[Module Description, Department of Mathematics, NUS, 2014/15]

1/43

GEK1505 Living With Mathematics

Modular Credits: 4
Workload: 3-1-0-3-3
Prerequisite(s): Nil
Preclusion(s): Mathematics majors, Applied Mathematics majors, Computational Finance majors, Quantitative
Finance majors, Mathematics with Management Science majors, Physics majors, second major in
Mathematics, second major in Financial Mathematics
Cross-listing(s): Nil
The objective of this course is to exhibit some simple mathematical ideas that permeate a modern society and
to show how a reasonably numerate person can use these ideas in everyday life and, in the process, gain an
appreciation of the beauty and power of mathematical ideas. This course is intuitive in approach and should
help the student to develop enough confidence in confronting many of the problems in daily life that require
more than the usual amount of computing work. Topics covered are: reasoning, counting, modular arithmetic,
codes, cryptography, chances, visualizing.

GEK1506 Heavenly Mathematics: Cultural Astronomy

Modular Credits: 4
Workload: 3-1-0-3-3
Prerequisite(s): Nil
Preclusion(s): Nil
Cross-listing(s): Nil
The goal of this course is to study astronomy in a cultural context. We will look at questions like: How is the
date of Chinese New Year determined? Why do the Muslim and Chinese months start on different days? Will
the Moon ever look like it does on the Singapore flag? What date of the year is the earliest sunrise in
Singapore? How did ancient sailors navigate? After taking this course you will become conscious of the
motion of the Sun and the Moon, and notice and question things you have earlier taken for granted. You will
appreciate mankinds struggle through the ages and throughout the world to understand the mathematics of
the heavens.

GEK1517 Mathematical Thinking

Modular Credits: 4
Workload: 3-1-0-2-4
Prerequisite(s): Nil
Preclusion(s): Nil
Cross-listing(s): Nil
The objectives of this course are to introduce basic notions in mathematics and to develop thinking skills in
terms of ideas and criticism. Illustrated by simple examples and with wonderful developments, the course is
especially designed to inspire students to apply imagination and creativity in understanding mathematics.
Major topics to be covered: What do we think of mathematics? Basic models of mathematics: Definition,
Theorem, Proof, Speculation, Idea-criticism (each with elementary examples). Major Facilities for
Mathematical Thinking: Human Language; Vision, Spatial Sense and Motion Sense; Logic and Deduction;
Intuition, Association and Metaphor; Stimulus Response; Process and Time. Critical Reasoning-Conjectures
and Refutations. Post-Critical Facets: Fact-Knowledge-Personal Use of Imagination; Connoisseurship,
Conviviality, Serendipity. Selected topics on Mathematics in Information Technology and Life Sciences.
Target: Students with GCE O Level Mathematics.

GEK1531 Introduction to Cybercrime

Modular Credits: 4
Workload: 3-0-0-4-3
Prerequisite(s): Nil
Preclusion(s): Nil
Cross-listing(s): Nil
The internet has become the most widely-used medium for commerce and communication as its infrastructure
can be quickly and easily set up to link to the worldwide network and access information globally. Its growth
over the last few years has been phenomenal. With these activities, countries are beginning to recognise that
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

2/43

this new technology can not only expand the reach and power of traditional crimes, but also breed new forms
of criminal activity. On the successful completion of this module, students should gain sufficient baseline
knowledge to be able to identify, assess, and respond to a variety of cybercrime scenarios, including industrial
espionage, cyber-terrorism, communications eavesdropping, computer hacking, software viruses, denial-ofservice, destruction and modification of data, distortion and fabrication of information, forgery, control and
disruption of information. Students will also learn about countermeasures, including authentication, encryption,
auditing, monitoring, technology risk management, intrusion detection, and firewalls, and the limitations of
these countermeasures. Finally, students will examine how Singapore and international laws deal with various
computer-related crimes.

GEK1544 The Mathematics of Games

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): Nil
Preclusion(s): Engineering students, Mathematics majors, Applied Mathematics majors, Computational
Finance majors, Quantitative Finance majors, second major in Mathematics, second major in Financial
Mathematics, Statistics major, second major in Statistics, Physics majors
Cross-listing(s): Nil
The course introduces and develops some of the important and beautiful mathematics needed for critical
analysis of various games. Selected real-life social games are treated in ways that bring out their
mathematical creativity. Major topics covered in the course range from predictable concepts of chances,
expectation, binomial coefficients, and elementary non-zero sum and non-cooperative game theory developed
by von Neumann and Nash.

MA1100 Fundamental Concepts of Mathematics

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): GCE A Level or H2 Mathematics or equivalent or [GM1101 and GM1102] or MA1301 or
MA1301FC
Preclusion(s): MA1100S, GM1308, CS1231, CS1231S, CS1301, EEE students, CEG students, CPE students,
MPE students, COM students, CEC students
Cross-listing(s): Nil
This module introduces the language, notions, and methods upon which a sound education in mathematics at
the university level is built. Students are exposed to the language of mathematical logic, the idea of rigorous
mathematical proofs and fundamental mathematical concepts such as sets, relations and functions.
Major topics: Elementary logic, mathematical statements, set operations, relations and functions, equivalence
relations, elementary number theory.

MA1101R Linear Algebra I

Modular Credits: 4
Workload: 3-1-1-0-6
Prerequisite(s): GCE A Level or H2 Mathematics or MA1301 or MA1301FC
Preclusion(s): EG1401, EG1402, MA1101, MA1311, MA1506, MA1508, FOE students
Cross-listing(s): Nil
This module is a first course in linear algebra. Fundamental concepts of linear algebra will be introduced and
n
investigated in the context of the Euclidean spaces R . Proofs of results will be presented in the concrete
setting. Students are expected to acquire computational facilities and geometric intuition with regard to vectors
and matrices. Some applications will be presented. Major topics: Systems of linear equations, matrices,
determinants, Euclidean spaces, linear combinations and linear span, subspaces, linear independence, bases
and dimension, rank of a matrix, inner products, eigenvalues and eigenvectors, diagonalisation, linear
transformations between Euclidean spaces, applications.

MA1102R Calculus
Modular Credits: 4
Workload: 3-1-1-0-6
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

3/43

Prerequisite(s): GCE A Level or H2 Mathematics or MA1301 or MA1301FC

Preclusion(s): EE1401, EE1461, EG1401, EG1402, CE1402, MA1102, MA1312, MA1505, MA1505C,
MA1507, MA1521, CEC students, COM students who matriculated on and after 2002 (including poly 2002
intake), FOE students
Cross-listing(s): Nil
This is a course in single-variable calculus. We will introduce precise definitions of limit, continuity, the
derivative and the Riemann integral. Students will be exposed to computational techniques and applications
of differentiation and integration. This course concludes with an introduction to first order differential
equations.
Major topics: Functions, precise definitions of limit and continuity. Definition of the derivative, velocities and
rates of change, Intermediate Value Theorem, differentiation formulas, chain rule, implicit differentiation,
higher derivatives, the Mean Value Theorem, curve sketching. Definition of the Riemann integral, the
Fundamental Theorem of Calculus. The elementary transcendental functions and their inverses. Techniques
of integration: substitution, integration by parts, trigonometric substitutions, partial fractions. Computation of
area, volume and arc length using definite integrals. First order differential equations: separable equations,
homogeneous equations, integrating factors, linear first order equations, applications.

MA1104 Multivariable Calculus

Modular Credits: 4
Workload: 3-1-1-0-6
Prerequisite(s): MA1102 or MA1102R or MA1505 or MA1505C or MA1521 or EE1401 or EE1461 or EG1402
Preclusion(s): MA1104S, MA2207, MA2221, MA2311, MA3208, GM2301, MQ2202, MQ2102, MQ2203,
PC1134, PC2201, MA1507, MPE students
Cross-listing(s): Nil
This is a module on the calculus of functions of several real variables, applications of which abound in
mathematics, the physical sciences and engineering. The aim is for students to acquire computational skills,
ability for 2- and 3-D visualisation and to understand conceptually fundamental results such as Greens
Theorem, Stokes Theorem and the Divergence Theorem. Major topics: Euclidean distance and elementary
2
3
topological concepts in R and R , limit and continuity, implicit functions. Partial differentiation, differentiable
functions, differentials, chain rules, directional derivatives, gradients, mean value theorem, Taylors formula,
extreme value theorem, Lagrange multipliers. Multiple integrals and iterated integrals change of order,
applications, change of variables in multiple integrals. Line integrals and Greens theorem. Surface integrals,
Stokes Theorem, Divergence Theorem.

MA1301 Introductory Mathematics

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): Pass in GCE O Level Additional Mathematics or GCE AO Levels or H1 Mathematics
Preclusion(s): Those with A-level or H2 passes in Mathematics or who have passed any of the modules
MA1101R, MA1102R, MA1301FC, MA1505, MA1506, MA1507, MA1508, MA1521, MA1311, MA1312,
MA1421, MPE students
Cross-listing(s): Nil
This module serves as a bridging module for students without 'A' - level mathematics. Its aim is to equip
students with appropriate mathematical knowledge and skill so as to prepare them for further study of
mathematics-related disciplines. At the end of the course, students are expected to attain a level of proficiency
in algebra and calculus equivalent to the GCE Advanced Level. Major topics: Sets, functions and graphs,
polynomials and rational functions, inequalities in one variable, logarithmic and exponential functions,
trigonometric functions, sequences and series, techniques of differentiation, applications of differentiation,
maxima and minima, increasing and decreasing functions, curve sketching, techniques of integration,
applications of integration, areas, volumes of solids of revolution, solution of first order ordinary differential
equations by separation of variables and by integrating factor, complex numbers, vectors.

MA1311 Matrix Algebra

Modular Credits: 4
Workload: 3-1-0-0-6
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

4/43

Prerequisite(s): GCE AO Levels or H1 Mathematics or MA1301 or MA1301FC

Preclusion(s): MA1101R, MA1506, MA1508, FOE students
Cross-listing(s): Nil
This module introduces the basic concepts in matrix algebra which has applications in science, engineering,
statistics, economics and operations research. The main objective is to equip students with the basic skills in
computing with real vectors and matrices. Specially designed for students not majoring in mathematics, in
particular those who read a minor in mathematics, it is also suitable for students who are keen to pick up
mathematical skills that will be useful in their own areas of studies. Major topics: Gaussian elimination,
solutions to simultaneous equations, matrices, vectors, special matrices, matrix inverses, linear
independence, rank, determinants, vectors in geometry, and cross product, introduction to eigenvalues and
eigenvectors.

MA1312 Calculus with Applications

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): GCE AO Levels or H1 Mathematics or MA1301 or MA1301FC
Preclusion(s): MA1102R, MA1505, MA1505C, MA1521, FOE students
Cross-listing(s): Nil
This module contains the main ideas of calculus that are often encountered in the formulation and solution of
practical problems. The approach of this course is intuitive and heuristic. The objective is to develop a
competent working knowledge of the main concepts and methods introduced. This module is also designed
for students who intend to do a minor in mathematics or for those who are keen to pick up some mathematical
skills that might be useful in their own areas of studies. Major topics: Real numbers and elementary analytic
geometry. Functions, limits, continuity and derivative. Trigonometric functions. Trigonometric functions.
Applications of the derivative. Optimisation problems. Inverse functions. The indefinite integral. The definite
integral. Applications of the definite integral: arc length, volume and surface area of solid of revolution.
Logarithmic and exponential functions. Techniques of Integration. Taylors Formula. Differential equations.
Some applications in Business, Economics and Social Sciences.

MA1421 Basic Applied Mathematics for Sciences

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): GCE AO Levels or H1 Mathematics
Preclusion(s): Majors in Mathematics, Applied Mathematics, Quantitative Finance or Statistics, second major
in Mathematics, Financial Mathematics or Statistics, students who have passed any of the modules
MA1102R, MA1312, MA1505, MA1506, MA1507, MA1521
Cross-listing(s): Nil
The objective of this module is to equip science students with the basic mathematics concepts and techniques
required in many scientific disciplines, notably chemistry. Major topics include mathematical fundamentals
(basics of calculus, matrix algebra and differential equations), graphical, numerical and statistical methods,
and techniques in data processing.

MA1505 Mathematics I
Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): GCE A Level Mathematics or H2 Mathematics or MA1301 or MA1301FC
Preclusion(s): MA1102R, MA1312, MA1507, MA1521, MA2311, MA2501, EE1461, PC2174
Cross-listing(s): Nil
This module provides a basic foundation for calculus and its related subjects required by engineering
students. The objective is to equip the students with various calculus techniques for their engineering courses.
The module emphasises problem solving and mathematical methods in single-variable calculus, sequences
and series, multivariate and vector calculus, and partial differential equations.
Topics:
Introduction. Sets: basic concept and notation, number systems, mathematical induction.
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

5/43

Complex numbers. Argand diagram, trigonometric form of a complex number, polar coordinates, de
Moivres theorem, nth-root of a complex number, Eulers formula.
Calculus of functions of one variable. Limits of functions and sequences, types of limits, the sandwich
theorem, evaluation of limits, continuity of functions, properties of continuous functions. Derivatives,
differentiability: rules and properties, differentiation of transcendental functions, higher order derivatives,
implicit differentiation, increments and differentials, Newtons method, Rolles theorem, mean value
theorem, indeterminate form, lHopitals rule, differential of arc length, curve sketching, extreme values
and points of inflection. Integration as antidifferentiation, fundamental theorem of calculus, basic rules of
integration, integration of polynomial, trigonometric, exponential and logarithmic functions, inverse
functions, integration by substitution, integration by parts, Riemann sum, trapezoidal and Simpsons rule,
applications to area under a curve and volume of solid of revolution.
Sequences and series. Tests of convergence and divergence. Power series in one variable, interval of
convergence, Maclaurin and Taylor series, Taylors theorem with remainder. Fourier series: Euler
formulas for Fourier coefficients of a function, half range expansions.
Vector algebra. Vectors, dot and cross product, vector identities, equations of lines and planes,
applications in geometry and kinematics.
Functions of several variables. Geometric interpretation, continuity, partial derivatives, chain rule,
directional derivatives, normal lines and tangent planes to surfaces, extrema of functions: concavity and
convexity, multiple integrals.
Vector calculus. Curves, tangents and arc length, gradient, divergence and curl, line, surface and volume
integrals, elementary treatment of Greens theorem, divergence theorem, Stokes theorem.
Partial differential equations. Examples such as Laplaces, heat, diffusion and wave equations, reduction
of partial differential equations to ODE using separation of variables, inviscid fluid flow (or potential flow) in
2D, vibration of a guitar string, transient heat flow along a bar.

MA1506 Mathematics II
Modular Credits: 4
Workload: 3-1-1-0-6
Prerequisite(s): Read MA1102R or MA1505 or MA1521
Preclusion(s): MA1101R, MA1311, MA2312, MA1508, MA2501, EE1461, PC2174
Cross-listing(s): Nil
This module introduces the basic concepts of developing mathematical models for engineering systems and
trains students on techniques in differential equations and linear algebra for solving the resulting equations.
The objective is to provide mathematical foundations for numerical solution of complex engineering problems.
This modelling module is to be driven from engineering systems perspective and expose students to
methodology to identify appropriate simplifications in system modelling that lead to simplified mathematical
description from a more comprehensive one. The module develops methods on first and second order
differential equations, linear algebra and Laplace transform based on their applications in engineering
systems.
Topics:
Modelling and first order differential equations. Modelling in engineering, formulation and their
manifestation as differential equations, dynamical system modelling, separation of variable, Eulers
method, solution of first order differential equations and first order linear differential equations, growth and
decay phenomena, linear and nonlinear models, plug flow reactor with first order reaction.
Linear algebra. Matrix algebra, determinants, linear system of equations, matrix inversion, linear
dependence and independence of vectors, basis and dimension, orthogonality, rank of a matrix,
applications in Markov chains and manufacturing economics, determinant and tensor of stress and strain,
component mass balance in a steady-state process.
Modelling and second order differential equations. Harmonic oscillator, method of undetermined
coefficients, forced oscillations, conservation and conversion, RLC, RL, RC circuit modelling, formulation
for heat conduction along a bar, static deformation of a beam, mass-spring-damper vibration, Euler beams
under static loads leading to a fourth-order ordinary differential equation, dispersed plug flow reactor with
first order reaction.
Linear transformations. Properties of linear transformations, eigenvalues and eigenvectors,
diagonalisation, buckling and vibration of beams.
Linear systems of differential equations. Theory of linear DE systems, linear systems with real
eigenvalues, linear systems with nonreal eigenvalues, stability and linear classification, linearisation of
nonlinear systems, coupled heat and mass transfer problems in steady-state flow systems.
Laplace transform. Linear nonhomogeneous problem, variation of parameters, definition and properties,
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

6/43

method of Laplace transform, forced response, applications in engineering systems, solution of differential
equations using Laplace transform, applications in control engineering.

MA1507 Advanced Calculus

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): GCE A Level or H2 Mathematics or equivalent
Preclusion(s): MA1102R, MA1104, MA1505, MA1521, MA2311
Cross-listing(s): Nil
The objective of this module is to provide a foundation for calculus of one and several variables. The module
is targeted at students in the Engineering Science Programme. Topics: brief review of one variable calculus,
sequences and series, tests of convergence and divergence, power series in one variable, interval of
convergence, Maclaurin and Taylor series, Taylors theorem with remainder, lines and planes, functions of
several variables, continuity of functions of several variables, partial derivatives, chain rule, directional
derivatives, normal lines and tangent planes to surfaces, extrema of functions, vector-valued functions,
curves, tangents and arc length, gradient, divergence and curl, line, surface and volume integrals, Greens
theorem, divergence theorem, Stokes theorem.

MA1508 Linear Algebra with Applications

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): GCE A Level or H2 Mathematics or equivalent
Preclusion(s): MA1101R, MA1311, MA1506
Cross-listing(s): Nil
The objective of this module is to inculcate a facility in both linear algebra and its numerical methods. The
module is targeted at students in the Engineering Science Programme. Topics: systems of linear equations,
matrices, determinants, numerical solutions of systems of linear equations, vector spaces, subspaces, linear
independence, basis and dimension, rank of a matrix, orthogonality and orthonormal bases, linear
transformations, eigenvalues and eigenvectors, diagonalisation, numerical methods in approximating
eigenvalues.

MA1521 Calculus for Computing

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): GCE A level Mathematics or H2 Mathematics or MA1301 or MA1301FC
Preclusion(s): MA1102R, MA1312, MA1505, MA1507, MA2501, FoE students
Cross-listing(s): Nil
This module provides a basic foundation for calculus and its related subjects required by computing students.
The objective is to train the students to be able to handle calculus techniques arising in their courses of
specialization. In addition to the standard calculus material, the course also covers simple mathematical
modeling techniques and numerical methods in connection with ordinary differential equations.
Major topics:
Preliminaries on sets and number systems. Calculus of functions of one variable and applications.
Sequences, series and power series. Functions of several variables. Extrema. First and second order
differential equations. Basic numerical methods for ordinary differential equations.

MA2101 Linear Algebra II

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1101 or MA1101R or MA1506 or MA1508 or GM1302 or GM1308
Preclusion(s): MA2101S, MA2101H, MA2201, MA2203, MQ2201, MQ2101, MQ2203
Cross-listing(s): Nil
This module is a continuation of MA1101 Linear Algebra I intended for second year students. The student will
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

7/43

learn more advanced topics and concepts in linear algebra. A key difference from MA1101 is that there is a
greater emphasis on conceptual understanding and proof techniques than on computations.
Major topics: Matrices over a field. Determinant. Vector spaces. Subspaces. Linear independence. Basis and
dimension. Linear transformations. Range and kernel. Isomorphism. Coordinates. Representation of linear
transformations by matrices. Change of basis. Eigenvalues and eigenvectors. Diagonalisable linear operators.
Cayley-Hamilton Theorem. Minimal polynomial. Jordan canonical form. Inner product spaces. CauchySchwartz inequality. Orthonormal basis. Gram-Schmidt Process. Orthogonal complement. Orthogonal
projections. Best approximation. The adjoint of a linear operator. Normal and self-adjoint operators.
Orthogonal and unitary operators.

MA2101S Linear Algebra II (S)

Modular Credits: 5
Workload: 3-2-0-0-8
Prerequisite(s): Departmental approval.
Preclusion(s): MA2101, MA2101H, MA2201, MA2203, MQ2201, MQ2101, MQ2203
Cross-listing(s): Nil
The objective of this module is to develop the learning capabilities and hone the problem solving skills of
talented students at a mathematically deeper and more rigorous level. In addition to the classes of the regular
module, one extra special hour each week will be devoted to solving challenging problems and studying some
additional topics and those topics briefly mentioned in the regular module. The contents of this module will
consist of those in the regular module (MA2101) and the following additional topics: proofs of Jordan Normal
Form Theorem, Cayley Hamilton Theorem, introductory module theory, further applications of linear algebra.

MA2108 Mathematical Analysis I

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1102 or MA1102R or MA1505 or MA1505C or MA1507 or MA1521
Preclusion(s): MA2108S, MA2206, MA2208, MA2221, MA2311, MQ2202, MQ2102, MQ2203, CN2401,
EE2401, ME2492
Cross-listing(s): Nil
The objective of this module is to introduce the student to the contents and methods of elementary
mathematical analysis. The course develops rigorously the following concepts arising from calculus: the real
number system, sequences and series of constant terms, limit and continuity of functions. The emphasis is on
logical rigour. The student will be exposed to and be expected to acquire the skills to read and write
mathematical proofs. Major topics: Basic properties of real numbers, supremum and infimum, completeness
axiom. Sequences, limits, monotone convergence theorem, Bolzano-Weierstrass theorem, Cauchys criterion
for convergence. Infinite series, Cauchys criteria, absolute and conditional convergence, tests for
convergence. Limits of functions, fundamental limit theorems, one-sided limits, limits at infinity, monotone
functions. Continuity of functions, intermediate-value theorem, extreme-value theorem, inverse functions.
(Formerly MA2208 Advanced Calculus II)

MA2108S Mathematical Analysis I (S)

Modular Credits: 5
Workload: 3-2-0-0-8
Prerequisite(s): Departmental approval.
Preclusion(s): MA2108, MA2206, MA2208, MA2221, MA2311, MQ2202, MQ2102, MQ2203, CN2401,
EE2401, ME2492
Cross-listing(s): Nil
The objective of this module is to develop the learning capabilities and hone the problem solving skills of
talented students at a mathematically deeper and more rigorous level. In addition to the classes of the regular
module, one extra special hour each week will be devoted to solving challenging problems and studying some
additional topics and those topics briefly mentioned in the regular module. The contents of this module will
consist of those in the regular module (MA2108) and the following additional topics: conditions equivalent to
the completeness axiom, rearrangement of series, trigonometric series.

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

8/43

MA2202 Algebra I
Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1100 or MA1100S or CS1231 or CS1231S
Preclusion(s): MA2202S, MA3250, MQ3201, CVE students
Cross-listing(s): Nil
This course introduces basic concepts in group theory such as the notion of subgroups, permutation groups,
cyclic groups, cosets, Lagranges theorem, quotient groups and isomorphism theorems.
Major topics: Divisibility, congruences. Permutations. Binary operations. Groups. Examples of groups
including finite abelian groups from the study of integers and finite non-abelian groups constructed from
permutations. Subgroups. Cyclic groups. Cosets. Theorem of Lagrange. Fermats Little Theorem and Eulers
Theorem. Direct products of groups. Normal subgroups. Quotient groups. Isomorphism Theorems.

MA2202S Algebra I (S)

Modular Credits: 5
Workload: 3-2-0-0-8
Prerequisite(s): Departmental approval
Preclusion(s): MA2202, MA3250, MQ3201, CVE students
Cross-listing(s): Nil
The objective of this module is to develop the learning capabilities and hone the problem solving skills of
talented students at a mathematically deeper and more rigorous level. The contents of this module will consist
of those in the regular module (MA2202 Algebra I) and the following additional topics: Group action, group
representations, profinite groups and classical groups

MA2213 Numerical Analysis I

Modular Credits: 4
Workload: 3-1-0-3-3
Prerequisite(s): (MA1102R or MA1312 or MA1507 or MA1505 or MA1521 or EG1402 or EE1401 or EE1461)
and (MA1101R or MA1311 or MA1508 or MA1506)
Preclusion(s): CE2407, ME3291, CN3421, CN3411, CHE students (for breadth requirements), EVE students
(for breadth requirements)
Cross-listing(s): Nil
This is a first course on the theory and applications of numerical approximation techniques. Through the study
of this module, the students will gain an understanding of how in practice mathematically formulated problems
are solved using computers, and how computational errors are analysed and tackled. The students will be
equipped with a number of commonly used numerical algorithms and knowledge and skill in performing
numerical computation using MATLAB. The module is intended for mathematics majors and students from
engineering and physical sciences. It will provide a firm basis for future study of numerical analysis and
scientific computing. Major topics: Computational errors, direct method for systems of linear equations,
interpolation and approximation, numerical integration, use of MATLAB software.

MA2214 Combinatorics and Graphs I

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1100 or MA1101R or MA1311 or MA1506 or MA1508 or CS1231 or CS1231S
Preclusion(s): Nil
Cross-listing(s): Nil
The main objective of this module is to introduce to students fundamental principles and techniques in
combinatorics as well as the basics of graph theory, which have practical applications in such areas as
computer science and operations research. The major topics from combinatorics are: Permutations and
Combinations, Binomial and Multinomial Coefficients, The Principle of Inclusion and Exclusion, Generating
Functions, Recurrence Relations, Special Numbers including Fibonacci Numbers, Stirling Numbers, Catalan
Numbers, Harmonic Numbers and Bernoulli Numbers. The major topics from graph theory are: Basic
Concepts and Results, Bipartite graphs and trees.
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

9/43

MA2216 Probability
Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1102 or MA1102R or MA1312 or MA1507 or MA1505 or MA1505C or MA1521
Preclusion(s): ST2131, ST2334, CE2407
Cross-listing(s): ST2131
The objective of this course is to give an elementary introduction to probability theory for science (including
computing science, social sciences and management sciences) and engineering students with knowledge of
elementary calculus. It will cover not only the mathematics of probability theory but will work through many
diversified examples to illustrate the wide scope of applicability of probability. Topics covered are:
combinatorial analysis, axioms of probability, conditional probability and independence, random variables,
distributions and joint distributions, expectations, central limit theorem.

MA2219 Introduction to Geometry

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1100 or MA1101R or MA1506 or MA1508 or MA1102R or MA1505 or MA1507 or CS1231
Preclusion(s): Nil
Cross-listing(s): Nil
This module gives a first introduction to various kinds of geometries ranging from elementary Euclidean
geometry on the plane, inversive geometry on the sphere, as well as projective geometry and Non-Euclidean
geometry. Topics covered include: Conics, Quadric surfaces, Affine geometry, Affine transformations, Cevas
theorem, Menelaus theorem, Projective geometry, projective transformations, homogeneous coordinates,
cross-ratio, Pappus theorem, Desargues theorem, duality and projective conics, Pascals theorem,
Brianchons theorem, Inversions, coaxal family of circles, Non-Euclidean geometry, Mobius transformations,
distance and area in Non-Euclidean geometry.

MA2288 Basic UROPS in Mathematics I

Modular Credits: 4
Workload: 0-0-0-10-0
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is entirely project based. It allows the student the opportunity to engage in independent learning
and research. It also affords the student the chance to delve into topics that may not be present in the regular
curriculum.

MA2289 Basic UROPS in Mathematics II

Modular Credits: 4
Workload: 0-0-0-10-0
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This provides a continuation of work done in MA2288 and the project should be of two semesters duration.

MA2311 Techniques in Advanced Calculus

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1102R or MA1312 or MA1421 or MA1521
Preclusion(s): MA1104, MA1505, MA1507, MA2108, MA2108S, MPE students, Mathematics majors, Applied
Mathematics majors, Quantitative Finance majors, second major in Mathematics, second major in Financial
Mathematics
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

10/43

Cross-listing(s): Nil
This module applies advanced calculus to practical, computational and mathematical problems. It covers the
approximation of a general function by polynomials, the defining equations of lines and planes, the method to
find maximum or minimum of a function, as well as the calculation of area, volume, surface area, mass, centre
of gravity. The course is for students with advanced calculus background and with interest in the applications
of calculus. Major topics: Sequences. Monotone convergence theorem. Series. Absolute and conditional
convergence. Tests of convergence. Power series and interval of convergence. Taylors series. Differentiation
2
3
and integration of power series. Vector algebra in R and R . Dot product and cross product. Functions of
several variables. Limits and continuity. Partial derivatives. Total differentials. Directional derivatives.
Gradients of functions. Mean value theorem. Taylors formula. Maximum and minimum. Second derivative
test. Vector valued functions of several variables. Jacobians. Chain rule. Tangent planes and normal lines to
3
surfaces in R . Lagranges multiplier method. Multiple integrals. Iterated integrals. Change of order of
integration.. Change of variable formula for multiple integrals.
(Formerly MA2221 Techniques in Advanced Calculus.)

MA2312 Introduction to Differential Equations

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): {MA1101R or MA1311} and {MA1102R or MA1312 or MA1421 or MA1505 or MA1521}
Preclusion(s): MA3220, MA1506, MA2501, Mathematics majors, Applied Mathematics majors, Quantitative
Finance majors, second major in Mathematics, second major in Financial Mathematics
Cross-listing(s): Nil
This module introduces the basic concepts and techniques of differential equations. The objective is to
develop a competent working knowledge of the main concepts and methods introduced. It is designed for
students who read a minor in mathematics or for those who are keen to pick up some mathematical skills that
might be useful in their own areas of studies. Major topics: First-order differential equations. Linear differential
equations of second order or higher. System of linear differential equations. Power series solutions and
Laplace transforms.

MA2501 Differential Equations and Systems

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1507 and MA1508
Preclusion(s): MA1505, MA1505C, MA1506, MA1521, MA2210, MA2312
Cross-listing(s): Nil
This module has subjects in differential equations and how they can be applied in variety of different systems.
The topics include: first-order differential equations, separation of variables, linearity and nonlinearity, growth
and decay phenomena, second-order differential equations, real and complex characteristic roots, forced
oscillations, conservative and non-conservative systems, linear systems with real and complex eigenvalues,
decoupling linear systems, stability and linear classifications, forced equations and systems, Fourier
transforms and applications, nonhomogenous equations, Laplace transforms, stability, feedback and control.
Topics covered: First-order differential equations: dynamical system models, solutions and directional fields,
separation of variables, solving first-order DE. Linearity and nonlinearity: growth and decay phenomena, linear
models: examples, non-linear models: examples. Second-order differential equations: real and complex
characteristic roots, forced oscillations, conservative and non-conservative systems. Linear system of
differential equations: linear systems with real and complex eigenvalues, decoupling linear systems, stability
and linear classifications. Forced equations and systems: Fourier transforms and applications, linear
nonhomogenous equations, laplace transforms, stability, feedback and control.

MA3110 Mathematical Analysis II

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA2108 or MA2108S
Preclusion(s): MA2118, MA2118H, MA2205, MQ3202, MA3110S, ST2236
Cross-listing(s): Nil

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

11/43

This is a continuation of MA2108 Mathematical Analysis I. The objective of this module is to introduce the
student to the contents and methods of elementary mathematical analysis. The course develops rigorously
the following concepts arising from calculus: the derivative, the Riemann integral, sequences and series of
functions. The emphasis is on logical rigour. The student will be exposed to and be expected to acquire the
skills to read and write mathematical proofs. Major topics: Differentiation: the derivative, Mean Value Theorem
and applications, LHospital rules, Taylors Theorem. The Riemann integral: Riemann integrable functions, the
Fundamental Theorem of Calculus, change of variable, integration by parts. Sequences of functions:
Pointwise and uniform convergence, interchange of limits and continuity, derivative and integral, the
exponential and logarithmic functions, the trigonometric functions. Series of functions: Cauchy criterion,
Weierstrass M-test, power series, radius of convergence, term-by-term differentiation.

MA3110S Mathematical Analysis II (S)

Modular Credits: 5
Workload: 3-2-0-0-8
Prerequisite(s): Departmental approval
Preclusion(s): MA2118, MA2118H, MA2205, MQ3202, MA3110
Cross-listing(s): Nil
The objectives of this module are to develop the learning capabilities and hone the problem-solving skills of
talented students at a mathematically deeper and more rigorous level. In addition to lectures and tutorials, one
extra special hour each week will be devoted to solving challenging problems and studying some additional
topics and those topics briefly mentioned in the regular module. The contents of this module will consist of
those in the regular module (MA3110) and the following additional topics: differentiation of vector-valued
functions, Riemann-Stieltjes integral.

MA3111 Complex Analysis I

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA1104 or MA1507) and (MA3110 or MA3110S)
Preclusion(s): MA3111S, EE3002, MPE students
Cross-listing(s): Nil
This module is a first course on the analysis of one complex variable. In this module, students will learn the
basic theory and techniques of complex analysis as well as some of its applications. Target students are
mathematics undergraduate students in the Faculty of Science. Major topics: complex numbers, analytic
functions, Cauchy-Riemann equations, harmonic functions, contour integrals, Cauchy-Goursat theorem,
Cauchy integral formulas, Taylor series, Laurent series, residues and poles, applications to computation of
improper integrals.

MA3111S Complex Analysis I (S)

Modular Credits: 5
Workload: 3-2-0-0-8
Prerequisite(s): Departmental approval
Preclusion(s): MA3111, EE3002, MPE students
Cross-listing(s): Nil
The objective of this module is to develop the learning capabilities and hone the problem-solving skills of
talented students at a mathematically deeper and more rigorous level. The contents of this module will consist
of those in the regular module (MA3111 Complex Analysis I) and the following additional topics: CasoratiWeierstrass Theorem, infinite products of analytic functions, normal families of analytic functions.

MA3201 Algebra II
Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA2202 or MA2202S) and (MA2101 or MA2101S)
Preclusion(s): Nil
Cross-listing(s): Nil

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

12/43

The objective of this module is to provide the essentials of ring theory and module theory. Major topics: rings,
ring isomorphism theorems, prime and maximal ideals, integral domains, field of fractions, factorization,
unique factorization domains, principal ideal domains, Euclidean domains, factorization in polynomial
domains, modules, module isomorphism theorems, cyclic modules, free modules of finite rank, finitely
generated modules, finitely generated modules over a principal ideal domain.

MA3205 Set Theory

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1100 or MA1100S or CS1231 or CS1231S
Preclusion(s): Nil
Cross-listing(s): Nil
This is an introductory mathematical course in set theory. There are two main objectives: One is to present
some basic facts about abstract sets, such as, cardinal and ordinal numbers, axiom of choice and transfinite
recursion; the other is to explain why set theory is often viewed as foundation of mathematics. This module is
designed for students who are interested in mathematical logic, foundation of mathematics and set theory
itself. Major topics: Algebra of sets. Functions and relations. Infinite sets. Induction and definition by recursion.
Countable and uncountable sets. Linear orderings. Well orderings and ordinals. Axiom of choice.

MA3209 Mathematical Analysis III

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3110 or MA3110S
Preclusion(s): MA3213, MA3251
Cross-listing(s): Nil
This module is an introduction to analysis in the setting of metric spaces. There are at least two advantages
by adopting this slightly abstract point of view. First of all, it helps to crystallise fundamental concepts and
elucidate the roles they play in the theory. Secondly, it provides a unified framework for applications of the
results and techniques of mathematical analysis. This module will cover the basic theory of metric spaces and
sample applications to other areas of mathematics. It is highly recommended to students majoring in pure
mathematics and to those who are interested in applied mathematics with an analytical flavour. Major topics:
Euclidean spaces, inner product and Euclidean norm. Metric spaces: definition, examples. Topological
concepts: open sets and closed sets, subspaces, density and separability. Convergence of sequences,
completeness, nowhere dense sets, Baires category theorem and applications. Continuity of functions and
uniform continuity. Compactness: open covers, Heine-Borel Theorem, extreme value theorem. Equivalences
of compactness, sequential compactness, and completeness and total boundeness. Connectedness,
characterisations of subintervals of the real line, intermediate value theorem, path-connectedness.
Contraction mappings, Banachs fixed point theorem and applications. Function spaces: pointwise and
uniform convergence for sequences and series of functions, Weierstrass M-test, boundedness and
equicontinuity, Arzela-Ascoli Theorem. Weierstrass Approximation Theorem and applications.
(Formerly MA3209 Applied Analysis/ Metric Spaces and Applications)

MA3215 Three-Dimensional Differential Geometry

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA1104 or MA1104S or MA2221 or MA1507 or MA1505 or MA2311) and (MA1101R or
MA1311 or MA1506 or MA1508)
Preclusion(s): Nil
Cross-listing(s): Nil
Students of this module will learn how to apply their knowledge in advanced calculus and linear algebra to the
study of the geometry of smooth curves and surfaces in the three dimensional Euclidean space. Major topics:
theory of smooth space curves, differentiable structures on a smooth surface, local theory of the geometry of
smooth surfaces and some selected results on the global theory of the geometry of smooth surfaces.

MA3218 Applied Algebra

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

13/43

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA2101 or MA2101S
Preclusion(s): MA2202, MA2202S, EE4103
Cross-listing(s): Nil
Modern algebra is used in a variety of areas such as coding theory and cryptography. The focus of this
module is to introduce elementary concepts of abstract algebra and some of their applications. Upon
completing this module, the student will have some basic knowledge of modern algebra and an understanding
of some applications such as those in coding theory and cryptography. Major Topics: Integers, binary
operations, groups, cosets, rings, division domain, polynomial rings, fields, finite fields. Introduction to coding
theory, block codes, linear codes, Hamming distances, Hamming codes, Reed-Muller codes, cyclic codes,
Reed-Solomon codes. Introduction to cryptography, substitution ciphers, permutation cipher, block ciphers.
Other applications.

MA3219 Computability Theory

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1100 or MA1100S or CS1231 or CS1231S
Preclusion(s): Nil
Cross-listing(s): Nil
This is an introductory course on the formal theory of computable functions. In particular, we will describe the
notion of computability and answer the question whether every function from N (the set of natural numbers) to
N is computable. Major topics: Turing machines. Partial recursive functions. Recursive sets. Recursively
enumerable sets. Unsolvable problems.

MA3220 Ordinary Differential Equations

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA1104 or MA1505 or MA1507 or MA1521) and (MA1101R or MA1311 or MA1506 or
MA1508) and (MA2108 or MA2108S)
Preclusion(s): MA2312, PC2174
Cross-listing(s): Nil
The study of ordinary differential equations (ODEs) has been a centerpiece in both pure and applied
mathematics, such as in mathematical analysis, dynamical systems and mathematical modeling. The aim of
this module is to give a thorough treatment on the fundamental theory of ODEs and the methods of solving
ODEs. Major topics: Review of first order equations, Basic theory of linear differential equations, Variation of
parameters, Principle of superposition, Wronskian, Abel's formula, Adjoint and self-adjoint equations,
Lagrange and Green's identities, Sturm's separation and comparison theorems, Linear differential systems,
Series solutions of second order linear differential equations, Method of Frobenius, Initial value problems,
Lipschitz condition, Picard's method of successive approximations, Existence and uniqueness of solution,
Gronwalls inequality, Continuous dependence on initial value.

MA3227 Numerical Analysis II

Modular Credits: 4
Workload: 3-1-0-3-3
Prerequisite(s): MA2213 and (MA1104 or MA1506 or MA1507 or MA1505 or MA2311) and (MA2101 or
MA2101S) and (MA2216 or ST2131 or ST2334)
Preclusion(s): ME3291
Cross-listing(s): Nil
This module is a continuation of MA2213 Numerical Analysis I. It introduces and analyzes important numerical
methods for solving linear and nonlinear systems, two-point boundary value problems, as well as Monte Carlo
methods and their applications in such fields as quantitative finance and physics. The module aims at
developing students problem-solving skills in emerging applications of modern scientific computing, and is
intended for mathematics and quantitative finance majors and students from engineering, computer science
and physical sciences. Major topics: Iterative methods for systems of linear equations and their convergence
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

14/43

analysis, numerical solutions of systems of nonlinear equations, methods for solving two-point boundary value
problems, Monte Carlo methods and their applications.

MA3229 Introduction to Geometric Modelling

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA1104 or MA1505 or MA1507 or MA2311) and (MA1101R or MA1506 or MA1508)
Preclusion(s): Nil
Cross-listing(s): Nil
Geometric modelling combines elementary geometry, analysis and computing for applications in various
disciplines in science and technology, such as computer aided design, computer graphics, biomedical
modeling and visualization. The course involves modeling, design and analysis of freeform curves and
surfaces and covers the basic mathematics and algorithms. Topics covered include Bernstein polynomials, de
Casteljau algorithm, Bezier curves, curve splitting, composite Bezier curves, geometric continuity, tensor
product Bezier surfaces; Chaikin's algorithm, uniform Bsplines, refinement equations, uniform B-spline curves
and surfaces, uniform B-spline subdivision algorithms; Non-uniform B-splines, recurrence relations,
derivatives, discrete B-splines, nonuniformm B-spline curves and surfaces, discrete B-spline algorithm,
homogeneous coordinates and projective transformations, non-uniform rational B-splines (NURBS), NURBS
curves and surfaces. NURBS is the current industry standard in computer aided design and computer
graphics.

MA3233 Combinatorics and Graphs II

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA2214
Preclusion(s): Nil
Cross-listing(s): Nil
This is a continuation of MA2214 Combinatorics and Graphs I. The objective is to introduce to students
fundamental principles and techniques in Graph Theory. Major topics: Connectivity, Eulerian Multigraphs and
Hamiltonian Graphs, Matching, Covering and Independence, Vertex Coloring (including basics of Planar
Graphs), Digraphs, Basic Spectral Graph Theory (including Eigenvalues of Graphs and Graph Laplacians).

MA3236 Non-Linear Programming

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1104 or MA1104S or MA1506 or MA1507 or MA2221 or MA1505 or MA2311
Preclusion(s): GM3309, IC3231, BH3214, DSC3214, ISE students
Cross-listing(s): Nil
Optimisation principles are of undisputed importance in modern design and system operation. The objective of
this course is to present these principles and illustrate how algorithms can be designed from the mathematical
theories for solving optimisation problems. Major topics: Fundamentals, unconstrained optimisation: onedimensional search, Newton-Raphson method, gradient method, constrained optimisation: Lagrangian
multipliers method, Karush-Kuhn-Tucker optimality conditions, Lagrangian duality and saddle point optimality
conditions, convex programming: Frank-Wolfe method.

MA3238 Stochastic Processes I

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA1101 or MA1101R or MA1311 or MA1508 or GM1302) and (MA2216 or ST2131)
Preclusion(s): ST3236, ISE students
Cross-listing(s): ST3236
This module introduces the concept of modelling dependence and focuses on discrete-time Markov chains.
Major topics: discrete-time Markov chains, examples of discrete-time Markov chains, classification of states,
irreducibility, periodicity, first passage times, recurrence and transience, convergence theorems and stationary
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

15/43

distributions.

MA3245 Financial Mathematics I

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA1104 or MA1104S or MA1506 or MA1507 or GM1307) and (MA2222 or QF2101)
Preclusion(s): Nil
Cross-listing(s): Nil
This module introduces students to basic option theory and the pricing formula for the Black-Scholes model.
Topics include binomial trees, replicating portfolios, arbitrage, hedging, risk neutrality, riskless trading
strategies, partial differential equations, stochastic differential equations, Itos Lemma, Black-Scholes formula
and numerical procedures. This module targets all students who have an interest in computational finance.

MA3252 Linear and Network Optimisation

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1101 or MA1101R or MA1306 or MA1311 or MA1508 or MA1506 or GM1306
Preclusion(s): GM2302, MQ2204, CS3252, IC2231, DSC3214, GM3308, MA3235, BH3214, ISE students
Cross-listing(s): Nil
The objective of this course is to work on optimisation problems which can be formulated as linear and
network optimisation problems. We formulate linear programming (LP) problems and solve them by the
simplex method (algorithm). We also look at the geometrical aspect and develop the mathematical theory of
the simplex method. We further study problems which may be formulated using graphs and networks. These
optimisation problems can be solved by using linear or integer programming approaches. However, due to its
graphical structure, it is easier to handle these problems by using network algorithmic approaches.
Applications of LP and network optimisation will be demonstrated. This course should help the student in
developing confidence in solving many similar problems in daily life that require much computing.
Major topics: Introduction to LP: solving 2-variable LP via graphical methods. Geometry of LP: polyhedron,
extreme points, existence of optimal solution at extreme point. Development of simplex method: basic
solution, reduced costs and optimality condition, iterative steps in a simplex method, 2-phase method and BigM method. Duality: dual LP, duality theory, dual simplex method. Sensitivity Analysis. Network optimisation
problems: minimal spanning tree problems, shortest path problems, maximal flow problems, minimum cost
flow problems, salesman problems and postman problems.

MA3256 Applied Cryptography

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA2202
Preclusion(s): CS4233
Cross-listing(s): Nil
Major topics: Historical review. Modern cryptosystems. Data Encryption Standard (DES). Stream cipher.
Introduction to complexity theory. Public key cryptosystems (including RSA and knapsack schemes).
Authentication. Digital signature and cryptographic applications (e.g. smart card).

MA3259 Mathematical Methods in Genomics

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA2216 or MA3233 or MA3501 or ST2131 or ST2334 or LSM2241
Preclusion(s): Nil
Cross-listing(s): Nil
This module is an introduction to methods and popular software tools for solving computational problems in
genomics. It studies exact algorithms for those problems that can be solved easily and approximation and/or
heuristic algorithms for hard problems. The objective is to develop competitive knowledge in formulating
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

16/43

biological problems in computational terms and solving these problems using algorithm approach. This
module is for students with interests in computational molecular biology and bioinformatics. Major topics:
Sequence analysis, multiple sequence alignment, phylogenetic analysis, genome sequencing, gene prediction
and motif finding, genome rearrangement.

MA3264 Mathematical Modelling

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1104 or MA1104S or MA1506 or MA2108 or MA2108S or MA2221 or MA1505 or MA2311
Preclusion(s): MPE students
Cross-listing(s): Nil
The objective of this course is to introduce the use of mathematics as an effective tool in solving real-world
problems through mathematical modelling and analytical and/or numerical computations. By using examples
in physical, engineering, biological and social sciences, we show how to convert real-world problems into
mathematical equations through proper assumptions and physical laws. Qualitative analysis and analytical
solutions for some models will be provided to interpret and explain qualitative and quantitative phenomena of
the real-world problems. Major topics: Introduction of modelling; dynamic (or ODE) models: population
models, pendulum motion; electrical networks, chemical reaction, etc; optimisation and discrete models: profit
of company, annuity, etc; probability models: president election poll, random walk, etc; Model Analysis:
dimensional analysis, equilibrium and stability, bifurcation, etc; and some typical applications.

MA3265 Introduction to Number Theory

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA2108 or MA2108S) and (MA2202 or MA2202S)
Preclusion(s): Nil
Cross-listing(s): Nil
Number theory is an area that attracts the attention of many great mathematicians. Attempts to solve some
number theoretic problems (such as the Fermats Last Theorem) often lead to new areas of mathematics.
A recent application of an elementary number theoretic result called the Eulers Theorem to cryptography
(RSA system) has further established the importance of this area in applied mathematics. The aim of this
course is to introduce various topics in number theory and to connect these topics with algebra, analysis and
combinatorics.
Major topics: Prime numbers, multiplicative functions, theory of congruences, quadratic residues, algebraic
numbers and integers, sums of squares and gauss sums, continued fractions, transcendental numbers,
quadratic forms, genera and class group, partitions, diophantine equations, basic theory of elliptic curves.

MA3266 Introduction to Fourier Analysis

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA1101R or MA1506 or MA1508) and MA1104 and MA3220
Preclusion(s): Nil
Cross-listing(s): Nil
The aim of this module is to introduce the ideas of Fourier analysis, which permeate much of the present day
mathematics, and to develop some of its applications in analysis and partial differential equations. The
emphasis of the module is on methods and applications. Major topics: Fourier Series and Basic Properties.
Convergence of Fourier Series. Partial Differential Equations of Physics. Boundary Value Problems and the
Fourier Method; Fourier Integrals and Applications. Orthogonal Systems. Sturm-Liouville Problems.

MA3269 Mathematical Finance I

Modular Credits: 4
Workload: 3-1-0-2-4
Prerequisite(s): (CS1010 or CS1010E or CS1010S or CS1010FC or IT1006 or CS1101 or CS1101C or
CS1101S or IT1002) and (ST2131 or ST2334 or MA2216)
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

17/43

Preclusion(s): QF2101
Cross-listing(s): Nil
This module introduces the students to the basics of financial mathematics and targets all students who have
an interest in building a foundation in financial mathematics. Topics include basic mathematical theory of
interest, term structure of interest rates, fixed income securities, risk aversion, basic utility theory, singleperiod portfolio optimization, basic option theory. Mathematical rigor will be emphasized.

MA3288 Advanced UROPS in Mathematics I

Modular Credits: 4
Workload: 0-0-0-10-0
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is entirely project based. It allows the student the opportunity to engage in independent learning
and research. It also affords the student the chance to delve into topics that may not be present in the regular
curriculum. Projects registered under MA3288 are intended to be at a more advanced level than those under
MA2288/9.

MA3289 Advanced UROPS in Mathematics II

Modular Credits: 4
Workload: 0-0-0-10-0
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module provides a continuation of work done in MA3288 and the project should be of two semesters
duration.

MA3291 Undergraduate Seminar in Mathematics

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): (MA2101 or MA2101S) and (MA2108 or MA2108S)
Preclusion(s): Nil
Cross-listing(s): Nil
The seminar module aims to train the students ability to present, discuss and write about mathematics. The
topic(s) for the module will be chosen by the instructor and may change from year to year. Students will give
presentations and contribute to the discussion at seminars. They may collaborate in studying the topics, but
each will write an individual report. Students may also be tested on their grasp of the mathematical content
through other forms of assessment.

MA3501 Mathematical Methods in Engineering

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA1506 or MA2501 or EG1402 or EE1401 or EE1461
Preclusion(s): PC2134, CE2407
Cross-listing(s): Nil
The objective of this module is to provide the fundamental concepts and mathematical methods needed for
the analytical solution of many ordinary and partial differential equations which arise in the modelling of basic
phenomena in science, engineering and technology. The aim of the course is to show how these methods are
effectively applied, with the aid of suitable mathematical software. This module provides (i) the basic
probabilistic concepts and statistical methods needed for hypothesis testing, (ii) the elements of the theory of
functions of one complex variable and (iii) the analytical methods of solving systems of ordinary differential
equations and of partial differential equations. The emphasis will be on applications in engineering and
technology. A mathematical software such as MATLAB or Maple will be used throughout the course to
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

18/43

demonstrate the use of software in problem solving.

MA4199 Honours Project in Mathematics

Modular Credits: 12
Workload: 0-0-0-30-0
Prerequisite(s): Only for students matriculated from 2002/03, subject to faculty and departmental requirements
Preclusion(s): Nil
Cross-listing(s): Nil
The Honours project is intended to give students the opportunity to work independently, to encourage
students develop and exhibit aspects of their ability not revealed or tested by the usual written examination,
and to foster skills that could be of continued usefulness in their subsequent careers. The project work
duration is one year (including assessment).

MA4201 Commutative Algebra

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3202 or MA3203 or MA3201
Preclusion(s): Nil
Cross-listing(s): Nil
This is a second course on commutative rings and is targeted at aspiring undergraduates who intend to
pursue a graduate course in pure mathematics and wish to have some commutative algebra background.
Commutative algebra has applications in many areas of abstract algebra, including representation theory,
number theory and algebraic geometry. Major topics: Radicals of commutative rings, Nakayamas lemma,
localisation, integral dependence, primary decomposition, Noetherian and Artinian rings.

MA4203 Galois Theory

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3201
Preclusion(s): Nil
Cross-listing(s): Nil
The objective of this course is to study field theory and its application to classical problems such as squaring a
circle, trisecting an angle and solving the quintic polynomial equation by radicals. Major topics: Field
extensions, finite and algebraic extensions, automorphisms of fields, splitting fields and normal extensions,
separable extensions, primitive elements, finite fields, Galois extensions, roots of unity, norm and trace, cyclic
extensions, solvable and radical extensions.
(Formerly MA4203 Field Theory)

MA4204 Group Theory

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA2202 or MA2202S
Preclusion(s): Nil
Cross-listing(s): Nil
This course is targeted at advanced mathematics undergraduates who are interested in abstract algebra. It is
a second course in group theory in which the group structure is explored using several techniques. Major
topics: Isomorphism theorems, group actions, Sylows theorems, classification theorem of finitely generated
abelian groups and the Jordan-Holder theorem. Series of groups: soluble, Nilpotent groups. Examples of nonabelian simple groups from symmetric groups and general linear groups.

MA4207 Mathematical Logic

Modular Credits: 4
Workload: 3-1-0-0-6
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

19/43

Prerequisite(s): MA3110 or MA3110S or MA3205 or MA3219

Preclusion(s): Nil
Cross-listing(s): Nil
This is an introductory mathematical course in logic. It gives a mathematical treatment of basic ideas and
results of logic, such as the definition of truth, the definition of proof and Godels completeness theorem. The
objectives are to present the important concepts and theorems of logic and to explain their significance and
their relationship to other mathematical work. Major topics: Sentential logic. Structures and assignments.
Elementary equivalence. Homomorphisms of structures. Definability. Substitutions. Logical axioms.
Deducibility. Deduction and generalisation theorems. Soundness, completeness and compactness theorems.
Prenex formulas.

MA4211 Functional Analysis

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3207H or MA3209
Preclusion(s): Nil
Cross-listing(s): Nil
This course is for students who are majors in pure mathematics or who need functional analysis in their
applied mathematics courses. The objective of the module is to study linear mappings defined on Banach
spaces and Hilbert spaces, especially linear functionals (real-valued mappings) on L(p), C[0,1] and some
sequence spaces. In particular, the four big theorems in functional analysis, namely, Hahn-Banach theorem,
uniform boundedness theorem, open mapping theorem and Banach-Steinhaus theorem will be covered. Major
topics: Normed linear spaces and Banach spaces. Bounded linear operators and continuous linear
functionals. Dual spaces. Reflexivity. Hanh-Banach Theorem. Open Mapping Theorem. Uniform
Boundedness Principle. Banach-Steinhaus Theorem. The classical Banach spaces : c0, lp, Lp, C(K).
Compact operators. Inner product spaces and Hilbert spaces. Orthonormal bases. Orthogonal complements
and direct sums. Riesz Representation Theorem. Adjoint operators.

MA4221 Partial Differential Equations

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3220
Preclusion(s): Nil
Cross-listing(s): Nil
The objective of this introductory course is to provide the basic properties of partial differential equations as
well as the techniques to solve some partial differential equations. Partial differential equations are the
important tools for understanding the physical world and mathematics itself. This course will cover three types
of partial differential equations and will provide a broad perspective on the subject, illustrate the rich variety of
phenomena and impart a working knowledge of the most important techniques of analysis of the equations
and their solutions. Major topics: First-order equations. Quasi-linear equations. General first-order equation for
a function of two variables. Cauchy problem. Wave equation. Wave equation in two independent variables.
Cauchy problem for hyperbolic equations in two independent variables. Heat equation. The weak maximum
principle for parabolic equations. Cauchy problem for heat equation. Regularity of solutions to heat equation.
Laplace equation. Greens formulas. Harmonic functions. Maximum principle for Laplace equation. Dirichlet
problem. Greens function and Poissons formula.
(Formerly MA4221 Partial Differential Equations I)

MA4229 Approximation Theory

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA2101 or MA2101S) and (MA3110 or MA3110S)
Preclusion(s): Nil
Cross-listing(s): Nil
The central theme of this course is the problem of interpolating data by smooth and simple functions. To
achieve this goal, we need to study interesting families of functions. The basic material covered deals with
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

20/43

approximation in normed linear spaces, in particular, in Hilbert spaces. These include Weierstrass
approximation theorem via Bernstein polynomials, best uniform polynomial approximation, interpolation,
orthogonal polynomials and least squares problems, splines and wavelets. Major topics: Basics in
approximation theory. Weierstrass approximation theorem via Bernstein polynomials. Best uniform polynomial
approximation and Haar condition. Polynomial interpolation. Orthogonal polynomials and least squares
problems. Splines. Wavelets.

MA4230 Matrix Computation

Modular Credits: 4
Workload: 3-1-0-3-3
Prerequisite(s): (MA2101 or MA2101S) and (MA2213)
Preclusion(s): Nil
Cross-listing(s): Nil
This course provides essential ideas and techniques as well as algorithms in numerical linear algebra that are
needed in scientific computing and data analytics for effectively working with vectors and matrices. The major
difficulties faced in solving problems in linear algebra numerically are discussed, as well as the associated
applications often seen in practice. The emphasis is on the development of elegant and powerful algorithms
and their applications for solving practical problems. Major topics include basic vector and matrix
manipulation, the singular value decomposition, QR factorization, least squares problems, conditioning and
stability, eigenvalue problems, and various applications in scientific computing and data science.

MA4233 Dynamical Systems

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3220
Preclusion(s): Nil
Cross-listing(s): Nil
The theory of dynamical systems studies the long-term behavior of evolving systems. The aim of the module
is to introduce fundamental elements of the mathematical theory of dynamical systems, understand nonlinear
phenomena including chaos and bifurcation, and illustrate some of the most important ideas and methods to
analyze nonlinear systems. Major topics: dynamics of circle maps, structural stability; dynamics of interval
maps, symbolic dynamics and chaos, kneading sequence; bifurcation theory for one-dimensional maps;
examples of higher dimensional dynamics.

MA4235 Topics in Graph Theory

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3233
Preclusion(s): Nil
Cross-listing(s): Nil
This module covers some advanced as well as special topics in Graph Theory. The topics are to be chosen
from: Domination Theory, Edge Coloring, List Coloring, Graph Ramsey Theory, Chromatic Polynomials,
Reconstruction Problem, Planar Graphs, Perfect Graphs, Matroid Theory.

MA4247 Complex Analysis II

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3111 or MA3111S
Preclusion(s): Nil
Cross-listing(s): Nil
This is a second course in complex analysis which aims to introduce the student to some of the beautiful main
results and applications of complex analysis. The nature of the topic allows the student to learn and
understand the proofs and applications of some very strong results with relatively little background, it also
shows the interplay between geometry, analysis and algebra. Major topics: Argument principle (including
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

21/43

Rouches Theorem), open mapping theorem, maximum modulus principle, conformal mapping and linear
fractional transformations, harmonic functions, and analytic continuation.
(Formerly MA3212 Complex Analysis II)

MA4248 Theoretical Mechanics

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA2108 or MA2108S or MA2212 or PC2212
Preclusion(s): MA3224
Cross-listing(s): Nil
This course develops the Newtonian, Lagrangian and Hamiltonian formulation of mechanics starting from
basic concepts of affine geometry and Newtons three laws as recast in a logical way, where the concepts of
mass and force are shown to be derived from the symmetry properties characteristic of empirical
measurements. Major topics: Motion in a central force field and Keplers three laws of planetary motion,
DAlemberts principle of virtual work, Lagranges equations of motion, Legendre transformations and
Hamiltons equations of motion, geodesics description of inertial motion, Eulers equation for rigid body
motion, Noethers theorem, canonical transformations, and the Hamilton-Jacobi equations.
(Formerly MA3224 Theoretical Mechanics.)

MA4251 Stochastic Processes II

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3238 or ST3236
Preclusion(s): MA3237, MA3239, GM3310, ST4238, ISE students
Cross-listing(s): ST4238
This module builds on ST3236 and introduces an array of stochastic models with biomedical and other real
world applications. Major topics: Poisson process, compound Poisson process, marked Poisson process,
point process, epidemic models, continuous time Markov chain, birth and death processes, martingale.

MA4252 Advanced Ordinary Differential Equations

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3220
Preclusion(s): Nil
Cross-listing(s): Nil
The field of ordinary differential equations (ODEs) is a fundamental area in mathematics. There is a great
range of real-world phenomena to which the theory and methods of ODEs can be applied. The central aim of
this course is to study the qualitative aspects of ODEs. Major topics: Review of firstorder non-linear equations
(including continuous dependence on initial conditions). Linear systems, periodic systems, asymptotic
behaviour. Stability theory, stable, unstable and asymptotically stable solutions. Lyapunovs direct method.
Two dimensional autonomous systems, critical points, phase portrait, limit cycles and periodic solutions,
Poincare-Bendixson Theorem.

MA4254 Discrete Optimisation

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA2215 or MA3252
Preclusion(s): MA3235, ISE students
Cross-listing(s): Nil
Discrete optimisation deals with problems of maximising or minimising a function over a feasible region of
discrete structure. These problems come from many fields like operations research, management science and
computer science. The primary objective of this module is twofold: (a) to study key techniques to separate
easy problems from difficult ones and (b) to use typical methods to deal with difficult problems. Major topics:
Integer programming: cutting plane techniques, branch and bound enumeration, partitioning algorithms, the
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

22/43

fixed charge and plant location problems. Sequencing and job-shop scheduling. Vehicle routing problems.

MA4255 Numerical Methods in Differential Equations

Modular Credits: 4
Workload: 3-1-0-3-3
Prerequisite(s): MA2213 and MA3220
Preclusion(s): ME4233
Cross-listing(s): Nil
Ordinary and partial differential equations are routinely used to model a variety of natural and social
phenomena. This course is concerned with the basic theory of numerical methods for solving these equations.
Through the study of this module, students will gain an understanding of (1) various numerical integration
schemes for solving ordinary differential equations, and (2) finite difference methods for solving various linear
partial differential equations. Major topics: (ODE) One-step and linear multistep methods, Runge-Kutta
methods, A-stability, convergence; (PDE) Difference calculus, finite difference methods for initial value
problems, boundary value problems, and initial-boundary value problems, consistency, stability analysis via
von Neumann method and matrix method, convergence, Lax Equivalence Theorem.
(Formerly MA4255 Numerical Partial Differential Equations)

MA4257 Financial Mathematics II

Modular Credits: 4
Workload: 3-1-0-3-3
Prerequisite(s): MA3245
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for honours students in the Computational Finance programme. It aims to impart to
students more in-depth knowledge of derivative pricing, hedging and respective risk management
considerations in equity, currency and fixed income markets. Major topics: Financial market fundamentals,
volatility smile, improvement of Black-Scholes model, American and Bermudan options and their computation,
exotic and path-dependent options, fixed income market and term-structure models, interest rate derivatives.

MA4260 Stochastic Operations Research

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): {MA2216 or ST2131 or ST2334} and {MA3236 or MA3252 or DSC3214 or CS3252}
Preclusion(s): ISE students
Cross-listing(s): Nil
This is a stochastic operations research module and has many applications in production planning,
warehousing and logistics. This module gives an introduction on how operations research models (with
emphasis on optimisation models) are formulated and solved. Many inventory and queuing models are
derived to cater for different situations and problems in the real world. The solutions of these models can be
obtained analytically. The tools of dynamic programming, heuristics and simulation are also introduced to
derive the solutions.
Major topics: The basic economic order quantity model and its extension. Dynamic lot sizing models.
Inventory models with uncertain demands: single-period decision models, continuous review and periodic
review policies. Recent developments in inventory theory. Modelling arrival and service processes. Basic
queuing models. Cost considerations in queuing models. Queuing network. Simulation of inventory and
queuing models.

MA4261 Coding and Cryptography

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3201 or MA3218 or MA3265
Preclusion(s): EEE students, CEG students, CPE students
Cross-listing(s): Nil
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

23/43

Error-correcting codes and security codes are very important in the data communication and storage. The
focus of this module is the mathematical aspect of coding theory and cryptography. Upon completing this
module, the student will have a basic appreciation of some key issues in coding theory and cryptography,
some understanding of the basic theory concerning codes and ciphers and a good knowledge of some wellknown codes and ciphers. Major Topics: Communication channels and Shannons theorem, block codes and
linear codes, maximum-likelihood decoding and syndrome decoding, bounds on codes and optimal codes,
cyclic codes, BCH codes, encoding and decoding of cyclic codes. Public-key cryptography, RSA cryptosystem,
public-key cryptosystems based on the discrete logarithm problem, elliptic curve cryptosystems, factorization
algorithm and pseudoprime.

MA4262 Measure and Integration

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3209
Preclusion(s): Nil
Cross-listing(s): Nil
This module is suitable not only for mathematics majors, but also for science and engineering majors who
need a rigorous introduction to the concepts of measures and integrals. It covers Lebesgue measure and
Lebesgue integral in a rigorous manner. We begin complicated proofs with an introduction which shows why
the proof works. Examples are included to show why each hypothesis of a major theorem is necessary. Major
topics: Lebesgue measure. Outer measure. Measurable sets. Regularity of Lebesgue measure. Existence of
non-measurable sets. Measurable functions. Egoroffs Theorem. Lusins Theorem. Lebesgue integral.
Convergence theorem. Differentiation. Vitali covering lemma. Functions of bounded variation. Absolute
continuity. Lp spaces. Holders inequality. Minkowskis inequality. Riesz-Fischer theorem.
(Formerly MA3207H Lebesgue Integration)

MA4263 Introduction to Analytic Number Theory

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA2202 or MA2202S) and (MA3111 or MA3111S)
Preclusion(s): Nil
Cross-listing(s): Nil
The aim of this course is to introduce the standard techniques in analytic number theory through the study of
two classical results, namely, the prime number theorem and Dirichlets theorem on primes in arithmetic
progressions. Major topics: Arithmetical functions. Mertens estimates. Riemann zeta function. Prime number
theorem. Characters of abelian groups. Dirichlets theorem on primes in arithmetic progression.

MA4264 Game Theory

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA3236 or MA3252) and (MA2216 or ST2131 or ST2334)
Preclusion(s): EC3312
Cross-listing(s): Nil
Game theory provides a mathematical tool for multi-person decision making. The aim of this module is to
provide an introduction to game theory, studying basic concepts, models and solutions of games and their
applications. Major topics: Games of normal form and extensive form; Applications in Economics; Relations
between game theory and decision making. Games of complete information: Static games with finite or infinite
strategy spaces, Nash equilibrium of pure and mixed strategy; Dynamic games, backward induction solutions,
information sets, subgame-perfect equilibrium, finitely and infinitely repeated games. Games of incomplete
information: Bayesian equilibrium; First price sealed auction, second price sealed auction, and other auctions;
Dynamic Bayesian games; Perfect Bayesian equilibrium; Signalling games. Cooperative games: Bargaining
theory; Cores of n-person cooperative games; The Shapley value and its applications in voting, cost sharing,
etc.
(Formerly MA3247 Decision Making and Game Theory)

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

24/43

MA4266 Topology
Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3209
Preclusion(s): Nil
Cross-listing(s): Nil
The (point-set) topology covered in this module is an abstraction of metric space concepts, and was largely
developed in the first half of last century. It forms the basis for much modern mathematics, especially in
geometry and analysis, and beyond mathematics is important in computer science, mathematical economics,
mathematical physics and robotics. Major topics: metric and topological spaces, continuous maps, bases,
homeomorphisms, subspaces, sum, product and quotient topologies, orbit spaces, separation axioms,
compact spaces, Tychonoff's theorem, compactness in metric spaces, Urysohn's lemma, Tietze Extension
Theorem, connected and path-connected spaces, components, locally compact spaces, function spaces and
the compact-open topology.

MA4267 Discrete Time Finance

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA3245 (for students enrolled in the Faculty of Science)
Preclusion(s): Nil
Cross-listing(s): Nil
Major topics: (I) Single-Period Financial Markets [1] Modelling and Pricing: The single-period market model,
Absence of arbitrage, Risk-neutral probability measures, Pricing contingent claims, Complete and incomplete
markets, Risk and return. [2] Portfolio Optimisation: Optimal portfolios, The risk-neutral computational
approach, Mean-variance analysis, Optimal portfolios in incomplete markets. (II) Multi-Period Financial
Markets [1] Modelling: The multi-period market model, Filtration, Conditional expectation and martingales,
Trading strategies, Absence of arbitrage, Martingale measures, The binomial or Cox-Ross-Rubinstein model.
[2] Pricing Contingent Claims: Contingent claims, Complete and incomplete markets, European options,
American options, Snell envelopes, Futures. [3] Portfolio Optimisation:Dynamic programming approach, The
risk-neutral computational approach, Optimal portfolios in incomplete markets

MA4268 Mathematics for Visual Data Processing

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA2213
Preclusion(s): Nil
Cross-listing(s): Nil
This multidisciplinary module focuses on various important mathematical methods addressing problems
arising in imaging and vision. Topics covered include: Continuous and discrete Fourier transform, Gabor
transform, Wiener filter, variational principle, level set method, applied differential geometry, linear and
nonlinear least squares, regularisation methods.

MA4269 Mathematical Finance II

Modular Credits: 4
Workload: 3-1-0-3-3
Prerequisite(s): (MA1104 or MA1506 or MA1507) and MA3269
Preclusion(s): MA3245, MA4257
Cross-listing(s): Nil
This module imparts to students in-depth knowledge of pricing and hedging of financial derivatives in equity,
currency and fixed income markets. Major topics include fundamental of asset pricing, basic stochastic
calculus, Itos formula, Black-Scholes models for European, American, path-dependent options such as
Barrier, Asian and Lookback options, as well as multi-asset options and American exchange options.

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

25/43

MA4270 Data Modelling and Computation

Modular Credits: 4
Workload: 3-1-0-2-4
Prerequisite(s): MA2213 and ST3131
Preclusion(s): Nil
Cross-listing(s): Nil
This course aims at presenting important mathematical concepts and models as well as computational
methods that are often used for modelling and analysis of big data sets and complex networks. The emphasis
is on mathematical modelling and computational methods for practical problems in data science. Major topics
include: Convex minimization, Dimension reduction, Linear methods for classification, Kernel methods for
pattern analysis, Mixture models and clustering, Sparse coding and dictionary learning.

MA4291 Undergraduate Topics in Mathematics I

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This topics module is intended as an elective module for strong and motivated students specialising in
mathematics. The topics for the module will be chosen from a fundamental area of mathematics and may
change from year to year. Besides regular lectures, each student will do independent study, give
presentations and submit a term paper. There will be opportunities in the course for the students to conduct
individual or group research on the topics discussed.

MA4292 Undergraduate Topics in Mathematics II

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This topics module is intended as an elective module for strong and motivated students specialising in
mathematics. The topics for the module will be chosen from a fundamental area of mathematics and may
change from year to year. Besides regular lectures, each student will do independent study, give
presentations and submit a term paper. There will be opportunities in the course for the students to conduct
individual or group research on the topics discussed.

MA5198 Graduate Seminar Module in Mathematics

Modular Credits: 4
Workload: 2-0-0-1-7
Prerequisite(s): Only for graduate research students in the Department of Mathematics who matriculated in
2004 or later
Preclusion(s): Nil
Cross-listing(s): Nil
A theme or one or several topics in mathematics, which may vary from semester to semester, will be chosen
by the lecturer-in-charge or students enrolled in the module. Students will take turns to give seminar
presentations on the chosen topics. Students will also be required to provide verbal critique and submit written
reports on selected presentations.

MA5201 Rings, Modules and Categories

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA3203 or MA3202 or MA4201
Preclusion(s): Nil
Cross-listing(s): Nil
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

26/43

Target audience consists of graduate and Honours students interested in modern mathematical
developments. The main aim of this course is to promote mathematical maturity and the skills needed for
independent mathematical scholarship. In terms of content, we do this by introducing category theory as a
unifying language for modern mathematics. This will help students to reflect on interactions between different
parts of mathematics. In terms of methodology, the module encourages friendly, open discussion of
mathematical ideas, teamwork and self-initiated reading of the mathematical literature. Thus class
participation and a book review form part of the assessment. Major topics: Rings and ideals. Modules. Exact
sequences. Free and projective modules. Noetherian and Artinian rings and modules. Algebras, group rings
and polynomial rings. Categories. Functors, natural transformations. Universal constructions and adjoint
functors. Tensor products and exactness. Localisation and completion.

MA5202 Number Theory

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA4203 or MA5203 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is an introduction to classical algebraic number theory. It covers topics chosen from: algebraic
integers, unique factorization of ideals, class group, unit theorem, ramification, decomposition and inertia
groups, geometry of numbers, zeta functions and L-functions. If time permits, further topics which may be
covered include: p-adic numbers, adeles and ideles, prime number theorem and modular forms

MA5203 Graduate Algebra I

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA3201 and departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in both pure and applied mathematics. It covers topics from the
five basic areas of groups, rings, modules, fields and multi-linear algebra, including group actions, Sylow
theorems, Jordan-Holder theorem, semisimple modules, chain conditions, bimodules, tensor products and
localizations, algebraic, separable and normal field extensions, algebraic closures, multilinear forms, quadratic
forms, symmetric and exterior algebras.

MA5204 Graduate Algebra IIA

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA5203 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is a basic introduction to commutative and homological algebra. It covers the following topics:
prime spectrum of a commutative ring, exact sequences, projective, injective and flat modules, Ext and Tor,
integral ring extensions, Noethers normalization and Hilberts Nullstellensatz, Noetherian and Artinian rings
and moduels, dimension theory, Dedekind domains and discrete valuation ring.

MA5205 Graduate Analysis I

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA4262 or departmental approval
Preclusion(s): MA5215
Cross-listing(s): Nil
This module covers Lebesgue integration and related topics.
mathematics.

It is intended for graduate students in

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

27/43

Major topics:
n
n
(1) Quick review of properties of R , Lebesgue measure on R , Borel sets, Lebesgue nonmeasurable sets,
Riemann-Lebesgue function, Lusins and Egoroffs Theorems, convergence in measure.
(2) Lebesgue integration, convergence theorems, evaluation of the integral in terms of the distribution
p

p
n
function, L spaces, density of C functions in L (R ), p < , abstract integration.
(3) Product integration, Fubinis and Tonellis Theorems, application to convolution, approximate identities
and maximal function.
(4) Lebesgue Differentiation Theorem, Vitali covering, functions of bounded variation, absolutely continuous
functions.

MA5206 Graduate Analysis II

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA4211 and (MA4262 or MA5205), or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module covers basic functional analysis and selected applications. It is intended for graduate students in
mathematics.
Major topics:
(1) Norms and seminorms, Banach and Frchet spaces, Hahn-Banach and separation theorems, Uniform
Boundedness Principle, Open Mapping and Closed Graph Theorems.
p
(2) Dual spaces, uniformly convex and reflexive spaces, Radon-Nikodm Theorem and the dual of L ,
Banach-Alaoglus Theorem, Mazurs Theorem, adjoint operators.
(3) Compact operators, compactness of adjoint, spectral theory and Fredholm alternative for compact
operators, application to differential equations.
(4) Hilbert space and operators on Hilbert space, Lax-Milgram Theorem, Fourier series, spectral theorem for
compact self-adjoint operators, application to differential equations.

MA5208 Algebraic Geometry

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA3201 or MA5203 or MA5204 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is a first course in algebraic geometry, introducing the basic objects (varieties) and basic
geometric constructs and notions (products, fibers of morphisms, dimensions, tangent spaces, smoothness)
with applications to curves and surfaces. It is suitable for students who intend to work in number theory,
representation theory, algebraic geometry and topology and geometry in general.
(Formerly MA5208 Algebraic Geometry II)

MA5209 Algebraic Topology

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA3251 or MA4215 or MA4266
Preclusion(s): Nil
Cross-listing(s): Nil
This module studies topology using algebraic methods. It covers the following major topics:
Fundamental groups, covering spaces, computation of fundamental groups, van Kampen Theorem, the
classification of covering spaces, braid groups, simplicial complexes, simplicial homology, simplicial
approximation, maps of spheres, classification of surfaces, Brouwer Fixed-point Theorem and Lefschetz
Fixed-point Theorem.

MA5210 Differentiable Manifolds

Modular Credits: 4
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

28/43

Workload: 3-0-0-0-7
Prerequisite(s): MA3209 or MA3215 or MA3251 or MA4266
Preclusion(s): Nil
Cross-listing(s): Nil
This module studies differentiable manifolds and the calculus on such manifolds. It covers the following topics:
tangent spaces and vector fields in Rn, the Inverse Mapping Theorem, differential manifolds,
diffeomorphisms, immersions, submersions, submanifolds, tangent bundles and vector fields, cotangent
bundles and tensor fields, tensor and exterior algebras, orientation of manifolds, integration on manifolds,
Stokes theorem. The course is for mathematics graduate students with interest in topology or geometry.
(Formerly MA5210 Calculus on Manifolds)

MA5211 Lie Theory

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA3201 or MA5203 or MA5218 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module studies Lie groups/algebras and their finite dimensional representations. It covers the following
topics: Lie groups and Lie algebras, maximal tori, Weyl group, root systems and Dynkin diagram, structure of
(compact) semisimple Lie groups/algebras representations, highest weight theory and Weyl character
formula. The course is suitable for graduate students with interest in number theory, representation theory,
topology or geometry.

MA5213 Advanced Partial Differential Equations

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA4221
Preclusion(s): Nil
Cross-listing(s): Nil
This module is an advanced course on partial differential equations. It covers the following topics: the Laplace
equations, subharmonic functions, Dirichlet and Neumann problems, the Poisson equations, hyperbolic
equations, Cauchy problems, mixed boundary value problems, parabolic equations, initial value problems,
maximum principle, mixed boundary value problems. The course is for mathematics graduate students with
interest in differential equations and its applications.
(Formerly MA5213 Partial Differential Equations II)

MA5216 Differential Geometry

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA5210 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
The module is a course on differential geometry aimed at students who have had some exposure to
differentiable manifolds. Major topics include: Riemannian metrics, connections, curvatures, warped products,
Hyperbolic spaces, metrics on Lie Groups, Riemannian submersions, geodesic and distance, sectional
curvature comparison, Killing fields, Hodge Theory, harmonic forms, curvature tensors, curvature operators.

MA5217 Graduate Complex Analysis

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): MA4247
Cross-listing(s): Nil

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

29/43

This module is intended to be a rigorous introduction to the study of functions of one complex variable, aimed
at the first year graduate level. Major topics: Holomorphic functions, Cauchys integral formula and
applications, residue and poles, Argument Principle, Maximal Modulus Principle and the Schwarz Lemma,
conformal mappings, harmonic functions and analytic continuation.

MA5218 Graduate Algebra IIB

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA5203 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is an introduction to representation theory of finite groups and other related topics. The first third
of the course is devoted to the study of semisimple rings and algebras, culminating in the Wedderburn-Artin
structure theorem. The remainder of the course is devoted to representation theory of finite groups, character
theory and applications such as Burnsides theorem. If time permits, further topics may be discussed, such as
Artins and Brauers theorems, rationality questions or representations of compact groups.

MA5219 Logic and Foundation of Mathematics I

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA4207 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics, and students in computer science and
philosophy who have sufficient mathematical background. The core of the module is Gdels incompleteness
theorem. Before that, some basic knowledge on first order logic, such as compactness theorem and
properties of reducts of number theory, will be discussed. After that, some basic topics in Recursion Theory
and Model Theory are introduced.

MA5220 Logic and Foundation of Mathematics II

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA3205 and MA4207, or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics, and students in computer science and
philosophy who have sufficient mathematical background. The course will be devoted to prove the
consistency and independence of Continuum Hypothesis (CH) as well as Axiom of Choice. The topics include
Gdels constructible universe and Cohens forcing method. This course will provide the students not only some
basics in modern Set Theory, but also deeper understanding of fundamental phenomena in logic, such as
constructibility and independence.

MA5231 Advanced Dynamical Systems

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA4233
Preclusion(s): Nil
Cross-listing(s): Nil
This module is an advanced course on dynamical systems. It covers the following topics: higher dimensional
real dynamics, one-dimensional complex dynamics, hyperbolic dynamical systems, symbolic dynamics,
chaos, strange attractors, fractals in higher dimensions. Julia sets, Mandelbrot sets, quasi-conformal
mappings. The course is for mathematics graduate students with interest in dynamical systems.

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

30/43

MA5232 Modelling and Numerical Simulations

Modular Credits: 4
Workload: 3-0-0-2-5
Prerequisite(s): Nil
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics. It focuses on modelling problems in real life
and other disciplines into mathematical problems and simulating their solutions by scientific computing
methods. Major topics covered include modelling and numerical simulations in selected areas of physical and
engineering sciences, biology, finance, imaging and optimisation.

MA5233 Computational Mathematics

Modular Credits: 4
Workload: 3-0-2-2-3
Prerequisite(s): (MA3228 or MA4255 or CZ4104 or CZ4105) and MA4230
Preclusion(s): Nil
Cross-listing(s): Nil
This module studies computational methods in mathematics. It covers the following topics: computational
linear algebra, numerical solution of ordinary and partial differential equations, parallel algorithms. The course
is for mathematics graduate students with interest in computation methods.

MA5235 Graph Theory II

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA4235
Preclusion(s): Nil
Cross-listing(s): Nil
This module is an advanced course on graph theory. It covers the following topics: tournaments and
generalisations, perfect graphs, Ramsey theory, extremal graphs, matroids. The course is for mathematics
graduate students with interest in graph theory and its applications.

MA5236 Homology Theory

Modular Credits: 4
Workload: 3-0-0-2-5
Prerequisite(s): MA5209 and MA5210
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics. It covers the following major topics:
Homological algebra: categories and functors, chain complexes, homology, exact sequences, Snake Lemma,
Mayer-Vietoris, Knneth Theorem. Homology theory: Eilenberg-Steenrod homology axioms, singular
homology theory, cellular homology, cohomology, cup and cap products, applications of homology (Brouwer
fixed-point theorem, vector fields on spheres, Jordan Curve Theorem), H-spaces and Hopf algebra. Manifolds:
de Rham cohomology, orientation, Poincar duality.

MA5237 Homotopy Theory

Modular Credits: 4
Workload: 3-0-0-2-5
Prerequisite(s): MA5236
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics. It covers the following major topics: Homotopy
theory: homotopy groups, fibrations, Hurewicz Theorem, Whitehead Theorem, Postnikov systems and
Eilenberg-MacLane spaces, simplicial homotopy theory, simplicial groups, James construction, Hopf
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

31/43

invariants, Whitehead products, Hilton-Milnor Theorem, cohomology operations and the Steenrod algebra.
Homology theory: homology of fibre spaces and Leray-Serre spectral sequences. Geometry: homotopy and
homology of Lie groups and Grassmann manifolds, fibre bundles.

MA5238 Fourier Analysis

Modular Credits: 4
Workload: 3-0-0-3-4
Prerequisite(s): MA5205 and (MA3266 or MA3266S)
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics. It covers the following major topics:
Fourier series, Fourier transform on R^n, distributions and generalised functions, Sobolev spaces and their
applications to partial differential equations. Introduction to singular integrals.

MA5240 Finite Element Method

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): (MA3207H or MA3207 or MA3210 or MA4262) and (MA3228 or MA4255 or CZ3202 or
CZ4104 or CZ4105)
Preclusion(s): Nil
Cross-listing(s): Nil
This module studies the finite element method. It covers the following topics: variational principles, weak
solutions of differential equations, Galerkin/Ritz method, Lax-Milgram theorem, finite element spaces, stiffness
matrices. Shape functions, Barycentric coordinates, numerical integration in Rn, calculation of stiffness
matrices, constraints and boundary conditions, iterative methods and approximate solutions, error estimates.
The course is for mathematics graduate students with interest in finite element method and its applications.
(Formerly MA4231 Finite Element Method)

MA5241 Computational Harmonic Analysis

Modular Credits: 4
Workload: 3-0-0-3-4
Prerequisite(s): MA4229 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in applied mathematics and other related disciplines in science
and engineering. It covers the following topics: discrete wavelet transform, discrete wavelet frame and tight
frame, sparse approximation in redundant systems, variational methods for ill-posed inverse problems,
sampling theory, compressed sensing, low rank matrix approximation, and non-local image restoration
approaches.

MA5242 Wavelets
Modular Credits: 4
Workload: 3-0-0-3-4
Prerequisite(s): MA4229
Preclusion(s): Nil
Cross-listing(s): Nil
This module is a course focusing on the theory of wavelets and frames. It covers the following topics: Gabor
transform and continuous wavelet transform, Gabor frame and wavelet frame, multi-resolution analysis, tight
wavelet frame and orthonormal wavelet basis, applications of wavelet and frame in signal/image processing.
The course is for graduate students who are interested in the theory or applications of wavelets and frames.

MA5243 Advanced Mathematical Programming

Modular Credits: 4
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

32/43

Workload: 3-0-0-0-7
Prerequisite(s): MA3236 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics. It covers the following major topics:
Introduction to convex analysis; Theory of constrained optimisation; Lagrangian duality; Algorithms for
constrained optimisation, in particular, penalty, barrier and augmented Lagrangian methods; Interior-point
methods for convex programming, in particular, linear and semidefinite programming.

MA5244 Advanced Topics in Operations Research

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Variable, depending on choice of topics or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is an advanced course on operations research. It covers topics which will be chosen from the
following: Large-scale linear and nonlinear programming; Global Optimisation; Variational inequality problems;
NP-hard problems in combinatorial Optimisation; Stochastic programming; Multi-objective mathematical
programming. The course is for mathematics graduate students with interest in operations research.

MA5245 Advanced Financial Mathematics

Modular Credits: 4
Workload: 3-0-0-1-6
Prerequisite(s): MA4269 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for honours students in the Quantitative Finance programme and post-graduate
students in mathematical finance or quantitative finance. It aims to further students understanding in various
areas of financial mathematics. Topics include selected materials in the following aspects: Stochastic analysis,
stochastic control, and partial differential equations with applications in financial mathematics, exotic options,
bond and interest rate models, asset pricing, portfolio selection, Monte Carlo simulation, credit risk analysis,
risk management, incomplete markets.

MA5247 Computational Methods in Finance

Modular Credits: 4
Workload: 3-0-0-3-4
Prerequisite(s): MA2213 and MA3245
Preclusion(s): QF4102
Cross-listing(s): Nil
This module is designed for postgraduate students in Mathematical Finance or Quantitative Finance. Students
are expected to understand, by course and project work, the procedures, computing efficiency and practical
challenges of the numerical methods taught and to be able to tailor them to real life problems arising in
finance. Major topics cover the state-of-the-art knowledge and skills of computational methods for derivative
pricing and hedging, financial model calibration, VaR analysis and other aspects of investment and risk
management with emphases on lattice, finite-difference and Monte-Carlo methods.

MA5248 Stochastic Analysis in Mathematical Finance

Modular Credits: 4
Workload: 3-0-0-1-6
Prerequisite(s): MA4262 and (MA3245 or MA4269)
Preclusion(s): Nil
Cross-listing(s): Nil
Description: This module introduces the basic techniques in stochastic analysis as well as their applications in
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

33/43

mathematical finance. Major topics: Brownian motion, stochastic calculus, stochastic differential equations,
mathematical markets, arbitrage, completeness, optimal stopping problems, stochastic control, risk-neutral
pricing, and generalised Black-Scholes models.

MA5250 Computational Fluid Dynamics

Modular Credits: 4
Workload: 3-0-0-2-5
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics. It focuses on high-resolution numerical
methods and their analysis and applications in computational fluid dynamics. It covers the following major
topics: Hyperbolic conservation laws and shock capturing schemes, convergence, accuracy and stability,
high-resolution methods for gas dynamics and Euler equations, applications in multi-phase flows and
combustion.

MA5251 Spectral Methods and Applications

Modular Credits: 4
Workload: 3-0-0-2-5
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics. It focuses on some basic theoretical results on
spectral approximations as well as practical algorithms for implementing spectral methods. It will specially
emphasise on how to design efficient and accurate spectral algorithms for solving PDEs of current interest.
Major topics covered include: Fourier-spectral methods, basic results for polynomial approximations, Galerkin
and collocation methods using Legendre and Chebyshev polynomials, fast elliptic solvers using the spectral
method and applications to various PDEs of current interest.

MA5252 Methods of Applied Mathematics

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA4221 or MA4252 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is intended for graduate students interested in pursuing research in applied and computational
mathematics. It provides a concise and self-contained introduction to important methods used in applied
mathematics, especially in the asymptotic analysis of differential equations involving multiple scales. Major
topics include scaling analysis, perturbation methods, the WKB method, the averaging method, multi-scale
expansion and the method of homogenization.

MA5259 Probability Theory I

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): (MA2216 or ST2131) and (MA3207H or MA3207 or MA4262)
Preclusion(s): ST4237, ST5214
Cross-listing(s): Nil
This module studies the theory of probability. It covers the following topics: probability space, weak law of
large numbers, strong law of large numbers, convergence of random series, zero-one laws, weak
convergence of probability measures, characteristic function, central limit theorem. The course is for graduate
students with interest in the theory of probability.

MA5260 Probability Theory II

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

34/43

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA5259 or ST5214
Preclusion(s): ST5205
Cross-listing(s): Nil
The objective of this course to introduce students the basics of Brownian motion and martingale theory. For
Brownian motion, we cover topics such as existence and uniqueness of Brownian motion, Skorokhod
embedding, Donskers invariance principle, exponential martingales associated with Brownian motion, sample
path properties of Brownian motion. As for martingales, we confine ourselves to discrete time parameter
martingales and cover topics such as conditional expectations and their properties, martingales
(submartingales and supermartinmgales), previsible processes, Doobs upcrossing lemma, Doobs martingale
convergence theorem, stopping times, martingale transforms and Doobs optional sampling theorems,
martingale inequalities and inequalities for martingale transforms.

MA5261 Applied Stochastic Processes

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA3238 or ST3236
Preclusion(s): Nil
Cross-listing(s): Nil
This module is a course on stochastic processes and their applications. It covers topics in stochastic
processes emphasising applications, branching processes, point processes, reliability theory, renewal theory.
The course is for graduate students with interest in the applications of stochastic processes.

MA5262 Stochastic Operations Research Models

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA3237 or MA3253
Preclusion(s): Nil
Cross-listing(s): Nil
This module studies stochastic operations research models. It covers the following topics: stochastic dynamic
programming, reliability theory, selected topics in inventory theory, selected topics in queuing theory. The
course is for graduate students with interest in operations research.

MA5264 Computational Molecular Biology II

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): MA3259
Preclusion(s): Nil
Cross-listing(s): Nil
The course is for graduate students with interest in computational molecular biology. The objective is to
develop knowledge and research ability in the subject. This module studies computational biology problems,
along with both algorithmic and statistical approaches. It covers different methods for multiple sequence
alignment, genome sequencing, comparative analysis of genome information, gene prediction, finding signals
in DNA, phylogenetic analysis, protein structure prediction. Other topics covered include micro-array gene
expression analysis and computational proteomics.

MA5265 Advanced Numerical Analysis

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): (MA2101 or MA2101S) and MA2213
Preclusion(s): Nil
Cross-listing(s): Nil

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

35/43

Basic iterative methods. Projection methods. Krylov subspace methods. Preconditioned iteration and
preconditioning techniques. Methods for nonlinear systems of equations: fixed point methods, Newtons
method, quasi-Newton methods, steepest descent techniques, homotopy and continuation methods.
Numerical ODEs: Eulers methods, Runge-Kutta Methods, multi-step method, shooting method. Numerical
PDEs: Introduction to finite difference and finite element methods. Fast linear system solvers: FFT and multigrid methods.

MA5266 Optimization
Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA2101
Preclusion(s): Nil
Cross-listing(s): Nil
Linear optimisation: extreme points, reduced costs, simplex method, interior point methods, formulations of
integer linear programming, cutting plane algorithm, branch and bound algorithm, approximation methods.
Nonlinear optimisation: gradient and Newtons methods for unconstrained optimisation, Karush-Kuhn-Tucker
optimality conditions, minimax theory, sequential quadratic programming methods. Dynamic programming:
Examples and formulations, recursive equations for discrete and continuous problems.

MA5267 Stochastic Calculus

Modular Credits: 4
Workload: 3-1-0-0-6
Prerequisite(s): MA5260 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Brownian motion. Quadratic variations. Martingales. Levys martingale characterisation. Ito integral: Definition
and construction. Properties of Ito integrals. Stochastic differential and Ito formula. Ito processes. Integration
by parts formula. Stochastic differential equations (SDEs). Examples of some solvable SDEs. Girsanov
transform.

MA5295 Dissertation for M.Sc. by Coursework

Modular Credits: 8
Workload: 0-0-0-20-0
Prerequisite(s): Departmental approval (for students in 2006/07 and later cohorts who are enrolled in M.Sc. in
Mathematics by course work)
Preclusion(s): Nil
Cross-listing(s): Nil
Student is expected to conduct research on a topic or area in mathematics, write a report and give an oral
presentation on it.

MA5296 Mathematics Seminar I

Modular Credits: 4
Workload: 2-0-0-1-7
Prerequisite(s): Departmental approval (for students in 2006/07 and later cohorts who are enrolled in M.Sc. in
Mathematics by course work).
Preclusion(s): Nil
Cross-listing(s): Nil
A theme or one or several topics in mathematics, which may vary from semester to semester, will be chosen
by the lecturer-in-charge or students enrolled in the module. Students will make an in-depth study of the topics
chosen and take turns to give seminar presentations on the chosen topics. Students will also be required to
provide verbal critique and submit written reports on selected presentations.

MA5297 Mathematics Seminar II

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

36/43

Modular Credits: 4
Workload: 2-0-0-1-7
Prerequisite(s): Departmental approval (for students in 2006/07 and later cohorts who are enrolled in M.Sc. in
Mathematics by course work)
Preclusion(s): Nil
Cross-listing(s): Nil
A theme or one or several topics in mathematics, which may vary from semester to semester, will be chosen
by the lecturer-in-charge or students enrolled in the module. Students will make an in-depth study of the topics
chosen and take turns to give seminar presentations on the chosen topics. Students will also be required to
provide verbal critique and submit written reports on selected presentations.

MA6201 Topics in Algebra and Number Theory I

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Selected topics in algebra and number theory are offered.

MA6202 Topics in Algebra and Number Theory II

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Selected topics in algebra and number theory are offered.

MA6205 Topics in Analysis I

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Variable, depending on choice of topics or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Selected topics in real analysis, complex analysis, Fourier analysis, functional analysis, operator theory and
harmonic analysis are offered.

MA6206 Topics in Analysis II

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Selected topics in real analysis, complex analysis, Fourier analysis, functional analysis, operator theory and
harmonic analysis are offered.

MA6211 Topics in Geometry and Topology I

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

37/43

Selected topics in differential geometry, algebraic geometry and topology are offered.

MA6212 Topics in Geometry and Topology II

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Selected topics in differential geometry, algebraic geometry and topology are offered.

MA6215 Topics in Differential Equations

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Selected topics in ordinary differential equations and partial differential equations are offered.

MA6219 Recursion Theory

Modular Credits: 4
Workload: 3-0-0-2-5
Prerequisite(s): MA5219 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics who are interested in mathematical logic. It
consists of the following parts: (a) background knowledge in recursion theory; (b) basic techniques in degree
theory, such as forcing and priority methods; (c) some generalisations and applications of recursion theory.

MA6220 Model Theory

Modular Credits: 4
Workload: 3-0-0-2-5
Prerequisite(s): MA5219 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics, who have sufficient background in
mathematical logic. The course will be structured around Morleys Categoricity Theorem. To set up the stage
of the proof of Morleys Theorem, some necessary knowledge is also introduced, which turns out to be a good
training in model theory.

MA6221 Topics in Combinatorics

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Selected topics in combinatorics and graph theory are offered.

MA6222 Set Theory I

Modular Credits: 4
Workload: 3-0-0-2-5
Prerequisite(s): MA5219 or departmental approval
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

38/43

Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics, who are interested in set theory. It consists of
the following four parts: The Singular Cardinal problem and Silvers Theorem; Shelahs Possible Cofinality
Thoery; Supercompact Cardinals and Solovays Theorem; Negative solutions of SCH from large cardinals;
Positive solutions from Forcing Axioms.

MA6223 Set Theory II

Modular Credits: 4
Workload: 3-0-0-2-5
Prerequisite(s): MA6222 or departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics, who are interested in set theory. It focuses
mainly on inner models, their covering properties, and their applications to give lower bounds of the negation
of SCH.

MA6225 Topics in Coding Theory and Cryptography

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Selected topics in coding theory and cryptography are offered.

MA6235 Topics in Financial Mathematics

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Selected topics in financial mathematics are offered.

MA6241 Topics in Numerical Methods

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Nil
Preclusion(s): Nil
Cross-listing(s): Nil
Topics offered will be of advanced mathematical nature and will be selected by the Department.

MA6251 Topics in Applied Mathematics I

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Nil
Preclusion(s): Nil
Cross-listing(s): Nil
Topics offered will be of advanced mathematical nature and will be selected by the Department.

MA6252 Topics in Applied Mathematics II

[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

39/43

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Nil
Preclusion(s): Nil
Cross-listing(s): Nil
Topics offered will be of advanced mathematical nature and will be selected by the Department.

MA6253 Conic Programming

Modular Credits: 4
Workload: 3-0-0-3-4
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in mathematics whose research areas fall within optimisation
and operations research. It focuses on fundamental theory and algorithms for linear and nonlinear conic
programming problems. Major topics covered include first order optimality conditions, second order necessary
and sufficient conditions, sensitivity and perturbation analysis, and design and convergence analysis and
various Newtons methods.

MA6291 Topics in Mathematics I

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Topics offered will be of advanced mathematical nature and will be selected by the Department.

MA6292 Topics in Mathematics II

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Topics offered will be of advanced mathematical nature and will be selected by the Department.

MA6293 Topics in Mathematics III

Modular Credits: 4
Workload: 3-0-0-0-7
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
Topics offered will be of advanced mathematical nature and will be selected by the Department.

QF2101 Basic Financial Mathematics

Modular Credits: 4
Workload: 3-1-1-1-4
Prerequisite(s): (CS1101 or CS1101C or CS1101S or CZ1102 or IT1002) and (ST2131 or ST2334 or
MA2216)
Preclusion(s): MA2222, ST2336
Cross-listing(s): Nil
This module introduces the students to the basics of financial mathematics and targets all students who have an
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

40/43

interest in building a foundation in financial mathematics. Topics include basic mathematical theory of interest and
applications, basic utility theory, risk aversion, and stochastic dominance, single-period portfolio optimization, life
annuities and life insurance. Mathematical rigor will be emphasized. Laboratory sessions will provide students
with hands-on programming and visualization experience.

QF3101 Investment Instruments: Theory and Computation

Modular Credits: 4
Workload: 3-1-0-2-4
Prerequisite(s): (MA1104 or MA1505 or MA1507) and (MA2222 or QF2101 or MA3269)
Preclusion(s): Nil
Cross-listing(s): Nil
The module aims to present the student with the basic paradigms of modern financial investment theory, to
provide a foundation for analysing risks in financial markets and study the pricing of financial securities.
Topics will include the calculation of risk and return, market efficiency, asset pricing (CAPM), factor models,
models of asset dynamics, futures and forward contracts, swaps and mean-variance portfolio theory. This
module targets all students who have an interest in computational finance.

QF3201 Basic Derivatives and Bonds

Modular Credits: 4
Workload: 3-0.5-1-2.5-3
Prerequisite(s): FIN2004
Preclusion(s): Nil
Cross-listing(s): Nil
The aim of this course is to enable students to acquire the financial domain knowledge in computational
finance. Through computer-based exercise and laboratory work, students will acquire the quantitative tools in
derivatives and bonds used by the finance industry. Topics will include Derivative Instruments and their
applications, Bonds, Bonds Analytics, Fixed Income Derivatives, Risk Management using Fixed Income
Derivatives and Credit Derivatives. This course targets all students who have an interest in computational
finance.

QF4102 Financial Modelling

Modular Credits: 4
Workload: 3-1-0-2-4
Prerequisite(s): QF3101
Preclusion(s): Nil
Cross-listing(s): Nil
This module aims to present students with the knowledge of modelling financial process for the purpose of
pricing financial derivatives, hedging derivatives, and managing financial risks. The emphasis of this module
will be on numerical methods and implementation of models. The course will have two basic elements. First,
course work with topics includes: implied trinomial trees, finite difference lattices, Monte Carlo methods, model
risk, discrete implementations of short rate models, credit risk and value-at-risk. The second element of the
course will be a group project to develop a financial modelling tool. Project topics will be extensions of models
contained in the course work. Projects will involve financial modelling as well as writing and presenting a
project report. This module targets students in the Quantitative Finance programme.

QF4201 Financial Time Series: Theory and Computation

Modular Credits: 4
Workload: 3-1-0-2-4
Prerequisite(s): QF3101
Preclusion(s): Nil
Cross-listing(s): Nil
This module introduces students to financial time series techniques, focusing primarily on Box-Jenkins (ARIMA)
method, conditional volatility (ARCH/GARCGH models), stochastic volatility models and their applications on
real-life financial problems. We provide both the relevant time series concepts and their financial applications.
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

41/43

Potential application of financial time series models include modelling equity returns, volatility estimations, Value
at Risk modelling and option valuation. This module targets honours students in the Computational Finance
programme.

QF4199 Honours Project in Quantitative Finance

Modular Credits: 12
Workload: 0-0-0-30-0
Prerequisite(s): Only for students majoring in Quantitative Finance and who matriculated from 2004/05,
subject to faculty and departmental requirements.
Preclusion(s): Nil
Cross-listing(s): Nil
The Honours project is intended to give students the opportunity to work independently, to encourage
students develop and exhibit aspects of their ability not revealed or tested by the usual written examination,
and to foster skills that could be of continued usefulness in their subsequent careers. The project work
duration is one year (including assessment).

NOTE: QF5xxx (except QF5210) are offered exclusively to students enrolled in M.Sc. Quantitative Finance Programme. These
modules are also not available on auditing basis.

QF5201 Interest Rate Theory and Credit Risk

Modular Credits: 4
Workload: 3-0-0-1-6
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in quantitative finance. It focuses on advanced topics in interest
rate theory and credit risk modelling and emphasizes their analogies. The module covers the following major
topics. Products of fixed-income markets, Short rate models, Heath-Jarrow-Morton framework, LIBOR market
models. Financial instruments in credit risk management, Models of default: Firm value and first passage time
models, intensity based models, models of credit rating migrations. The module also provides a discussion of
advantages and shortcomings of synthetic credit-linked instruments; moreover, modeling dependence structure
of default events and default contagion will be discussed.

QF5202 Structured Products

Modular Credits: 4
Workload: 3-0-0-3-4
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in quantitative finance. It covers the valuation of various
structured products in the financial markets, including convertible bonds, mortgage backed securities, annuity
products in insurance, real options, volatility swaps, collateralized debt obligations. Numerical methods and
implementations will be discussed.

QF5203 Risk Management

Modular Credits: 4
Workload: 3-0-0-3-4
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This graduate module on quantitative finance provides a study of the nature, measurement, analysis of, and
management of different types of financial risks, including market risk, credit risk, operational risk, liquidity and
model risks. It develops the mathematical fundamentals and models for risk management, including a general
framework of risk and credit measures, dynamic analysis of financial derivative parameters (Greeks) and their
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

42/43

changes in real-time for trading risk management. Examples from current and/or past developments in financial
markets will be chosen to provide illustrations so that students may understand the various types of risk and learn
the methods to handle the management of risks.

QF5204 Numerical Methods in Quantitative Finance

Modular Credits: 4
Workload: 3-0-0-3-4
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in quantitative finance. It covers the programming
methodology, techniques, data structures and algorithms used by practitioners in finance in the valuation of
investment instruments. Numerical methods and implementations will be discussed.

QF5205 Topics in Quantitative Finance I

Modular Credits: 4
Workload: 3-0-0-3-4
Prerequisite(s): Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in quantitative finance. The objective is to offer topics in
quantitative finance that are of current interest and not covered by other modules in the quantitative finance
programme, with the aim of providing students with the knowledge and skills that are of current demand in the
finance industry. The module demonstrates how various mathematical concepts and methods in disciplines such
as stochastic analysis, stochastic control, partial differential equations and numerical methods that the students
have learned in the other modules are used to solve practical problems in quantitative finance, and emphasizes
mathematical modeling, algorithms and numerical implementation. The topics covered may vary from year to
year, and will be decided by the lecturer.

QF5206 Topics in Quantitative Finance II

Modular Credits: 4
Workload: 3-0-0-3-4
Prerequisite(s): Departmental Approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module is designed for graduate students in quantitative finance. The objective is to offer topics in
quantitative finance that are of current interest and not covered by other modules in the quantitative finance
programme, with the aim of providing students with the knowledge and skills that are of current demand in the
finance industry. The module demonstrates how various mathematical concepts and methods in disciplines such
as stochastic analysis, stochastic control, partial differential equations and numerical methods that the students
have learned in the other modules are used to solve practical problems in quantitative finance, and emphasizes
mathematical modeling, algorithms and numerical implementation. The topics covered may vary from year to
year, and will be decided by the lecturer.

QF5210 Financial Time Series: Theory and Computation

Modular Credits: 4
Workload: 3-0-0-3-4
Prerequisite(s): (QF3101 and MA4269) or Departmental approval
Preclusion(s): Nil
Cross-listing(s): Nil
This module introduces students to financial time series techniques, focusing primarily on Box-Jenkins
(ARIMA) method, conditional volatility (ARCH/GARCGH models), stochastic volatility models, regime
switching and nonlinear filtering, diverse non-linear state models, co-integration, and their applications on reallife financial problems. We provide both the relevant time series concepts and their financial applications.
[Highlighted items denote changes from this academic year]

[Module Description, Department of Mathematics, NUS, 2014/15]

43/43

Potential application of financial time series models include modeling equity returns, volatility estimations,
Value at Risk modelling and option valuation. This module targets honours students in the Quantitative
Finance Programme and students in the Master of Science in Quantitative Finance Programme.
NOTE: QF5xxx (except QF5210) are offered exclusively to students enrolled in M.Sc. Quantitative Finance Programme. These
modules are also not available on auditing basis.

[Highlighted items denote changes from this academic year]