6 points, SCA Band 2, 0.125 EFTSL
Undergraduate - Unit
Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.
- Second semester 2019 (On-campus)
Students must be enrolled in the Master of Financial Mathematics or have passed one of the following units:or
This unit examines two particular classes of ordinary differential equations: dynamical systems and boundary-value problems. The investigation of boundary-value problems considers Sturm-Liouville eigenvalues problems and orthogonal polynomials, shooting and direct matrix methods for the numerical investigation of boundary-value problems and iterative matrix methods. The second topic of dynamical systems considers analytical and numerical methods for planar autonomous systems, classification of critical points using eigenvalues and eigenvectors and perturbation methods for periodic and nearly periodic motion. Programming skills are developed in the context of the analytic and numerical investigation of advanced ordinary differential equations using MATLAB.
On completion of this unit students will be able to:
- Understand the importance of differential equations in modelling;
- Understand and solve Sturm-Liouville eigenvalue problems and use orthogonal polynomials to find exact solutions of boundary-value problems;
- Solve linear ordinary differential equations using series methods and Green's functions;
- Apply both analytical and numerical methods for the solution of planar autonomous systems;
- Classify critical points using eigenvalues and eigenvectors;
- Use perturbation methods for periodic and nearly periodic motion.
NOTE: From 1 July 2019, the duration of all exams is changing to combine reading and writing time. The new exam duration for this unit is 3 hours and 10 minutes.
End of semester examination (3 hours): 60% (Hurdle)
Continuous assessment: 40% (Hurdle)
Hurdle requirement: To pass this unit a student must achieve at least 50% overall and at least 40% for both the end-of-semester examination and continuous assessment components.
Three 1-hour lectures and one 2-hour applied class per week
See also Unit timetable information