DEPARTMENT OF MATHEMATICS

GUIDE TO MODULES

SECOND YEAR (BSc/MSci)

2018-2019

Notes and syllabus details on modules for students in their Second Year

For degree codings:

G100, G103 MATHEMATICS (BSc, MSci)

G104 MATHEMATICS WITH A YEAR ABROAD (MSci)
G102 MATHEMATICS WITH MATHEMATICAL COMPUTATION
G125 MATHEMATICS (PURE MATHEMATICS)
G1F3 MATHEMATICS WITH APPLIED MATHEMATICS/MATHEMATICAL PHYSICS
G1G3 MATHEMATICS WITH STATISTICS
G1GH MATHEMATICS WITH STATISTICS FOR FINANCE
GG31 MATHEMATICS, OPTIMISATION AND STATISTICS

NOTE that GG14, GG41, IG11 and GI43 MATHEMATICS AND COMPUTER SCIENCE are administered
by the Department of Computing.

Prof David Evans

Director of Undergraduate Studies

4 June 2018

TO BE READ IN CONJUNCTION WITH THE UNDERGRADUATE HANDBOOK.

This information WILL be subject to alteration. Updated programmes can be viewed on the MathsCentral
Blackboard site and online at:
https://www.imperial.ac.uk/natural-
sciences/departments/mathematics/study/students/undergraduate/programme-information/
SECOND YEAR OVERVIEW 2
ADVICE ON THE CHOICE OF OPTIONS 2
SECOND YEAR STRUCTURE 3
IMPERIAL HORIZONS 4
EXAMINATIONS 4
M2R GROUP PROJECT 4
PROGRESSION TO THE THIRD YEAR 4
MARKS, TOTALS AND YEAR WEIGHTINGS 5
ECTS 5
SECOND YEAR MATHEMATICS SYLLABUSES: 6
COMPULSORY MODULES 6
OPTION MODULES 8
DEGREE COURSE CODING REQUIREMENTS 10
THIRD AND FOURTH YEAR 10

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SECOND YEAR OVERVIEW
The programme of study in the Second Year extends and enhances major themes that feature in the First Year
and takes place over three terms – Term 1 (also known as Autumn Term), Term 2 (also known as Spring Term)
and Term 3 (also known as Summer Term).

The programme has ten examined mathematics modules that have up to 30 lectures or their equivalent. Seven
of the modules are compulsory and students must then choose one module from the remaining three module
options. There is also the (compulsory) assessed M2R Group Project in Term 3, which involves written, oral and
collaborative elements.
nd
The choice of 2 Year option should not crucially restrict the availability of options in later years. It should be
regarded as an opportunity to ‘taste’ special interests. This is especially true for the BSc degree codings G102,
G125, G1F3, G1G3, G1GH, GG31, but all students have a free choice. Note that one of the M2 optional
modules can also feature as part of the Third Year choice if not taken in the Second Year.

It is normally required that students pass ALL programme elements (including the M2R Group Project) in
order to proceed into the Third Year. Note also that it is normally required that students pass ALL programme
elements in order to graduate. However, the College may compensate a narrow fail in the Final Year of study
in order to permit a student to graduate, but this cannot be guaranteed.

MSci Degrees: The first two years of study on the BSc and MSci degree codings are the same. Those
students who were originally registered on the MSci coding and those who have transferred onto it are normally
required to maintain a good level of performance in mathematics (a second-year total of 60 percent or better) in
order to remain on the coding in the Third Year. Students on the MSci coding are also required to make
satisfactory progress in the Third Year to remain on the Four Year programme.

G103: The primary criterion for eligibility to remain on G103 is to achieve a year total of at least 60
percent in Second Year. Students who have a year-total of 60 percent in Second Year, a year total of 58
percent in Third Year and pass all their Third Year modules, have the automatic right to continue on to the
Fourth Year of the MSci degree. Anyone scoring less than 58 percent in their Third Year, or who fails a module,
does not have this right and may be graduated with a BSc at the Department’s discretion.

Those who score less than 60 percent in their Second Year will be transferred to the BSc, but may be allowed to
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return to G103 at the end of the 3 year. This is at the discretion of the Senior Tutor and will normally require a
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3 year total of 70 percent or more.

G104: Students registered for G104 Mathematics with a Year Abroad spend their Third Year (of four) studying
mathematics modules/project material at another institution. At the end of Second Year, students must be in a
position to take advantage of the Third Year of the course, both mathematically and linguistically.
Note: Whilst G104 students must pass any required language examinations at the end of First and Second
Year in order to stay on G104, language examination results do not directly contribute to mathematics degree
Honours marks.

Selection of second-year students wishing to spend their third year abroad at MIT will take place early in Spring
term.

ADVICE ON THE CHOICE OF OPTIONS

Students are advised to read these notes carefully and to discuss their programme with their Personal Tutor.

It is anticipated that lecturers will give advice on suitable books at the start of each module. Students should
contact the proposed lecturers if they desire any further details about module content in order to make their
choice of course options. Students should also feel free to seek advice from Year Level Tutors and the Senior

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Tutor, the Undergraduate Liaison Officer and the Director of Undergraduate Studies. Information may also be
available online and in the College Library.

You will not be committed to your choice of optional module until the completion of your examination entry at the
beginning of Term 2.

SECOND YEAR COURSE STRUCTURE

Term 1: ALL 4 COMPULSORY

MULTIVARIABLE REAL ANALYSIS ALGEBRA 2 PROBABILITY AND

CALCULUS M2PM1 M2PM2 STATISTICS 2
M2AA2 M2S1
ECTS Value - 7 ECTS Value - 7 ECTS Value - 7 ECTS Value - 7

Term 2: 3 COMPULSORY, 1 OPTIONAL

INTRODUCTION TO COMPLEX DIFFERENTIAL

NUMERICAL a ANALYSIS EQUATIONS
ANALYSIS M2PM3 M2AA1
M2AA3
ECTS Value - 7 ECTS Value - 7
ECTS Value - 7

NON-LINEAR METRIC SPACES STATISTICAL

OPTIONS WAVES AND TOPOLOGY MODELLING 1
M2AM M2PM5 M2S2
ONE FROM ECTS Value - 7 ECTS Value - 7 ECTS Value - 7

Term 3: REVISION CLASSES/EXAMINATIONS

GROUP PROJECT
M2R

(Half-module)
IMPERIAL
ECTS Value - 5
HORIZONS

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IMPERIAL HORIZONS
The College has created the ‘Imperial Horizons’ programme to broaden students’ education and enhance their
career prospects. This programme is open to all undergraduate students.

The Department of Mathematics always endeavours to avoid timetabling Mathematics modules during the times
allocated for Horizons modules.

Note that modules on this programme do not contribute to degree Honours marks but they do have an
ECTS value of 6.

Further information about the ‘Horizon’ programme can be viewed online at:
http://www3.imperial.ac.uk/horizons

EXAMINATIONS
In May/June there is one written examination in each of M2AM, M2AA1, M2AA2, M2AA3, M2PM1, M2PM2,
M2PM3, M2PM5, M2S1, M2S2. The modules generally have an assessed coursework/progress test element
which is limited to 10% of the overall assessment in each case.

Students who do not obtain Passes in examinations at the first attempt will be expected to attend resit
examinations where appropriate. September resits are available to Second Year students followed by resit
opportunities the following May/June. Two resit attempts are normally available to students.

Resit examinations are for Pass credit only – a maximum mark of 40 percent (College scale) will be
credited. Once a Pass is achieved, no further attempts are permitted.

Students who have not achieved the required Passes by the beginning of the new academic year are required
by College to spend a year out of attendance. During this time they are not considered College students. This
may create a number of issues and hold visa implications.

M2R GROUP PROJECT AND MINI-CONFERENCE

After the examinations in Term 3 there is the M2R Group Project, which counts in the assessment of Honours
and must be passed for progression into the Third Year. The M2R Group Project has oral and collaborative
elements and it counts for marks up to the equivalent of half of one of the lectured modules.

Students are asked to select a broad subject area in which they wish to do a project and are allocated an
appropriate group and a staff supervisor. A written project must be produced, for which all group members
usually get the same mark. All groups then present their work orally at a mini-conference towards the end of
term. An individual oral mark is then added to the written mark.

There is normally no resit opportunity within the session for the M2R Group Project

PROGRESSION TO THE THIRD YEAR

It is normally required that students pass ALL programme elements (including the M2R Group Project) in order
to proceed into the Third Year.

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MARKS, YEAR TOTALS AND YEAR WEIGHTINGS

What follows is a brief summary – more details of these topics can be found in the Scheme for the Award of
Honours online at:
https://www.imperial.ac.uk/natural-
sciences/departments/mathematics/study/students/undergraduate/programme-information/

(information for 2018-2019 will be updated over the summer of 2018).

Within the Department each total module assessment is rescaled so that overall performances in different
modules may be compared. From 2017-18, all marks will be computed on the College scale, rather than the
Mathematics scale used in previous years. The rescaling onto the scale 0 – 100 marks is such that 40 then
corresponds to the lowest Pass mark and 70 corresponds to the lowest First Class performance.

Marks from the eight lectured modules and the M2R project taken in the second year are combined (with M2R
weighted half that of a lectured module) into a year total expressed as a percentage.
st nd rd
For three year BSc codings, the 1 : 2 : 3 year weightings are 1 : 3 : 5.

For the four year MSci codings G103 the year weightings are 1 : 3 : 4 : 5.

For G104 students who first enrol in the Department from 2017-18 onwards,
the year weightings are 1 : 3: 3 : 5.

These differences in year weighting reflect the increasing level of mathematical complexity.

ECTS
To comply with the European ‘Bologna Process’, degree programmes are required to be rated via the European
Credit Transfer System (ECTS) – which is based notionally on hour counts for elements in the degree. In
principle, 1 ECTS should equate to around 25 hours of study (including examinations and private study).

Each Second Year mathematics module has an ECTS value of 7 with M2R having an ECTS value of 5. First
Year mathematics modules have an ECTS value of 6.5 except for M1R which has an ECTS value of 4.5 and
M1C which has an ECTS value of 4. Language modules, taken by G104 Mathematics with a Year in Europe
students, have an ECTS value of 6.

ECTS ratings of Department of Mathematics courses and degrees can be viewed online at:
http://www.imperial.ac.uk/natural-sciences/departments/mathematics/study/students/undergraduate/programme-
information/

MSci students who wish to increase their ECTS counts from roughly 240 to 270 must undertake
additional study over the summer vacations of their Second and Third Years. Contact the Director of
Undergraduate Studies for further information.

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SECOND YEAR MATHEMATICS SYLLABUSES
COMPULSORY MODULES
M2AA1 DIFFERENTIAL EQUATIONS

Dr M. Rasmussen
Term 2

Differential equations play a key role in both pure and applied mathematics and also in many applications
in physics, engineering, biology, economics, etc. Usually it is impossible to solve differential equations explicitly.
In this course it is shown when solutions exist, and information is obtained about these solutions
without necessarily having an explicit expression for these solutions.

Topics:
* Contraction theorem: a general method in analysis for proving that solutions exist
* Existence and uniqueness of solutions of ODEs
* Linear systems
* Power series solutions
* Boundary value problems and Sturm-Liouville problems
* Nonlinear theory
* Dynamical Systems

M2AA2 MULTIVARIABLE CALCULUS

Dr A. Walton
Term 1

The calculus of functions of several independent variables is developed in this module, together with an
introduction to partial differential equations. The importance of these ideas is emphasized by the inclusion of a
number of applications in Science and Engineering.

• Vector Calculus. Preliminary ideas and some revision of vectors: tensor notation and
the summation convention. Gradient: components of grad in different coordinate systems,
tangent planes, divergence and curl, operations with the gradient, the Laplacian, scalar and
vector fields. Line integrals: conservative forces, circulation. Surface integrals: definition,
projection theorem. Volume integrals: definition. Results relating line, surface and volume
integrals: Green’s theorem, flux, the divergence theorem, Gauss’ theorem, Stokes’ theorem.
Curvilinear coordinates: implicit/inverse function theorems, line and volume elements, gradient, divergence, curl,
Laplacian. Changes of variable in surface integration: Jacobian.
• Fourier series: orthonormal systems, periodic functions, even and odd functions, fullrange series, the Gibbs
phenomenon, Parseval’s theorem, half-range series, integration and
differentiation of Fourier series, exponential form.
• Fourier transforms: exponential, cosine and sine transforms, elementary properties, convolution theorem,
energy theorem, Dirac delta function.
• Partial differential equations: the wave equation: method of separation of variables, use of
Fourier transforms, D’Alembert’s solution; the heat equation: solution using same methods
as above; Laplace and Poisson equation: types of boundary conditions, uniqueness of solution, point sources,
Green’s functions, method of images.

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M2AA3 INTRODUCTION TO NUMERICAL ANALYSIS

Dr R. Nurnberg
Term 2

An important applied analysis module leading also to an introduction to some of the standard algorithms in
numerical analysis.
n
Orthogonality: Inner/outer products on R , review linear dependence/independence, orthogonal/orthonormal
vectors, classical Gram-Schmidt, orthogonal matrices, Givens rotations, QR factorization, Cauchy-Schwartz
inequality.
n
Gradients/Hessians: Taylor series for f: R à R, classification of stationary points, positive definite matrices,
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generalised inner products on R , Cholesky factorization of symmetric positive definite matrices.
Least Squares Problems: Normal equations and QR approach for overdetermined systems Ax=b, inner
products on a general vector space, least squares problems, Gram matrices, Hilbert matrix.
Orthogonal Polynomials: Monic orthogonal polynomials, three term recurrence relationship, best approximation
by polynomials in inner product induced norms, Chebyshev and Legendre polynomials. Fourier series.
Polynomial Interpolation: Lagrange, Newton and canonical forms of interpolating polynomial, existence and
uniqueness, divided differences, error analysis, Runge phenomenon.
Mini-Max Approximation: Best approximation by polynomials in the uniform sense, Chebyshev equioscillation
theorem, optimal interpolation points – zeros of Chebyshev polynomial.
Gaussian Quadrature: Optimal sampling points – zeros of corresponding polynomial.
Visualisation through Matlab commands and graphics.

M2PM1 REAL ANALYSIS

Dr J. Nicaise
Term 1

The aim of this module is to provide a rigorous foundation for the differential and integral calculus.

Review of differentiation of functions in one variable: Rolle’s theorem, mean value theorem, Taylor’s theorem.

Uniform continuity and convergence: definitions and applications.

Integration in one dimension: the Darboux integral; the fundamental theorem of calculus; interchanging limits;
applications.
n m
Differentiation of functions from R to R : definition, directional derivatives, Schwartz theorem; inverse function
theorem.
n
Multi-variable integration: the Darboux integral on R ; Green’s theorem in the plane.

M2PM2 ALGEBRA 2

Prof M. Liebeck
Term 1

A continuation from Algebra I in Groups, Rings and Linear Algebra.

Groups: Homomorphisms, isomorphisms, normal subgroups, first isomorphism theorem. Fundamental theorem
of abelian groups, groups of small order. Group actions, Burnside’s lemma, applications.
Linear algebra: Direct sums, quotient spaces. Determinants, minimal polynomials, Cayley-Hamilton theorem.
Canonical forms of matrices, Jordan normal form, rational canonical form. Further topics in ring theory.

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M2PM3 COMPLEX ANALYSIS

Prof A. Laptev
Term 2

This module concerns continuity, differentiation and integration of complex valued functions, with applications to
real integration.

The complex numbers; algebraic and metric structure. Sequences and series of complex numbers. Power
series. Exponential, Trigonometric and Logarithmic functions. Complex functions; continuity, differentiability,
behaviour on compact sets.
Functions defined by power series. Line integrals, theorem of the primitive, the ML inequality.
Cauchy’s Theorem for a triangle, a star domain; computation of real integrals. Local theory for analytic
functions; uniform convergence of Power Series, Cauchy’s Integral Formula, Taylor’s Theorem, Cauchy
Estimates. Liouville’s Theorem.
The Fundamental theorem of Algebra. Zeros of Analytic Functions. Functions analytic in an annulus, Laurent’s
expansion. Maximum Modulus Principle, Principle of the Argument, Rouche’s Theorem, Conformal mappings,
Möbius transformations, Univalent functions.
Classification of Singularities. The Residue Theorem; more real integrals!

M2S1 PROBABILITY AND STATISTICS 2

Dr C. Hallsworth
Term 1

This module extends the ideas met in M1S and introduces the distributional results needed for the study of
statistical inference and applied probability.

Probability spaces. Finite and countable Additivity. Univariate and multivariate random variables.
Transformations of random variables and order statistics. Marginal, joint, and conditional distributions and their
moments. Covariance, correlation, and independence. Families of distributions including multinomial and
multivariate normal distributions. Exponential and Location-scale families. Hierarchical and mixture models.
Statistics and sampling distributions. Randomized experiments. Estimators and estimates. Method of moments
and maximum likelihood. Confidence intervals and pivots. Frequency-based evaluation of estimators and
confidence intervals. Bayesian statistical inference. Convergence in distribution and the central limit theorem.
Convergence in probability and the law of large numbers. Moment generating functions. Inequalities.

OPTIONAL MODULES
M2AM NON-LINEAR WAVES

Prof J. Carrillo
Term 2

This module considers the dynamics of a continuous medium or fluid. One dimensional flows and waves are
considered in detail to model gas dynamics and water waves as well as models of traffic flow. Shock formation
and propagation in single or two by two systems of conservation laws are developed and solutions constructed
for different problems. The course concludes with the theory of water waves including progressing and standing
waves.

The continuum hypothesis and fluid particles.

Eulerian and Lagrangian descriptions of ID fluid motion.
Fluid acceleration, material derivative.
Simple problems in finding position, given velocity and vice versa.
Conservation of mass, equation of continuity.
Pressure and gravitational forces.
Conservation of momentum – Euler’s equation.
Non-linear solutions leading to kinematic wave equation and general implicit solution.

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Wave steepening. The Burgers equation.
Method of characteristics.
Shocks and weak solutions: Rankine-Hugoniot conditions, shock evolution equation.
Ideal gas dynamics: linear and non-linear problems leading to same equations as above.
Application to traffic flow (or something similar).
Application to physiological flows, river flows and hydraulic jumps – all leading to similar equations to those
already studied.
Shallow water waves, systems of hyperbolic PDEs, Riemann invariants.
Dam break problems. Advancing and receding piston problems.
The equations of water waves.
Gravity-capillary water waves.
Dispersion relations, wave-packets, group velocity.
Standing waves, travelling waves and particle paths.

M2PM5 METRIC SPACES AND TOPOLOGY

Prof A. Skorobogatov
Term 2

This module extends various concepts from analysis to more general spaces.

Metric spaces. Convergence and continuity. Examples (Euclidean spaces, function spaces; uniform
convergence). The open sets in a metric space; equivalent metrics. Convergence and continuity in terms of
open sets: topological spaces. Subspaces. Hausdorff spaces. Sequential compactness; compactness via open
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covers; compact spaces; determination of compact subspaces of R . Completeness in metric spaces.
Relationship between compactness and completeness. Connected and path connected spaces; equivalence of
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these notions for open sets in R . Winding numbers, definition of fundamental group, its computation for the
circle. Example: proof of fundamental theorem of algebra.

M2S2 STATISTICAL MODELLING 1

Dr B. Calderhead
Term 2

Traditional concepts of statistical inference, including maximum likelihood, hypothesis testing and interval
estimation are developed and then applied to the linear model that arises in many practical situations.

Maximum likelihood estimation, likelihood

ratio tests and their properties, confidence intervals.
Linear models - including non-full rank models: estimation, confidence intervals and
hypothesis testing. The analysis of variance.

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DEGREE COURSE CODING REQUIREMENTS
All modules within the Department are registered for G100, G103 Mathematics. To qualify for any degree a
student must satisfy the overall College requirements.

As well as the regular G100 degree, the department offers several specialist degree codings. To qualify for the
BSc codings G102, G125, G1F3, G1G3, G1GH, GG31, a suitable number of modules must eventually be
passed from subsets of the general list as follows:

G102 4 from Mathematics with Mathematical Computation

M3N3, M3N4, M3N7, M3N9, M3N10, M3SC, M3R, M3C, M3A50.
G125 6 from Mathematics (Pure Mathematics)
M2PM5, M3P5, M3P6, M3P7, M3P8, M3P10, M3P11, M3P12, M3P14,
M3P15, M3P17, M3P18, M3P19, M3P20, M3P21, M3P22, M3P23,
M3P60, M3P65, M3PA50, M3R.
G1F3 6 from Mathematics with Applied Mathematics/Mathematical Physics
M2AM, M3A2, M3A4, M3A6, M3A10, M3PA16, M3F22, M3A28, M3A29,
M3A49, M3A50, M3A52, M3PA34, M3M6, M3M7, M3M11, M3PA23,
M3PA24, M3PA48, M3SC, M3R.
G1G3 6 from Mathematics with Statistics
M2S2, M3S1, M3S2, M3S4, M3S8, M3S9, M3S10, M3S12, M3S14,
M3S16, M3S17, M3R.

G1GH 6 from Mathematics with Statistics for Finance

M2S2, M3F22, M3S1, M3S2 M3S4, M3S7, M3S8, M3S9, M3S14,
M3S16, M3S17, M3SC, M3R.
GG31 6 from Mathematics, Optimisation and Statistics
M2S2, M3N9, M3S1, M3S2, M3S4, M3S8, M3S9, M3S14, M3S16,
M3S17, M3SC, M3R.

It is generally possible to swap between the above BSc codings, subject to the stated requirements, at a fairly
late stage.

As part of the continuing review of the undergraduate programme of study, amendments to this list can be
expected, including changes in module numbering. Not all of the individual modules listed are offered every
session. The above are the normal requirements – the Department has the discretion to modify them.

THIRD AND FOURTH YEAR

rd th
In the 3 and 4 years there is a vast selection of optional modules, though the Third and Fourth Year
syllabuses substantially overlap. Third and fourth year examinations are normally 2 and 2.5 hours respectively.

For details of the current Third and Fourth Year programmes, see the relevant online documentation on the
MathsCentral Blackboard site and online at:

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http://www.imperial.ac.uk/natural-sciences/departments/mathematics/study/students/undergraduate/programme-
information/
th
M4R Project: In the 4 year of an MSci, a substantial M4R project is required, equivalent to 2 lectured modules.

G104: For the Mathematics with a Year Abroad course G104 the Third Year is spent studying at a host
institution elsewhere. On the rare occasion that a G104 student performs very poorly in their year away, they
may, at the discretion of the Senior Tutor, be transferred onto a BSc on their return.

CHANGE OF PROGRAMME – Tier 4 visa holders.

Holders of Tier 4 visas who are considering changing, or who are required to change between BSc and MSci
programmes should consult the information available at:

http://www.imperial.ac.uk/study/international-students/visas-and-immigration/changes-to-course-of-study/

and contact the International Student Support Team if necessary.

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