Course listing 2012-2013

Course listing Applied Mathematics by code

		Quartile
Code	Course	1	2	3	4	EC	Chair
191506302	Applied functional analysis¹	23, 36¹				6	AAMP¹
191509103	Advanced modelling in science			2N		6	AAMP
191511430	Seminar mathematical physics	X	X	X	X	5	AAMP
191515301	Continuous time finance²	X				5	FE
191515401	Computational methods in finance²	X				5	FE
191515900	Interest rate and credit derivatives²		X			5	FE
191520751	Graph theory		X			5	DMMP
191521800	Game theory	X				5	DMMP, SOR
191531400	Applied statistics			2N		6	HS
191531750	Stochastic processes¹	23, 36¹				6	SOR¹
191531870	Queueing theory			2N		6	SOR
191531920	Markov decision theory and algorithmic methods		X			5	SOR
191531940	Network of queues				X	5	SOR
201200207	Capita selecta operations research			X		5	SOR, DMMP
191550105	Theory of PDE		X			5	AAMP
201200155	PDE I			X		6	NACM
191551150	Numerical techniques for partial differential equations		X			5	NACM
191551161	Applied finite element methods for partial differential equations			2N		6	NACM
191551200	Scientific computing¹			23, 36¹		6	NACM¹
201200219	PDE II		X			5	AAMP
191560430	Nonlinear dynamics		X			5	AAMP
191560671	Robust control			X		5	HS
191561560	Systems and control	2N				6	HS
191561620	Optimal control			X		5	HS
191570401	Measure and probability¹	36¹				6	HS¹
201200135	Random signals and filtering			X		5	HS
191571090	Time series analysis	X				5	HS
191571200	Hybrid dynamical systems				X	5	HS
191571501	Stochastic differential equations			2N		6	HS
191580800	Scheduling			2N		6	DMMP
191581100	Discrete optimization	2N, 36¹				6	DMMP¹
191581200	Continuous optimization	2N, 36¹				6	DMMP¹
191581420	Optimization modelling			X		5	DMMP

¹ A subject cannot be chosen both as a common subject as well as a chair subject

² Only for students with specialization Financial Engineering

23	choice of 2 out of 3 (3TU core programme)
36	choice of 3 out of 6 (Common subjects)
2N	choice from the national courses (to be found at http://www.mastermath.nl )
AAMP	Applied Analysis and Mathematical Physics
DMMP	Discrete Mathematics and Mathematical Programming
HS	Hybrid Systems
NACM	Numerical Analysis and Computational Mechanics
SOR	Stochastic Operations Research
FE	Financial Engineering