Eligibility

You will need an aptitude for mathematics for the Computational Applied Mathematics MSc programme and should have done some mathematics as part of your undergraduate degree.  It is important that you have mastered the items below before starting the programme.

Algebra:

• Manipulation of algebraic equations
• Equalities and inequalities
• Sequences: limits and series

Linear Algebra:

• Matrix operations: multiplication, transposition, inversion
• Solving systems of simultaneous linear equations
• Vector spaces
• Inner products and norms

Analysis:

• Continuity and differentiability
• Partial differentiation
• Taylor expansion
• Multi-variable calculus
• Maximisation and minimisation
• Techniques of integration
• Integral transforms
• Coordinates and graphs

Differential equations:

• Solution of linear systems
• Standard solution techniques
• Existence and uniqueness
• Flows and phase portraits
• Linearisation
• Basic stochastic differential equations

Probability:

• Continuous probability spaces
• Joint, conditional, and marginal probability densities
• Expectation and conditional expectation
• Bayes’ formula
• Basic notions of stochastic processes, Markov property
• Basic familiarity with forward and backward Kolmogorov equations

It is important for you to be able to use computers fluently to model and analyse new problems. This will involve programming in a high-level language.  Applicants should have the following as part of an earlier degree:

• an undergraduate programming course (in any language e.g. MATLAB, C, Java, Python, Fortran) passed with a good grade
• an understanding of flow control
• the ability to use methods/functions

You must demonstrate English language competency at a level that will enable you to succeed in your studies, regardless of your nationality or country of residence. Full details of the requirements are provided in the "Entry requirements" section of the Postgraduate Degree Finder.