 3 Result of study / competences: The students know and understand basic methods and results of Analytic Number Theory, in particular the properties of the Riemann zeta function, the Gamma function and the L-Series. Conditions for participation concerning contents of previous lectures: The courses Introduction to Algebra and Introduction to Complex Analysis from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebra and Number Theory (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. G. Malle

10 Additional information: This module is part of the module Analythic Number Theory (9 credit points).

Analytic Number Theory - Part 2


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 45 h 90 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Analytic Number

2 lecture hours, 1 tutorial


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Theory - Part 2 2

hour per week

Contents: L-functions and Gaussian sums Binary quadratic forms Class numbers of quadratic fields Result of study / competences: The students know and understand basic methods and results of Analytic Number Theory. Conditions for participation concerning contents of previous lectures: The courses Introduction to Algebra and Introduction to Complex Analysis from the bachelor degree programme of Mathematics. The course Analytic Number Theory - Part 1. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebra and Number Theory (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. G. Malle

10 Additional information: This module is part of the module Analythic Number Theory (9 credit points).

Asymptotic Analysis
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 2 or 3 semester

Courses: Asymptotic Analysis

2 lecture hours per week


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Contents: Mathematical techniques of flow computation and the theory of asymptotic expansion for differential equations will be provided and analyzed. Especially the following contents will be covered: Regular and singular disturbed problems Scaling Multi-scale expansions Boundary layers on differential equations Result of study / competences: The students know and understand advanced methods of asymptotic expansions for equations, especially differential equations. Based on concrete exercises the students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in Asymptotic Analysis. Conditions for participation concerning contents of previous lectures: Module Differential Equations: Numerics of ODE & Introduction to PDE Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied Analysis Geomathematics Modelling and scientific computation Partial Differential Equations Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above).

6 8 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Klar, Prof. Dr. R. Pinnau, Prof. Dr. W. Freeden

Computational Algebraic Geometry


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and
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Mathematics International Contact Selftime study 60 h 210 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 Semester

Courses: Computational Algebraic Geometry

4 lecture hours per week

Contents: Hilbert function and projective varieties (Hilbert polynomial, Hilbert-Poicar series, Hilbert-Samuel function, theory of dimension, projective morphisms and elimination, degree of variety, local vs. global properties) Homological algebra (flatness, depth, codimension, Cohen-Macaulay rings) Solving systems of polynomial equations (resultants, triangular sets) Result of study / competences: The students have learned to apply algorithms on the problems of Algebraic Geometry solve them with compouter algebra methods. Conditions for participation concerning contents of previous lectures: The course Algebraic Geometry, Commutative Algebra and Computer Algebra. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. G. Pfister

Computational Finance
Degree programmes: Master degree programmes of Mathematics,
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Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Computational Finance 2 lecture hours per week Contents: Standard models: Black-Scholes, Heston and other SV models, local volatility Choice of model and calibration Options evaluation: analytical formula, PDE, MonteCarlo simulation, trees Exotic options and certificats Selected topics on Monte-Carlo simulations: generation of random variables, numerical methods for SDE, variance reduction, stochastic Taylor expansion Selected topics on numerics of PDE in the context of options evaluation Result of study / competences: The students extend their knowledge in the area of Financial mathematics I and II with theoretical and practical options evaluation. Conditions for participation concerning contents of previous lectures: The course Probability Theory I. Addditional knowledge from Financial mathematics I is useful but not required. Usability of this module: for master degree programmes mentioned above: Main focus of study Financial mathematics (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Financial mathamtics(considering the rules of the degree progamme which might restrict the above).

6 8 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Dr. G. Dimitroff, Prof. Dr. R. Korn

Computational Flexible Multibody Dynamics


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Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 60 h 210 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1,2 or 3 semester

Courses: Computational Flexible Multibody Dynamics

4 lecture hours per week

Contents: Modeling multibody dynamics Elastic body and floating frame of reference Spatial discretization with Galerkin projection Rigid mechanical system Implicit time integration Result of study / competences: The students know and understand basic concepts for modeling and numerical analysis of flexible multibody dynamics. During the exercises itegrated into the course the students have developed a skilled, precise and independent handling of the terms, propositions and methods of the subject area. Conditions for participation concerning contents of previous lectures: The course "Introduction to Ordinary Differential Equations" from the bachelor degree programme of Mathematics; module Numerics of ODE. Usability of this module: for master degree programmes mentioned above: Main focus of study "Modelling and scientific computation" (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not "Modelling and scientific computation" (considering the rules of the degree progamme which might restrict the above).

6 8 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 15-25 students Authorized representatives of module and main lecturers: Prof. Dr. P. Simeon

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Computational Fluid Dynamics


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 2 or 3 semester

Courses: Computational Fluid Dynamics

2 lecture hours per week

Contents: Mathematical concepts to deduce the Navier-Stokes equations by conservation principles as well as numerical methods to find their solution will be provided and alalyzed. Especially the following contents will be covered: Derivation of Stokes and Navier-Stokes equations Solution methods for the Stokes equation Approximation methods for equations of fluid dynamic Result of study / competences: The students know and understand advanced methods of finding numerical solutions for fluid dynamic equations. Based on concrete exercises the students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in Asymptotic Analysis. Conditions for participation concerning contents of previous lectures: Modules Differential Equations: Numerics of ODE & Introduction to PDE and Numerics of PDE I, desirable: Numerics of PDE II

Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and scientific computation Partial Differential Equations Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above).

6 8

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class:
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about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Klar, Prof. Dr. R. Pinnau

Continuous-time Portfolio Optimization


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Continuous-time portfolio optimization

2 lecture hours per week

Contents: Introduction to Portfolio-Optimization (problem statement) Continuous-time portfolio problem : expected benefit approach Martingale method for complete markets Stochastic control approach (HJB equation, verification theorems) Portfolio-Optimization with restrictions (e.g. risk boundaries, transaction costs) Alternative methods Result of study / competences: The students have gained advanced knowledge of Continuous-time Financial Mathematics. They were familarized with a current specialization and research topic. Conditions for participation concerning contents of previous lectures: Module Financial Mathematics I Usability of this module: for master degree programmes mentioned above: Main focus of study Financial Mathematics (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Financial Mathematics (considering the rules of the degree progamme which might restrict the above). The module forms a basis for master theses and other research topics in the area of Financial Mathematics.

Award of credit points, examinations: Examination about this course


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8 8 9

Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. J. Sa

10 Additional information: This module can be combined with the module Financial Mathematics I to a single module named Financial Mathematics I; Continuous-time Portfolio Optimization (13,5 credit points).

Cryptography Geometric Methods


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 45 h 90 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Cryptography Geometric Methods

2 lectures hours, 1 tutorial hour per week

Contents: Discrete logarithm, cryptographic technique of El Gamal Projektive coordinates, plane algebraic curves, Bezout's theorem Elliptic curves, normal forms, isogeny, complex multiplication Methods to identify the number of rational points Construction of elliptic curves, modules Result of study / competences: The students became acquainted with relevant applications (elliptic curves) that modern algorithms of Cryptography are based on. Thereby, they gained basic knowledge of the theory of plane algebraic curves. Furthermore, the students have learned to abstractly compute in characteristics different to zero. By doing so, they broadend their viewing horizon. They were sensibilized for the standards needed in practical situations (algorithmic implementation) concerning mathematical theories. Conditions for participation concerning contents of previous lectures: The courses Algebraic Structure and Introduction to Algebra from the bachelor degree programme of Mathematics.
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Usability of this module: for master degree programmes mentioned above: Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO 4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above).

6 7 8

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: Lectures: about 15-50 students, Tutorials: about 1525 students Authorized representatives of module and main lecturers: Prof. Dr. A. Gathmann, Prof. Dr. G. Pfister

10 Additional information: This module is part of the module Algebraic Curves and Cryptography and can be combined with the module Cryptography Number Theoretic Methods to a single module named Cryptography Number Theoretic and Geometric Methods (9 credit points).

Data Structures and Algorithms for Combinatorial Optimization


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Data Structures and Algorithms for Combinatorial Optimization

4 lecture hours, 2 tutorial hours per week

Contents: Amortized analysis Heaps (d-Heaps, Binomial-Heaps, Fibonacci-Heaps, Leftist-Heaps) Acceleration of shortest-path-methods by priority queues
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Union-find-structures Search trees, self-organized data structures (SplayTrees) Dynamic Trees and their applications for flow algorithms Parametric search 3 Result of study / competences: The students know and understand advanced techniques to efficiently implement running time and capacity for algorithms of combinatorial optimization. Conditions for participation concerning contents of previous lectures: The course Linear and Network Optimization from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study Optimization (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Each year Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. H. Hamacher, Prof. Dr. S. Krumke

Differential-Algebraic Equations
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Differential-Algebraic Equations

2 lecture hours per week

Contents: The theory and numerical analysis of differentialalgebraic equations will be handled, in particular: Application fields (multibody mechanical systems and
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electrical circuits) Solution theory and index concepts Relation with singularly perturbed problems BDF and IRK methods 3 Result of study / competences: The students know and understand basic concepts of the theory and numerical analysis of differentialalgebraic equations. They have developed a skilled, precise and independent handling of the terms, propositions and methods tought during the lectures. Conditions for participation concerning contents of previous lectures: Module "Numerics of ODE" Usability of this module: for master degree programmes mentioned above: Main focus of study "Modelling and Scientific Computation" (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not "Modelling and Scientific Computation" (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. B. Simeon

Financial Time Series / Financial Statistics Part 1


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Financial Statistics

2 lecture hours per week

Contents: Statistics of Financial Markets: Schemes and estimation procedures for financial
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time series (ARCH, GARCH and generalizations), Value-at-Risk Copulas and its application for risk management based on multivariate data Risk in Finance and Insurance: Statistical methods to estimate the probability of extreme events or extreme quantiles 3 Result of study / competences: The students know and understand advanced statistical methods to model and estimate risks, especially those concerning financial management and insurance business. Conditions for participation concerning contents of previous lectures: The course Regression and Time Series Analysis. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Financial Mathematics Statistics Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above). 6 8 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. J. Sa, Dr. J.-P. Stockis

10 Additional information: This module can be combined with the module Stochastic processes with applications for insurances / Financial statistics - part 2 to a single module named Financial statistics (9 credit points).

Fundamentals of Valuation Theory


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selfwww.mathematik.uni-kl.de/grad_school/htdocs/lectures/Modulehandbook3.html

Credit

Duration
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time 30 h 1

study 105 h

Effort 135 h

points 4,5 cp

Semester 1 1, 2 or 3 semester

Courses: Fundamentals of Valuation Theory

2 lecture hours per week

Contents: Valuation rings and integral closure Extension of valuation on field extensions Completion and henselization of valuated field Fundamental invariants (inertia degree, ramification index, defect) and their characteristics Hilbert ramification theory Approximation theorems and divisors Result of study / competences: The students know and understand the basic concepts and methods of valuation theory. They have gained basic knowledge about algebraic structures, learnt to understand more complex structures and to work with them confidently. Conditions for participation concerning contents of previous lectures: The course "Introduction: Algebra" from the bachelor degree programme. Knowledge of the course "Commutative algebra" is an advantage, but is not necessarily required. Usability of this module: for master degree programmes mentioned above: Main focus of study "Algebra and Number Theory" (under the terms of MPO 4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not "Algebra and Number Theory" (considering the rules of the degree progamme which might restrict the above).

6 8 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Dr. H. Knaf, Prof. Dr. G. Malle

Geomathematics
Degree programmes:
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Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Geomathematics

4 lecture hours, 2 tutorial hours per week

Contents: Mathematical models, methods, and procedures as well as different types of representation Determination of the gravitational field of the Earth (Newton potential, gravity, gravitation, Earth's rotation, gravity anomaly, determination of geoids, normal gravity, deviation from deflections of the vertical, gravity gradients and tensorial gradiometry data) Determination of magnetic field of the Earth (main (dipole) field, permanent field, anomaly of magnetic field, ionospheric currents) Deformation analysis (elastic field, behaviour of strain and stress, elastic waves) Result of study / competences: The students have gained advanced knowledge of applying mathematical models to problems of Geomathematics. They know and understand the fundamentals of the solution theory of relevant geophysical and geodetic equations. They also have gained a deepened understanding of mathematical methods to model and solve analytical problems of relevant geoscientific areas and fields. Conditions for participation concerning contents of previous lectures: The course Constructive Approximation. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied Analysis Geomathematics Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above).

6 7 8

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students
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Authorized representatives of module and main lecturers: Prof. Dr. W. Freeden

Geometry of Schemes
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 Semester

Courses: Geometry of Schemes

2 lecture hours per week

Contents: Theory of schemes (affine, projective and relative schemes) Structure sheaves and mudule scheaves Flat families Grothendieck functor Result of study / competences: The students know the advanced language of schemes, used in the modern algebraic geometry and are able to understand current works in geometry and arithmetics. Typical examples and applications are shown. Conditions for participation concerning contents of previous lectures: The course Algebraic Geometry and Commutative Algebra. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers:
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Prof. Dr. A. Gathmann, Priv-Doz. Dr. J. Zintl

Graphs and Algorithms


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Graphs and Algorithms

4 lecture hours, 2 tutorial hours per week

Contents: Graphs and digraphs Graph algorithms, basic complexity terms (P, NP), construction of graphs Paths, cycles, connection Eulerian and Hamiltonian cycles Colouring and covering Location problems on graphs Perfect graphs, efficient algorithms for chordal graphs Transitive hulls, irreducible kernels Trees, forests, matroids Search strategies: Depth First Search, Breadth First Search Matchings Planar graphs Result of study / competences: The students are able to cope with advanced graph theoretic methods to model and solve combinatorial problems and their applications. Conditions for participation concerning contents of previous lectures: The course Linear and Network optimization from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study Optimization (under the terms of MPO 4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above). Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular
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8 9

Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. H. Hamacher, Prof. Dr. S. Krumke, Jun. Prof. Dr. S. Ruzika

Groups of Lie Type


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Groups of Lie Type

4 lecture hours, 2 tutorial hours per week

Contents: Chevalley bases for semisimple Lie algebras Chevalley Groups Bruhat decomposition (B, N)-pairs and the simplicity of Chevalley Groups Central extensions Chevalley Groups of finite order Automorphisms of Chevalley groups Twisted Chevalley groups Result of study / competences: The students know and understand basic methods and principles of the theory of Lie groups. They got to know important examples and are able to study those by scientific methods. Conditions for participation concerning contents of previous lectures: The course "Introduction: Algebra" from the bachelor degree programme of Mathematics, module "Lie Algebras". Usability of this module: for master degree programmes mentioned above: Main focus of study Algebra and Number Theory (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above). Award of credit points, examinations: Examination about this course
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7 8 9

Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. U. Dempwolff, Prof. Dr. G. Malle

H-infinity Control
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 60 h 210 h 1 2 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: H-infinity Control

4 lecture hours per week

Contents: Problems of robust control will be covered, especially: Signal spaces with related norms and operators (Lebesgue- and Hardy spaces) Indefiniteness and robustness of models (Small Gain Theorem) Parameterisation of stabilizing controller (Youlaparameterization) LQ- and H-infinity-controller, Riccati equations Result of study / competences: The students know and understand basic principles to deal with robust controlling problems. By means of concrete exercises they have developed a skilled, precise and independent handling of the terms, propositions and methods tought in H-infinity Control. Conditions for participation concerning contents of previous lectures: The module Systems Theory: Systems and Control Theory & Neural Networks Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and Scientific Computation Systems and Control Theory< Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above).

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6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. T. Damm, Prof. Dr. D. Prtzel-Wolters

Homogenization
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Homogenization

2 lecture hours per week

Contents: Homogenization methods for modeling processes by partial differential equations with rapidly oscillating coefficients or boundary value problems in areas with complex microstructure will be handled, in particular: Variational methods for partial differential equations, Special types of convergence in homogenization Homogenization of boundary value problems of the second kind in areas with complex microstructure (especially: heat conduction equations, elasticity, viscoelasticity, fluid flow in porous media) Result of study / competences: The students know and understand the advanced methods of homogenization and their applications in process modeling. By means of concrete exercises they have developed a skilled, precise and independent handling of the terms, propositions and methods tought in the lecture. Conditions for participation concerning contents of previous lectures: The course "Numerical Methods for Elliptic and Parabolic PDE". Knowledge of the course "Functional Analysis" is an advantage, but is not necessarily required. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the

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terms of MPO 4, clause 5): Modelling and Scientific Computation Partial Differential Equations Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Klar

Intersection Theory
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Intersection Theory

2 lecture hours per week

Contents: Algebraic cycles on algebraic varieties Rational equivalence Chow groups Functoriality Chern classes of algebraic vector bundles Intersection pairings Intersection theory for non-singular varieties Chowrings of classical rational varieties Intersection theory for singular varieties Result of study / competences: The students have gained profound practical knowledge of how to deal with general and specific varieties. They have learned to use a variety of methods of algebraic geometry, which enables them to deepen in this area and its applications. Conditions for participation concerning contents of previous lectures: Courses "Algebraic Geometry" and "Algebraic Topology".
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Usability of this module: for master degree programmes mentioned above: Main focus of study "Algebraic Geometry and Computer Algebra" (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not "Algebraic Geometry and Computer Algebra" (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Gathmann, Prof. Dr. G. Trautmann

Introduction to the Theory of Dirichlet Forms


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Introduction to the Theory of Dirichlet Forms

4 lecture hours, 2 tutorial hours per week

Contents: Resolvents, semigroups, generators (Theorem of Hille and Yosida) Coercive bilinear forms (Stampacchia theorem, characterization by resolvents, semigroups, generators) Closed bilinear forms Contraction properties (Sub-Markov property, Dirichlet operators, Dirichlet forms) Result of study / competences: The students have gained deepened knowledge of a subdomain of Functional Analysis with applications to
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up-to-date research topics (e.g. in (Stochastic, Partial) Differential Equations or Mathematical Physics). 4 Conditions for participation concerning contents of previous lectures: The course Functional Analysis. Usability of this module: for master degree programmes mentioned above: Main focus of study Applied Analysis (under the terms of MPO 4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not Applied Analysis (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. M. Grothaus

Inverse Problems
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Courses: 4 lecture hours, 2 tutorial hours per week 2 Contents: Introductive examples: tomography, gravimetry, downward continuation of satellite data Ill-posed operator equations Regularization methods (singular value decomposition, Tikhonov-regularization, iterative methods, multi-resolution techniques) Result of study / competences: The students have gained mathematical skills in the area of inverse problems (to get information about
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Credit points 9 cp

Duration Semester 1 1, 2 or 3 semester

Inverse Problems

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inaccessible processes and features from measurable and/or observable effects). They are able to cope with stabilization and regularization techniques for relevant geomathematical problems. They can also justify the theory with an experiment (clarification by means of examples). 4 Conditions for participation concerning contents of previous lectures: The course Introduction to Functional Analysis from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied Analysis Geomathematics Areas of applied mathematics or general mathematics if the main focus of the study was not one of the above (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. W. Freeden

Kinetic and Fluid Dynamic Equations


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Kinetic and Fluid Dynamic Equations

2 lecture hours per week

Contents: Modeling and numerical analysis of kinetic equations and relation of these equations to fluid dynamic equations will be handled, in particular: Application Fields Transport equations and the Boltzmann equation
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Scaling limits and asymptotic analysis of kinetic equations 3 Result of study / competences: The students know and understand basic concepts of asymptotic and numerical analysis of kinetic equations. They have developed a skilled, precise and independent handling of the terms, propositions and methods tought during the lectures. Conditions for participation concerning contents of previous lectures: Module "Numerics of ODE ", "PDE: An Introduction". Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and scientific computation Partial Differential Equations Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Klar

Lie Algebras
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Courses: Lie Algebras Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

4 lecture hours, 2 tutorial hours per week

Contents: Finite root systems Solvable and nilpotent Lie algebras Classification of the semi-simple, complex Lie
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algebras Representation theory of the semisimple complex Lie Algebras 3 Result of study / competences: The students know and understand basic methods and principles of the theory of Lie algebras. They got to know important examples and are able to study those by scientific methods. Conditions for participation concerning contents of previous lectures: The course Introduction to Algebra from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebra and Number Theory (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. U. Dempwolff

Lie Theory
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Courses: Lie Theory Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

4 lecture hours, 2 tutorial hours per week

Contents: Topological groups, classical groups Exponential function, BCH-formula Linear Lie groups and their Lie algebras Homomorphisms and their differentials
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Universal covering groups Local linear Lie groups, differentiable manifolds Survey of the theory of Lie algebras (easy real Lie algebras) Survey of the group representation of Lie algebras (maximum weights) 3 Result of study / competences: The students know and understand basic methods and principles of the theory of Lie groups. They got to know important examples and are able to study those by scientific methods. Conditions for participation concerning contents of previous lectures: The course Introduction to Algebra from the bachelor degree programme of Mathematics; knowledge from the course Introduction to Topology from the bachelor degree programme of Mathematics is desirable but not necessarily required. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebra and Number Theory (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. U. Dempwolff , Prof. Dr. G. Malle

Locally Convex Spaces


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Locally Convex Spaces 4 lecture hours, 2 tutorial hours per week
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Contents: Topological fundamental concepts (neighbourhood filter, base of neighbourhoods, continuous mappings, product topology), directed systems, compact sets, topological spaces (convex, absolutely convex, circular, symmetrical and absorbing sets) Locally convex spaces (definition through a base of neighborhoods, characterization by means of Minkowski functionals, metrizable locally convex spaces, Frchet spaces) Linear maps and Hahn-Banach theorem, Mazur theorem for locally convex spaces, Krein Milman theorem about extreme points of compact, convex sets Introduction into the space of distributions Open mapping theorem for Frchet spaces, characterization of graph-closed mappings, closed graph theorem for Frchet spaces Barrelled spaces, equicontinuous mappings, Banach and Banach-Steinhaus theorems Dual systems, weak topology, topology of the dual pair Polar sets, bipolar theorem, Alaoglu-Bourbaki theorem Polar topologies Result of study / competences: Students know and understand mathematical concepts in infinite-dimensional spaces with particular emphasis on the topological aspects. They master the basic tools which are then used in advanced courses of infinite-dimensional analysis, i.e. in White Noise Analysis. During the exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in the lectures. Conditions for participation concerning contents of previous lectures: Course "Introduction: Functional Analysis" from the Bachelor program in Mathematics. Knowledge of the course "Introduction: Topology" from the Bachelor program is helpful but not required. Usability of this module: for master degree programmes mentioned above: Main focus of study "Applied Analysis" (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Applied Analysis (considering the rules of the degree progamme which might restrict the above).

Award of credit points, examinations: Examination about this course Frequency of occurrence:
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8 9

Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. M. Grothaus, Prof. Dr. B. Rosenberger

Location Theory
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Location Theory

4 lecture hours, 2 tutorial hours per week

Contents: Classification schemes for location problems Location problems in the plane Location problems on networks Discrete location problems In parts, only some of the headwords above as well as further research topics will be covered in detail during the lecture and tutorials. Sometimes the lecture will be extended to two lectures covering two semesters. Details are to be found in the information system of the University of Kaiserslautern. Result of study / competences: The students have gained a good survey of recent methods to solve location problems. They are very important for many applications in industry and business. Conditions for participation concerning contents of previous lectures: The course Linear and Network Optimization from the bachelor degree programme of Mathematics; depending on the choice of the main focus of study also knowledge from the course Integer Programming: Polyhedral Theory and Algorithms might be required. Usability of this module: for master degree programmes mentioned above: Main focus of study Optimization (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above).

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6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. H. Hamacher

Malliavin Calculus and Applications


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1,2 or 3 semester

Courses: Malliavin Calculus and Applications

2 lecture hours per week

Contents: Fundamentals of Malliavin calculus: Wiener chaos decomposition Malliavin derivative Divergence operator and stochastic integration Applications: Regularity of probability measures Anticipatory stochastic differential equations Malliavin calculus in financial mathematics Limit theorems Result of study / competences: The students have acquired basic knowledge in Malliavin calculus and its applications. Conditions for participation concerning contents of previous lectures: Basic knowledge of Stochastic analysis (e.g. from the courses "Financial Mathematics I" or "Stochastic Differential Equations") and in Functional analysis. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied Analysis Financial Mathematics Areas of pure mathematics, applied mathematics or

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general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above). 6 8 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Jun. Prof. Dr. A. Neuenkirch, Prof. Dr. K. Ritter

Markov Switching Models and their applications in Finance


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Markov Switching 2 lecture hours per week Models and their applications in Finance Contents: Choice of model among Markov switching models in continuous time Hidden markov models in discrete time Filter approaches and parameter estimators, inference Predictions of financial time series in these models - Stock price modelling - Portfolio optimization Result of study / competences: Students know and understand properties of Markov switching models that are suitable for modelling financial time series and their applications. Conditions for participation concerning contents of previous lectures: The course "Practical Mathematics: Stochastic methods" from the bachelor degree programme of Mathematics. Advanced knowledge in stochastics (e.g. "Time Series Analysis" or "Financial Mathematics I") is an advantage, but is not necessarily required.
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Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Financial Mathematics Statistics Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. J. Franke, Dr. C. Erlwein

Mathematical Aspects of Earthquake Prediction


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Mathematical Aspects of Earthquake Prediction

4 lecture hours, 2 tutorial hours per week

Contents: Mathematical basics of continuum mechanics and elasticity theory (Lagrange and Euler representation, conservation laws, stress tensor, Euler equation of motion) Linearization (amongst others Hookes law), isotropy, Cauchy-Navier-equation Natural oscillation (Hansen vectors, toroidal and poloidal oscillations, spherical Bessel functions) Basics of tensor calculations Representation of seismic sources (utilities distributions, momentum tensor, beachball representation)
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Theory of seismic rays for a circular model of the Earth (eikonal equation, Snells law, ray parameter, Benndorf relation, Herglotz-Wiechert-formula, low velocity zone (LVZ) and zone of rapid velocity increase) 3 Result of study / competences: The students know and understand the mathematical basics of seismology. They can cope with techniques to model seimological phenomena and have especially gained a practical understanding of the different types of mathematical techniques. Conditions for participation concerning contents of previous lectures: The course Constructive Approximation. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied Analysis Geomathematics Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. W. Freeden

Mathematical Methods of Classical Mechanics


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 45 h 90 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Mathematical Methods 2 lecture hours, 1 tutorial of Classical Mechanics hour per week
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Contents: Calculus of variations Manifolds Lagrange's equations of motion Hamiltonian systems Differential algebraic equations Result of study / competences: The students know and understand the basic concepts of modelling and analysis in classical mechanics. During the exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought during the lecture.

Conditions for participation concerning contents of previous lectures: Course "Introduction to Numerical Analysis" from the bachelor's degree programme of Mathematics; module "Numerics of ODE" Usability of this module: for master degree programmes mentioned above: Main focus of study "Modelling and Scientific Computation" (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not "Modelling and Scientific Computation" (considering the rules of the degree progamme which might restrict the above).

6 7 8

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: Lectures: about 15-50 students, Tutorials: about 1525 students Authorized representatives of module and main lecturers: Prof. Dr. B. Simeon

Mathematical Methods of Classical Mechanics II


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selfwww.mathematik.uni-kl.de/grad_school/htdocs/lectures/Modulehandbook3.html

Effort

Credit

Semester

Duration
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time 30 h 1

study 105 h

135 h

points 4,5 cp

1, 2 or 3

1 semester

Courses: Mathematical Methods 2 lecture hours per week of Classical Mechanics Contents: Lagrangian and Hamiltonian systems (advanced): theorems of Noether, Poincar und Liouville Manifolds (advanced) Numerical methods Multibody systems: O (n)-Multibody formalisms Elastic bodies in examples (optional) Result of study / competences: The students know and understand both advanced theorems of classical mechanics and modern concepts and methods of multibody systems. They have developed a skilled, precise and independent handling of the terms, propositions and methods tought during the lecture. Conditions for participation concerning contents of previous lectures: The courses "Introduction to Ordinary Differential Equations", "Introduction to Numerical Analysis" from the bachelor's degree programme of Mathematics; modules "Numerics of ODE", "Mathematical Methods of Classical Mechanics" Usability of this module: for master degree programmes mentioned above: Main focus of study "Modelling and Scientific Computation" (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not "Modelling and Scientific Computation" (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 15-25 students Authorized representatives of module and main lecturers: Prof. Dr. B. Simeon

Mathematical Theory of Fluid Dynamics


Degree programmes:
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Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 Semester

Courses: Mathematical Theory of Fluid Dynamics

2 lecture hours per week

Contents: It deals with mathematical concepts for deriving the Navier-Stokes equations from conservation principles and with the consequent results in fluid dynamics. Specifically, the following contents will be taught: Derivation of the Stokes and Navier-Stokes equations Potential flows, vortex formation Circulation theorems Turbulence Result of study / competences: The students know and understand advanced mathematical methods to explore fluid dynamic equations. Based on concrete tasks, they have developed a skilled, precise and independent handling of the terms, propositions and methods tought during the lectures. Conditions for participation concerning contents of previous lectures: Module "Differential Equations: Numerics of ODE & Introduction to PDE" Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and scientific computing Partial differential equations Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course. Frequency of occurrence: Irregular Intended size of class: About 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Klar, Prof. Dr. R. Pinnau
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Mathematical Theory of Neural Networks: Advanced Topics


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 45 h 90 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 Semester

Courses: Neural Networks (2nd half of the lecture)

2 lecture hours per week, 1 hours tutorials per week

Contents: Advanced topics from the theory of neural networks as well as their applications will be discussed. Especially the following contents will be covered: Vector support machines Capacity of perceptrons Recurrent neural networks Neural networks with radial basis functions Result of study / competences: The students know and understand a basic concept to describe dynamic systems as well as mathematical techniques to analyse these systems. They also know the possibilities where this can be applied, resulting from the usage of mathematical Control Theory. During the exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in Neural Networks.

Conditions for participation concerning contents of previous lectures: The courses Introduction to Numerics and Introduction to ODE from the bachelor degree programme of Mathematics. The first half of the course Neural networks - Introduction to Neural networks. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and scientific computing System and control theory Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree

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progamme which might restrict the above). 6 7 8 Award of credit points, examinations: Examination about this course. Frequency of occurrence: Irregular Intended size of class: Lectures: about 15-50 students, Tutorials: about 1525 students Authorized representatives of module and main lecturers: Prof. Dr. T. Damm, Prof. Dr. D. Prtzel-Wolters

10 Additional information: The module is part of the module Neural_Networks.

Matroids - Theory and Applications


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 Semester

Courses: Matroids - Theory and 4 lecture hours, 2 tutorial Applications hours per week Contents: Basic concepts of matroid theory (e.g. independent system, circle, cycle, basis, rang function, closure), matroids as generalization of terms and concepts from linear algebra and graph theorie. Equivalent definition and axiom systems for matroids Matroid duality, MINORENBILDUNG, reprentability, matrix matroides, regular and binary matroids, graphic and co-graphic matroids, uniform matroids, transverse matroids, algebraic matroids Algorithmic aspects of matroids, Greedy algorithms Application of matroids in the combinatorial optimization, e.g. matroid polyheder and their description, wight-minimal (fundamental) cycle basis problems in binary, graphic and co-graphic matroids, complexity observations and algorithms, polyheder observations, fomulations as integer linear programs, relaxations, heuristics. Applications and relations of matroid theory to other areas (e.g. coding theory, electrotechnic, informatics). Result of study / competences: The students master the basic terms, ideas and
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concepts of matroid theory. They understand the meaning and the application of matroid theory in the combinatorial optimization and know the relations of matroid theory to other mathematical areas and applications of the theory of practical problems. During the exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods from the lecture. 4 Conditions for participation concerning contents of previous lectures: The course Linear and Network Optimization from the bachelor degree programme of Mathematics. Knowledge fromn the course Integer Programming: Polyhedral Theory and Algorithms are usefull but not necessarily required. Usability of this module: for master degree programmes mentioned above: Main focus of study Optimization (under the terms of MPO 4, clause 5). Areas of abstract, applied or general mathematics if the main focus of study was not chosen Optimization (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course. Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. H. Hamacher, Dr. F. Bunke

Methods of Convex Analysis in Image Processing


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 Semester

Courses: Methods of Convex Analysis in Image Processing

4 lecture hours, 2 tutorial hours per week

Contents: Motivation: basic problems of image processing


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(image restoration: denoising, removal of blur, inpainting, segmentation) Convex sets (basic concepts, convex cone, projection and separation theorems) Convex functions (basic concepts, continuity of convex functions, convex optimization problems) Subgradients (basic concepts, subdifferential calculus, set-valued mappings) Duality (Legendre-Fenchel conjugate, Lagrange functions, saddle point problems) Numerical optimization methods with application to image processing problems 3 Result of study / competences: The students know the basic terms and structures of convex analysis. They are familiar with the numerical algorithms and can apply them to various problems of digital image processing. During the exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods from the lecture and have gone through different implementations of the algorithms of image processing. 4 Conditions for participation concerning contents of previous lectures: The course "Introduction to Numerical Analysis" from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied analysis Modelling and scientific computation Areas of applied or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. G. Steidl

Modular Representation Theory


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Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 45 h 90 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Modular Representation Theory

2 lecture hours, 1 tutorial hours per week

Contents: Brauer characters and blocks Projective characters, decomposition matrices Group theoretical applications Result of study / competences: The students know and understand basic propositions of Brauer characters and decomposition numbers of groups. During the exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in Modular Representation Theory. Conditions for participation concerning contents of previous lectures: The course Introduction to Algebra from the bachelor degree programme of Mathematics; Module "Representation Theory". Usability of this module: for master degree programmes mentioned above: Main focus of study Algebra and Number Theory (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. G. Malle

Modular Representation Theory II


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Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Modular Representation Theory II

2 lecture hours per week

Contents: Brauer's main theorems Group theoretical applications Result of study / competences: The students know and understand the Brauer's main theorems of modular representation theory and their applications. Conditions for participation concerning contents of previous lectures: The course "Introduction to Algebra" from the bachelor degree programme of Mathematics; module "Representation Theory" and "Modular Representation Theory" Usability of this module: for master degree programmes mentioned above: Main focus of study "Algebra and Number Theory" (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. G. Malle

Multicriteria Optimization
Degree programmes: Master degree programmes of Mathematics,
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Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Courses: Multicriteria Optimization Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

4 lecture hours, 2 tutorial hours per week

Contents: Necessity of modelling with more than one objective function Structures of order and concept of optimality Characterization of efficient and non-dominating solutions Scalarization methods Multicriteria linear programmes Multicriteria combinatorial optimization In parts, only some of the headwords above as well as further research topics will be covered in detail during the lecture and tutorials. Details are to be found in the information system of the University of Kaiserslautern.

Result of study / competences: The students are able to cope with advanced methods and algorithms to solve multicriteria optimization problems. They can also model and solve real problems of scientific, technical and physical research areas via mathematical methods. Conditions for participation concerning contents of previous lectures: The course Linear and Network Optimization from the bachelor degree programme of Mathematics; depending on the choice of the main focus of study also knowledge from the course Integer Programming: Polyhedral Theory and Algorithms might be required. Usability of this module: for master degree programmes mentioned above: Main focus of study Optimization (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main
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lecturers: Prof. Dr. H. Hamacher, Jun. Prof. Dr. S. Ruzika

Nonlinear Functional Analysis with Applications to PDE


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 2 or 3 semester

Courses: Nonlinear Functional Analysis with Applications to PDE

2 lecture hours per week

Contents: Methods and techniques from the large area of nonlinear functional analysis will be handled, in particular those which play central role in the study of nonlinear elliptic and parabolic partial differential equations. Especially the following will be discussed: Fixed point theorems Integration and differentiation in Banach spaces The theory of monotone operators and their applications in the study of nonlinear elliptic and parabolic partial differential equations Result of study / competences: The students are able to cope with the advanced methods and techniques which play central role in the analysis and solving of nonlinear elliptic and parabolic partial differential equations.They have also gained a deepened knowledge of the interaction and mutual influence of the theory and applications. By means of concrete exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought during the lectures.

Conditions for participation concerning contents of previous lectures: Module "Differential Equations: Numerics of ODE & Introduction to PDE", "Functional Analysis", desirable: "Numerical Methods for Elliptic and Parabolic PDE" Usability of this module: for master degree programmes mentioned above: Main focus of study Applied Analysis (under the terms of MPO 4, clause 5).

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Areas of applied, pure or general mathematics if the main focus of study was not Applied Analysis (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Klar, Prof. Dr. R. Pinnau

Nonparametric Statistics
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 60 h 210 h 1 Courses: Nonparametric Statistics Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

4 lecture hours per week

Contents: Smoothing Methods for Estimating Functions: Smoothing methods for estimating functions (kernel estimator, local polynomial estimator, next-neighbourestimator, smoothing splines) and their asymptotic analysis Application in regression and image analysis Data controlled choice of smoothing parameters with cross-validation Decomposition of spectra and their estimators for stationary time series Nonparametric Regression and Classification: Analysis of regression in higher dimensions on the basis of Boosting General sieve estimator for functions and their asymptotic analysis Trees of regression and classification, neuronal networks, expansion of orthogonal series and wavelets for example Applications of estimating functions and solving classification problems with high dimensional causal variables

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Result of study / competences: The students have gained a good overview of modern statistic methods which can go without restrictive assumptions of the model but require a great amount of data and high computing time. They have also gained basic knowledge of the theory and algorithms of nonparametric statistics. Conditions for participation concerning contents of previous lectures: The course Regression and Time Series Analysis Usability of this module: for master degree programmes mentioned above/i>: Main focus of study from the following list (under the terms of MPO 4, clause 5): Financial Mathematics Statistics Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above) Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Dr. J.-P. Stockis

6 7 8 9

Numerical Methods in Control Theory


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 60 h 210 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Numerical Methods in Control Theory

4 lecture hours per week

Contents: Numerical methods to deal with problems of linear control theory will be covered, especially: General and structured eigenvalue problems, normal forms Matrix equations (e.g. Lyapunov and Riccati) and
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their numerical solutions General theory of huge systems of equations Reduction of model (especially based on singular value decompositions and Krylov subspace method) 3 Result of study / competences: The students know and understand basic concepts to deal with numerical problems of control theory as well as mathematical techniques to analyse these methods. On the basis of concrete exercises the students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in Numerical Methods in Control Theory. Conditions for participation concerning contents of previous lectures: The modules Einfhrung in die Numerik and Systems Theory: Systems and Control Theory & Neural Networks from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and Scientific Computation Systems and Control Theory Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. T. Damm, Prof. Dr. A. Klar, Prof. Dr. R. Pinnau, Prof. Dr. D. Prtzel-Wolters

Numerical Methods in Finance


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study
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Effort

Credit points

Duration Semester 1
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90 h 1

180 h

270 h

9 cp

1, 2 or 3

semester

Courses: Numerical Methods in Finance

4 lecture hours, 2 tutorial hours per week

Contents: Basic portfolio optimization Binomial options pricing model for option valuation Black-Scholes-equation and its solutions Transformation of random numbers Monte-Carlo-integration Option valuation by Monte-Carlo-simulation Variance-reduction-techniques Quasi-random numbers and quasi-Monte-Carlosimulation Introduction to the finite difference method Explicit and implicit finite difference schemata Crank-Nicolson-method Free boundary value problems for american options Result of study / competences: The students have gained basic knowledge of numerical algorithms which are often used in financial mathematics. They are able to write software programmes of these algorithms especially for their application in option valuation. Conditions for participation concerning contents of previous lectures: The courses Stochastic Methods and Introduction to Scientific Programming from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study Financial Mathematics (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Financial Mathematics (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. J. Sa

Numerics of Stochastic Processes


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Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 45 h 90 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Numerics of Stochastic Processes

2 lecture hours, 1 tutorial hour per week

Contents: Stochastic processes with a multidimensional continuous parameter space, called random fields, are used to model random spatial (and temporal) phenomena. Topics of the course are: Classic examples of random fields: Brownian sheet and Lvy's Brownian motion Hilbert spaces with reproducing kernel Isotropy and stationarity of random fields Regularity and approximation of random fields, series representations Sparse grid and Smolyak's algorithms Result of study / competences: The students have gained advanced knowledge of the theory, approximation and simulation of random fields. They have also gained an exemplary insight into applications (geostatistics, fluid dynamics). Conditions for participation concerning contents of previous lectures: Modules "Probability Theory I", "Functional Analysis". Usability of this module: for master degree programmes mentioned above: Main focus of study Applied Analysis. (under the terms of MPO 4, clause 5). Areas of pure, applied or general mathematics if the main focus of study was not Applied Analysis (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Jun. Prof. Dr. A. Neuenkirch, Prof. Dr. K. Ritter

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Online Optimization
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Online Optimization

4 lecture hours, 2 tutorial hours per week

Contents: Competitive analysis for deterministic and randomized algorithms Opponent concepts, adaptive and non-adaptive opponents of randomized algorithms Amortized costs, potential method for costs analysis Competitive algorithms for paging / caching Metrical Task Systems and Request-Answer Games as more general online problems Design of competitive algorithms for particular online problems (e.g. K-server problem, network routing, packing and covering problems, scheduling) Principle of Yao as a means for calculating lower bounds Alternative approaches for analyzing online problems Result of study / competences: The students know and understand online problems and the principle of competitive analysis. They have learned to analyze online problems on the existence of competitive algorithms and to to calculate lower bounds for deterministic and randomized algorithms. By means of concrete exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in the lecture.

Conditions for participation concerning contents of previous lectures: The course "Linear and Network Optimization " from the bachelor degree programme of Mathematics; " Integer Programming: Polyhedral Theory and Algorithms". Usability of this module: for master degree programmes mentioned above: Main focus of study Optimization (under the terms of MPO 4, clause 5).

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Areas of applied mathematics or general mathematics if the main focus of study was not Optimization (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. H. Hamacher, Prof. Dr. S. Krumke

Optimization with PDE


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Effort 135 h Credit points 4,5 cp Duration Semester 1 2 or 3 semester

Courses: Optimization with PDE

2 lecture hours per week

Contents: Mathematical concepts to deal with optimization problems with differential equation constraints will be provided and analysed. Especially the following contents will be dealt with: Non-linear theory of operators Adjoint calculus Approximation methods to numerically solve constrained optimization problems Result of study / competences: The students are able to cope with the theory and with numerical methods to analyse and solve constrained optimization problems. By means of concrete exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in Optimization with PDE. Conditions for participation concerning contents of previous lectures: The modules Differential Equations: Numerics of ODE & Introduction to PDE and Functional Analysis, desirable: Numerical Methods for Elliptic and Parabolic PDE
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Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and Scientific Computation Partial Differential Equations Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Klar, Prof. Dr. R. Pinnau, Prof. Dr. D. Prtzel-Wolters

6 7 8 9

PDE based Multiscale Methods and Numerical Approaches for their Solution
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 2 or 3 semester

Courses: PDE based Multiscale Methods and Numerical Approaches for their Solution

2 lecture hours per week

Contents: An introduction will be given to PDEs based multiscale problems and to approaches for their treatment. Special attention will be given to the following topics: Homogenization of elliptic equations with oscillating coefficients Classification of multiscale problems Advanced numerical algorithms for PDEs and systems of PDEs with oscillating coefficients (including Multiscale Finite Element Method, Multiscale Finite Volume Method, Heterogeneous Multiscale Method, Subgrid approach)

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Numerical approaches for stochastic elliptic PDE. 3 Result of study / competences: The students are able to cope with the theory and numerical methods to analyse and solve PDEs based multiscale problems. By means of concrete exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought during the lectures. Conditions for participation concerning contents of previous lectures: Module Differential Equations: Numerics of ODE & Introduction to PDE, desirable: Numerics of PDE I. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and Scientific Computation Partial Differential Equations Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: PD Dr. O. Iliev, Prof. Dr. A. Klar

Permutation Groups
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Effort 135 h Credit points 4,5 cp Duration Semester 1 2 or 3 semester

Courses: Permutation Groups

2 lecture hours per week

Contents: Primitive and multiply transitive permutation groups Theorem of Scott O'Nan
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Classification theorems (near-fields, doubly transitive permutation groups) 3 Result of study / competences: The students know and understand basic methods and statements of the theory of Permutation groups. They got to know important examples and are able to study those by scientific methods. Conditions for participation concerning contents of previous lectures: The course Introduction to Algebra from the bachelor degree programme of Mathematics. Initial knowledge from the course Group Theory (up to the Sylowschen theorems) are desireable but not necessarily required. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebra and Number Theory (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. U. Dempwolff

Poisson and Lvy Processes


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1,2 or 3 semester

Courses: Poisson and Lvy Processes

2 lecture hours per week

Contents: During the lecture the fundamental theory of the structure of Lvy processes is developed and examples with non-mathematical applications are
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provided. The following will be adressed in details: Poisson point processes Characteristics of Lvy process and It representation via Poisson processes Symmetric stable processes 3 Result of study / competences: The students have gained advanced knowledge of the theory of stochastic processes. They are able to scientifically work in this area of mathematics. Conditions for participation concerning contents of previous lectures: The course "Probability Theory I" Usability of this module: for master degree programmes mentioned above: Main focus of study Applied Analysis (under the terms of MPO 4, clause 5). Areas of pure, general or applied mathematics if the main focus of study was not Applied Analysis (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. H. von Weizscker

Potential Theory
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Potential Theory

4 lecture hours, 2 tutorial hours per week

Contents: Laplace equation, harmonic function, representation theorem, mean value theorem of Gau, min/maxprinciple
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Volume- and surface potentials, limit- and jump relations Boundary value problems of potential theory, propositions about existence and uniqueness, Green's function, examples Boundary integral equation method Runge-Walsh-approximation with harmonic polynomials and kernel function structures (e.g. splines, wavelets) for geo-relevant geometries (such as sphere, ellipsoid, geoid, (actual) Earth's surface) 3 Result of study / competences: The students know and understand the mathematical basics of classical potential theory. They are able to cope with the targeted determination of gravitational fields by methods and techniques of modern geoengineering. The students have gained advanced understanding of boundary value problems on georelevant surfaces (e.g. sphere, ellipsoid, geoid, telluroid, (actual) surface of the Earth). Conditions for participation concerning contents of previous lectures: The course Vector Analysis from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied Analysis Geomathematics Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. W. Freeden

Probability Theory II
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International
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Contact Selftime study 60 h 210 h 1 2

Effort 270 h

Credit points 9 cp

Duration Semester 1 1, 2 or 3 semester

Courses: Probability Theory II

4 lecture hours per week

Contents: Stochastic processes: Kolmogorov's consistency theorem Gaussian processes, especially fractional Brownian motion Martingales in continuous time Poisson processes Prokhorov theorem, Donskers invariance principle Lvy processes Result of study / competences: The students have gained advanced knowledge of the theory of stochastic processes. They are able to scientifically work in this area of mathematics. Conditions for participation concerning contents of previous lectures: The course Probability Theory I Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied Analysis, Financial Mathematics Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. H. von Weizscker

Probability Theory II: Stochastic integrals


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International
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Contact Selftime study 90 h 180 h 1

Effort 270 h

Credit points 9 cp

Duration Semester 1 1, 2 or 3 semester

Courses: Probability Theory II: Stochastic Integrals

4 lecture hours per week, 2 tutorial hours per week

Contents: Stopping times and martingales in continuous time Localization and approximation Stochastic integrals for regular integrands Previsibility and semimartingales Ito-calculus Wiener chaos and martingale representation Girsanov theorem and Feynman-Kac formula Strong and weak solutions of stochastic differential equations Result of study / competences: The students have gained advanced knowledge of the proof and application techniques of stochastic analysis. Conditions for participation concerning contents of previous lectures: The course "Probability Theory I" Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied Analysis, Financial Mathematics Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. H. von Weizscker

10 Additional information:: This module can not be combined with the module "Stochastic Differential Equations" in the final examination due to high content overlap.

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Representation Theory
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Representation Theory

4 lecture hours, 2 tutorial hours per week

Contents: Semisimple algebras, theorem of Wedderburn Ordinary characters of groups Tensor products and induced characters Group theoretical applications Brauer characters and blocks Result of study / competences: The students know and understand basic propositions of ordinary characters and character theory of groups. They were introduced to modular representation theory. During the exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought in Representation Theory. Conditions for participation concerning contents of previous lectures: The course Introduction to Algebra from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study Algebra and Number Theory (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebra and Number Theory (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. U. Dempwolff , Prof. Dr. G. Malle

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Scientific Computing in Solid Mechanics


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Scientific Computing in Solid Mechanics

4 lecture hours, 2 tutorial hours per week

Contents: Mathematical modelling, numerical methods and software on the topics: Elastic bodies Special cases of beams and plane strain/stress state Finite element space discretization Special time integration scheme Inelastic deformation Result of study / competences: The students know and understand the basic concepts for modelling and numerical handling of problems of solid mechanics. Furthermore, they can use appropriate software and implement their own extensions. During the exercises students have developed a skilled, precise and independent handling of the terms, propositions and methods tought during the lecture.

Conditions for participation concerning contents of previous lectures: Course "Introduction to Numerical Analysis" from the bachelor's degree programme of Mathematics, module "Differential Equations: Numerics of ODE & Introduction to PDE" Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and Scientific Computation Partial Differential Equations Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above).

Award of credit points, examinations: Examination about this course


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7 8

Frequency of occurrence: Irregular Intended size of class: Lectures: about 15-50 students, Tutorials: about 1525 students Authorized representatives of module and main lecturers: Prof. Dr. B. Simeon

Singularity Theory
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 60 h 210 h 1 2 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Singularity Theory

4 lecture hours per week

Contents: Power series, Theorems of Weierstrass Analytical algebras Elementary theory of coherent sheaves Germ of a complex variety Local compactness theorem for morphisms Invariants of hyper surface singularities Finite determination Deformation theory of complete intersections Classification of simple hyper surface singularities Result of study / competences: The students have gained basic knowledge of Singularity Theory (local analytical and algebraic geometry). Using the example of hyper surface singularities they know and understand how the theory was developed further by applying modern methods of algebraic geometry. The students especially know and understand the classification of simple or ADE-singularities which appear in many different areas of mathematics and theoretical physics. Conditions for participation concerning contents of previous lectures: The courses Commutative Algebra and Algebraic Geometry Usability of this module: for master degree programmes mentioned above: Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO 4, clause 5).

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Areas of pure mathematics or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. G.-M. Greuel, Prof. Dr. G. Pfister

Singularity Theory - Part 1


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Singularity Theory Part 1

4 lecture hours per week

Contents: Power series, Theorems of Weierstrass Analytical algebras Invariants of hyper surface singularities Finite determination Deformation theory of complete intersections Result of study / competences: The students have gained basic knowledge of Singularity Theory (local analytical and algebraic geometry). Using the example of hyper surface singularities they know and understand how the theory was further developed by applying modern methods of algebraic geometry. The students especially know and understand the classification of simple or ADE-singularities which appear in many different areas of mathematics and theoretical physics. Conditions for participation concerning contents of previous lectures: The courses Commutative Algebra Usability of this module: for master degree programmes mentioned above:
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Main focus of study Algebraic Geometry and Computer Algebra (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not Algebraic Geometry and Computer Algebra (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. G.-M. Greuel, Prof. Dr. G. Pfister

10 Additional information: This module is part of the module Singularity Theory (9 credit points).

Sobolev Spaces
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Sobolev Spaces

2 lecture hours per week

Contents: Advanced integration theory (Convergence theorems, Lp-spaces, integration by parts) Construction of Sobolev spaces Analysis in Sobolev spaces (convolution, Dirac sequences, dense function sets, Fourier transform) Applications to PDE (Poincar inequality, fundamental lemma of calculus of variations, weak boundary problems) Result of study / competences: The students have gained deepened knowledge of a subdomain of functional analysis with applications to PDE. Conditions for participation concerning contents of previous lectures: The course Introduction to Functional Analysis from
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the Bachelor programme of Mathematics. 5 Usability of this module: for master degree programmes mentioned above: Main focus of study Applied Analysis (under the terms of MPO 4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not Applied Analysis (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. M. Grothaus

Spatial Statistics
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Spatial Statistics

2 lecture hours per week

Contents: Spatial point processes (in R2 and R3) Point process models (Poisson process, Hard-core and cluster processes, Gibbs processes) Statistical methods for pint processes Marked point processes and particle processes Result of study / competences: The students know the basics of tje point process theory as well as common point process models and are able to statistically analyse and modell point patterns. Conditions for participation concerning contents of previous lectures: The course Stochastic Methods from the bachelor degree programme of Mathematics. Additional knowledge in Stochastics (e.g. Regression and Time Series Analysis or Probability Theory I) is usefull but
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not necessarily required. 5 Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Financial Mathematics Statistics Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above). 6 8 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Dr. C. Redenbach

Special Functions of Mathematical (Geo)Physics


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Special Functions of Mathematical (Geo-) Physics

4 lecture hours, 2 tutorial hours per week

Contents: Special solution systems of scalar Laplace equation in R3, in particular (scalar) sperical harmonics Special solution systems of vector and tensor Laplace equation in R3, in particular vector and tensor spherical harmonics Special solution systems of (time-harmonic) Maxwell equation in R3, in particular Bessel and Hankel functions (in combination with spherical harmonics) Special solution systems of elasticity theory, ein particular solutions of the Cauchy-Navier equation (using ansatz of vector/tensor spherical harmonics)
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Special solution systems of the Navier-Stokes equation in R3, in particular solutions for shallow water equation and geostrophic flow (using ansatz of vectorial/tensor spherical harmonics). 3 Result of study / competences: The students know and understand the solution theory of partial differential equations based on separation of the variables. They have gained advanced competences to apply geo-scientifically relevant function systems and basic knowledge of modelling of vector and tensor data, in particular of modern satellite technique (e.g. Satellite-to-SatelliteTracking (SST), Satellite-Gravity-Gradiometry (SGG)). Conditions for participation concerning contents of previous lectures: The course Introduction to Ordinary Differential Equations from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied Analysis Geomathematics Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. W. Freeden

6 7 8 9

Stability Theory
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 45 h 90 h 1 Courses:
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Effort 135 h

Credit points 4,5 cp

Duration Semester 1 1, 2 or 3 semester

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Stability Theory 2

2 lecture hours, 1 tutorial hour per week

Contents: Qualitative analysis of dynamical systems (amongst others non-linear ordinary differential equations) will be covered, especially: Stability terms Parameter dependence of solutions Lyapunov functions Invariant manifolds Periodic solutions and floquet theory Structural stability and normal forms Result of study / competences: The students have learned to give qualitative propositions about dynamical systems which do not necessarily result from numerical computations. Their awareness of sensitive dependence is raised. Methods tought are fundamental for boundary value analysis in other disciplines like non-linear partial differential equations of non-linear control theory. Conditions for participation concerning contents of previous lectures: The course Introduction to Ordinary Differential Equations from the bachelor degree programme of Mathematics. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and Scientific Computation Systems and Control Theory Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. T. Damm, Prof. Dr. D. Prtzel-Wolters

Stochastic Control and Financial Applications


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Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Stochastic Control and Financial Applications

2 lecture hours per week

Contents: Stochastic optimization in discrete time Stochastic control theory in continuous time Viscosity solutions Stochastic optimization with duality methods Result of study / competences: The students know and understand the fundamantal methods of solving stochastic control problems and can apply them to concrete problems. Conditions for participation concerning contents of previous lectures: Module "Probability Theory I", basic knowledge of stochastic analysis, e.g. from the module "Stochastic Differential Equations" or from the module "Financial Mathematics I" Usability of this module: for master degree programmes mentioned above: Main focus of study Financial Mathematics (under the terms of MPO 4, clause 5). Areas of general or applied mathematics if the main focus of study was not Financial Mathematics (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. J. Sa, Jun. Prof. Dr. F. Seifried

10 Additional information: This module can not be combined with the module "Continuous Time Portfolio Optimization" in the final examination.

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Stochastic Geometry
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 45 h 90 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Stochastic Geometry

2 lecture hours, 1 tutorial hour per week

Contents: Basic concepts of the theory of spatial point processes (marking, intensity measure, ...) Multidimensional Poisson process, Poisson cluster processes Basic concepts of the theory of random closed sets Germ-grain models, in particular the Boolean model Random mosaics Result of study / competences: The students have learnt the most important concepts and models of the theory of spatial point processes and theory of random closed sets. Conditions for participation concerning contents of previous lectures: Module Probability Theory I. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied analysis Statistics Areas of pure, applied or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. J. Franke, Dr. C. Redenbach, Dr. J. Kampf
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Stochastic Partial Differential Equations


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: Stochastic PDE

4 lecture hours, 2 tutorial hours per week

Contents: Infinite-dimensional Wiener processes, Integration for operator-valued processes, Mild solutions of stochastic PDE (semigroup approach), Approximation methods. Result of study / competences: The students have acquired a deeper understanding of important aspects (modeling, solution and regularity theory, approximation) of the section of the area of stochastic analysis. Conditions for participation concerning contents of previous lectures: Knowledge of stochastic differential equations (e.g. from the courses "Stochastic Differential Equations" or "Financial Mathematics I") and basic knowledge of Functional Analysis. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Applied analysis Partial differential equations Areas of pure, applied or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above).

6 7 8 9

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main
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lecturers: Prof. Dr. K. Ritter

Stochastic Processes with Applications for Insurances/Financial Statistics - Part 2


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Stochastic Processes with Applications for Insurances

2 lecture hours per week

Contents: Point processes Modelling risk processes Ruin theory Concepts of extreme value theory Result of study / competences: The students know and understand properties of statistical methods suitable for modelling in the area of property insurances, as well as their applications. Conditions for participation concerning contents of previous lectures: The course Stochstic Methods from the Bachelor degree programme of Mathematics. Additional knowledge in stochastics (e.g. Regression and Time Series Analysis or Probability Theory I) is usefull, but not necessarily required. Usability of this module: for master degree programmes mentioned above: Main focus of study from the following list (under the terms of MPO 4, clause 5): Financial Mathematics Statistics Areas of applied mathematics or general mathematics if the main focus of study was not chosen from the above list (considering the rules of the degree progamme which might restrict the above).

Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular
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8 9

Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. J. Sa, Dr. J.-P. Stockis

10 Additional information: This module can be combined with the module Financial Time Series / Financial statistics - part 2 to a single module named Financial statistics (9 credit points).

Systems and Control Theory: Advanced Topics


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 45 h 90 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Systems and Control Theory (second part of the course)

2 lecture hours, 1 hour tutorial per week

Contents: Deepening of topics concerning control theory as well as applications will be dealt with. Especially the following contents will be covered: Extended state space and behaviour theory Control concepts Transfer functions and realization theory Polynomial system models Result of study / competences: The students know and understand advanced concepts to describe dynamic systems as well as mathematical techniques to analyse these systems and to formulate rules. Furthermore, the know application possibilities which result from the usage of mathematical control theory. Conditions for participation concerning contents of previous lectures: The courses Introduction to Numerics and Introduction to Ordinary Differential Equations from the bachelor degree programme of Mathematics, first part of the course Systems and Control Theory Usability of this module: for master degree programmes mentioned above:
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Main focus of study from the following list (under the terms of MPO 4, clause 5): Modelling and Scientific Computation Systems and Control Theory Areas of applied mathematics or general mathematics if the main focus of study was not one of the above (considering the rules of the degree progamme which might restrict the above). 6 7 8 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: Lectures: about 15-50 students, Tutorials: about 1525 students Authorized representatives of module and main lecturers: Prof. Dr. T. Damm, Prof. Dr. D. Prtzel-Wolters

10 Additional information: This module is part of the module Systems and Control Theory.

The Mathematics of Arbitrage


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: The Mathematics of Arbitrage

2 lecture hours per week

Contents: First and second fundamental theorems of asset pricing: finite probability spaces No-arbitrage and separation theorems: the KrepsYan theorem No-arbitrage in discrete time: the Dalang-MortonWillinger theorem The general financial market model: a crash course in the theory of semimartingales No-arbitrage in continuous time: The Delbaen, Schachermayer theorem Result of study / competences: The students have learned how the general economic principle of no-arbitrage can be expressed in precise mathematical terms. In the proof of the Fundamental
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Theorem of Asset Pricing they have learned an example of how the methods of the Theory of Semimartingales and Functional Analysis can come into play in Financial Mathematics. 4 Conditions for participation concerning contents of previous lectures: Module "Probability Theory I"; good knowledge of stochastic processes, e.g. from the module "Probability Theory II"; basic knowledge of functional analysis, e.g. from the module "Functional Analysis". Usability of this module: for master degree programmes mentioned above: Main focus of study Financial Mathematics (under the terms of MPO 4, clause 5). Areas of applied mathematics or general mathematics if the main focus of study was not Financial Mathematics(considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. R. Korn, Prof. Dr. J. Sa, Jun. Prof. Dr. F. Seifried

Toric Geometry
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Courses: Toric Geometry Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

2 lecture hours per week

Contents: Convex cone and toric varieties Group rings and orbits Toric divisors and line bundles Chow groups and rings of toric varieties Desingularization Associated homogeneous coordinate rings
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Toric sheaves 3 Result of study / competences: On the example of toric varieties students get profound practical knowledge of how to deal with particular varieties. They learn how to use different methods of algebraic geometry, which enables them to deepen in this area and its applications. During the discussion of the homogeneous coordinate rings they get to know areas of algebra, which forms the theoretical basis for implementation of computer algebra. Conditions for participation concerning contents of previous lectures: The course Algebraic Geometry Usability of this module: for master degree programmes mentioned above: Main focus of study "Algebraic Geometry and Computer Algebra" (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not "Algebraic Geometry and Computer Algebra" (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Gathmann, Prof. Dr. G. Trautmann

Tropical Geometry
Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 30 h 105 h 1 2 Effort 135 h Credit points 4,5 cp Duration Semester 1 1, 2 or 3 semester

Courses: Tropical Geometry Contents: Puiseux body Convex geometry

2 lecture hours per week

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Tropicalization and tropical varieties Tropical moduli spaces and intersection theory Selected results from tropical enumerative geometry 3 Result of study / competences: On the example of tropical varieties the students have gained profound practical knowledge of how to deal with particular varieties. They have learned to use a variety of methods of algebraic geometry, which enables them to deepen in this area and its applications. Conditions for participation concerning contents of previous lectures: Module "Algebraic Geometry", knowledge of the course "Algebraic Geometry II: Sheaves, Cohomology and Applications" would be helpful but not mandatory. Usability of this module: for master degree programmes mentioned above: Main focus of study "Algebraic Geometry and Computer Algebra" (under the terms of MPO 4, clause 5). Areas of pure mathematics or general mathematics if the main focus of study was not "Algebraic Geometry and Computer Algebra" (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. A. Gathmann

White Noise Analysis


Degree programmes: Master degree programmes of Mathematics, Technomathematics, Economathematics and Mathematics International Contact Selftime study 90 h 180 h 1 Effort 270 h Credit points 9 cp Duration Semester 1 1, 2 or 3 semester

Courses: White Noise Analysis Contents:

4 lecture hours, 2 tutorial hours per week

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Introduction to the basics in distribution theory with special focus on temperated distributions Construction of the white noise space (Minlos theorem, chaos-decomposition, T-transform, Stransform, Ito-Wiener-Segal isomorphism) Introduction of test function spaces and spaces of generalized functions of White Noise Analysis (Hida and Kondratiev spaces) Applications to Feyman path integrals and stochastic PDE 3 Result of study / competences: The students have gained deepened knowledge of a subdomain of Functional Analysis with applications to Feyman path integrals and stochastic PDE. Conditions for participation concerning contents of previous lectures: The course Functional Analysis. Usability of this module: for master degree programmes mentioned above: Main focus of study Applied Analysis (under the terms of MPO 4, clause 5). Areas of pure mathematics, applied mathematics or general mathematics if the main focus of study was not Applied Analysis (considering the rules of the degree progamme which might restrict the above). 6 7 8 9 Award of credit points, examinations: Examination about this course Frequency of occurrence: Irregular Intended size of class: about 10-25 students Authorized representatives of module and main lecturers: Prof. Dr. M. Grothaus

[University of Kaiserslautern] [Department of Mathematics] [Kaiserslautern Graduate School]

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