OCIAM and NA Group

M.Sc. in Mathematical Modelling and Scientific Computing

www.comlab.ox.ac.uk/oucl/courses/grad/mmsc

Summary

Oxford's M.Sc. in Mathematical Modelling and Scientific Computing aims to train graduates with a strong mathematical background to develop and apply their skills to the solution of real problems. By the end of the course students should be able to formulate a well posed problem in mathematical terms from a possibly sketchy verbal description, carry out appropriate mathematical analysis, select or develop an appropriate numerical method, write a computer program which gives sensible answers to the problem, and present and interpret these results for a possible client. Particular emphasis is placed on the need for all these parts in the problem solving process, and on the fact that they frequently interact and cannot be carried out sequentially.

Until October 2006, Oxford had two M.Sc. courses in this area: Mathematical Modelling and Scientific Computing (emphasizing coursework) and Applied and Computational Mathematics (emphasizing research). The two have now been joined into one course with the former name, but there is currently still flexibility for students to choose between coursework-intensive and research-intensive options (Strands C and R). However, from October 2008 it will no longer be possible to follow the research intensive option (strand R) through the course.

The new M.Sc. in Mathematical and Computational Finance started in October 2007 and it is now no longer be possible to specialise in Mathematical Finance on the M.Sc. in Mathematical Modelling and Scientific Computing.

Requirements

[MT, HT, TT = Michaelmas, Hilary, Trinity Term]

To complete this course a student must complete 12 units, counted as follows: In addition all students must attend:

General Information

The Course Director is Dr Peter Howell (OCIAM) and the Course Organiser is Dr Kathryn Gillow (NA Group). A supervisor will be appointed for each student who will discuss their progress with them and who can advise on what options are suitable.

The course lasts almost twelve months, from the beginning of October to the end of the following September. Although the lecture courses are given during the three University terms, the examinations will take place on the Thursdays of the weeks preceding both Hilary and Trinity terms. Additionally, much other work is carried out in the vacations, and students should expect to spend most of the year in Oxford. There will be no time for long holidays.

For the academic year 2007-2008, the course will begin with a week of introductory material based at the Computing Laboratory, beginning at 9.30am on the morning of Monday 1 October 2007.

The dates of the University Full Terms for the Academic Year 2007-2008 are:

Here is the TT 2008 timetable. The MT 2007 and HT 2008 timetables are available for information at MT 2007 and HT 2008.

Funding and Application Procedure

The course is supported by a number of EPSRC studentships for UK (fees and living allowance) and EU (fees only) students. All eligible applicants who are offered a place are automatically considered for any remaining studentships; the majority of studentships will be allocated by April of each year. In addition we have two studentships to covers fees and a living allowance for students of any nationality (overseas fees can be covered) supported by KAUST. Again all applicants who are offered a place are automatically considered for these studentships. Here is some information about scholarships for international students. Students who undertake an industrial project suggested by a sponsor will receive a small additional bursary.

In addition, the M.Sc. Sponsorship Scheme provides a number of industrial bursaries each year. These will not provide complete support, but are intended to help to meet the cost of attending the course. Applicants who wish to be considered for an industrial bursary must indicate this on the application form and briefly give their particular reasons for requiring extra funds. Generally only a few bursaries are considered each year. All such cases will be assessed by the Admissions Committee on the basis of academic merit and financial need.

In 2006-2007 the course was sponsored by Schlumberger Technology Centre and Thales Underwater Systems. Both these companies provided topics for student dissertations.

Here are the Admissions Criteria. It is possible to download information about deadline dates and application forms. Enquiries about the course should be directed to the Numerical Analysis Group Secretary, e-mail: MMSC-Admissions@comlab.ox.ac.uk.

Prerequisites

The usual background is a good undergraduate degree (for UK applicants this means a 2.1 or higher) in a subject with significant mathematical content.

A reasonable level of competency in mathematical analysis and linear algebra is required for this course. The speed at which the course proceeds does not allow any time to catch up on basic material. A detailed list of the minimally required basic knowledge is given in prerequisites.

Frequently Asked Questions

The links below give answers to some frequently asked questions:

Course Details

Strand C (coursework) students will normally accumulate 4 units for core courses + 3 units for special topics + 1 unit for case studies + 4 units for dissertation. Strand R (research) students will normally accumulate 2 units for core courses + 3 units for special topics + 1 unit for case studies + 6 units for dissertation. Each student must report to the Course Organiser by Friday of Week 4 of MT whether he/she will complete the Strand C (4-unit dissertation) or Strand R (6-unit dissertation) option.

Core Courses

There are four core courses:

The core courses consist of both lectures and examples classes, and students must attend both. Some preparatory reading relating to the core courses is suggested. Past exam papers can be found on the OXAM website.

Special Topics

There is a great variety of special topic lecture courses listed below. Each falls under a broad heading of Modelling, Computation or Other, and is marked [M], [C] or [O] accordingly. Students should complete at least one Modelling course marked [M] in the list and one Computation course marked [C] in the list. A special topic is usually assessed by a mini-project on a topic agreed with the lecturer. Students wishing to do a special topic on one of these courses must inform the lecturer before half the lectures have been given, and the special topic must be handed in with a completed cover sheet within 6 weeks of the end of the term for MT and HT lecture courses, or within 2 weeks of the end of term for TT lecture courses. The lecturer will assess the work and make a recommendation to the examiners.

It is also possible to do other topics if approved by the M.Sc. Supervisory Committee. Students who wish to follow a lecture course not on the list or to do a special topic based on a reading course should submit a short description of the project to the course organiser.

These are the courses available for the Academic year 2007-2008. Note that the list of courses may change from year to year.

MT = Michaelmas Term 2007

HT = Hilary Term 2008

TT = Trinity Term 2008

Practical Scientific Computing and Mathematical Modelling Skills

All students will learn MATLAB at the start of the course if they do not already know it. In MT students will take Practical Numerical Analysis classes and Mathematical Modelling classes which will include group work and presentation of results.

In HT, students will participate in the Case Studies in Mathematical Modelling and Scientific Computing, and will write up at least one project for assessment for each course.

There is also the possibility of learning another computer programming language.

Additional Skills

All students will attend the Additional Skills sessions in MT. These will provide information about how the course is assessed and advice about special topics as well as covering the use of LaTeX and the web, sources of numerical software, literature searches, communication and career development.

A careers evening is usually organised in February.

Dissertation

Students normally prepare their dissertations during HT, TT and the long vacation (Strand R) or TT and the long vacation (Strand C), but it is often valuable to commence background work earlier. A student's dissertation topic should be selected in consultation with their supervisor and the details of the form and scope of the dissertation are described in the Regulations. Here are some possible dissertation projects. Additionally, a number of industrial topics suitable for dissertations will be presented at a meeting in December by companies who sponsor the M.Sc. course. Also students are encouraged to talk to any potential supervisors, which may include most academics or researchers in OCIAM or the NA Group. Note that the supervisor allocated in the first term will not usually turn out to be the supervisor for the dissertation.

Each student will be required to give a short talk and answer questions on the background to their dissertation topic at an open meeting, attended by supervisors, examiners and sponsors, to be held at the end of March (Strand R) or June (Strand C).

In normal circumstances the body of the dissertation (excluding appendices etc.) should not exceed 65 pages (Strand R, worth 6 units) or 50 pages (Strand C, worth 4 units). Note that no alternative weightings (e.g. a dissertation worth 5 units) will be allowed.

Students should submit three bound copies of their dissertation to the Examination Schools by mid-day on Friday 5 September 2008. An electronic copy may also be requested.

The oral examination (viva) will be held in the second half of September and students will be expected to answer questions on their dissertation. Students whose performance was considered to be weak in either the written examination or their special topics, may also expect to be asked questions on these parts of the course at the oral. Strand R students may have longer vivas than Strand C students.

Checklist for Discussion with Supervisor and Course Organiser

Print this checklist and discuss it with your supervisor and the course organiser. The checklist should be returned to the course organiser by Friday of week 4 of MT.

Further information

Marking conventions
Diary of important events for the academic year
Course programme specifications
Statement of provision for the M.Sc. course
OCIAM OCIAM OCIAM NAGroup NAGroup NAGroup