Prelims Mathematics 2020-21

June 21, 2021

Contents

1 Foreword 5

2 Syllabus 6
2.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.5 Further Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

3 Introduction to Complex Numbers 14

3.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

4 M1: Linear Algebra I 15

4.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
4.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
4.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
4.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

5 M1: Linear Algebra II 16

5.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
5.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
5.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
5.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

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6 M1: Groups and Group Actions 17
6.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
6.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
6.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
6.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
6.5 Further Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

7 M2: Analysis I - Sequences and Series 19

7.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
7.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
7.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
7.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

8 M2: Analysis II - Continuity and Differentiability 20

8.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
8.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
8.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
8.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
8.5 Further Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

9 M2: Analysis III - Integration 22

9.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
9.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
9.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
9.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
9.5 Further Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22

10 M3: Introductory Calculus 23

10.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
10.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
10.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
10.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

11 M3: Probability 24
11.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
11.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

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 11.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
11.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

12 M3: Statistics and Data Analysis 25

12.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
12.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
12.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
12.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
12.5 Further Reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

13 M4: Geometry 26
13.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
13.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
13.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
13.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

14 M4: Dynamics 27
14.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
14.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
14.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
14.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

15 M4: Constructive Mathematics 28

15.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
15.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
15.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
15.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

16 M5: Multivariable Calculus 29

16.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
16.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
16.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
16.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

17 M5: Fourier Series and PDE’s 30

17.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
17.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

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 17.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
17.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

18 Computational Mathematics 31
18.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
18.2 Learning Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
18.3 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
18.4 Reading List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

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1 Foreword

Synopses
The synopses give some additional detail and show how the material is split between the
different lecture courses. They include details of recommended reading.
Practical Work
The requirement in the Examination Regulations to pursue an adequate course of practical
work will be satisfied by following the Computational Mathematics course and submitting
two Computational Mathematics projects. Details about submission of these projects will
be given in the Computational Mathematics handbook.

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2 Syllabus

The syllabus here is that referred to in the Examination Regulations 2021 Special Regu-
lations for the Preliminary Examination in Mathematics (https://www.admin.ox.ac.uk/
examregs/) and has been approved by the Mathematics Teaching Committee for examina-
tion in Trinity Term 2022.
Examination Conventions can be found at: http://www.maths.ox.ac.uk/members/students/
undergraduate-courses/examinations-assessments/examination-conventions
A The subject of the examination shall be mathematics and its applications. The syl-
labus and number of papers shall be prescribed by regulation from time to time by the
Mathematical, Physical and Life Sciences Board.
B
1. Candidates shall take five written papers. The titles of the papers shall be: Mathematics
I, Mathematics II, Mathematics III, Mathematics IV, Mathematics V.
2. In addition to the five papers in cl 1, a candidate must also offer a practical work
assessment.
3. Candidates shall be deemed to have passed the examination if they have satisfied the
Moderators in all five papers and the practical assessment at a single examination or passed
all five papers and the practical assessment in accordance with the proviso of cl 4.
4. A candidate who fails to satisfy the Moderators in one or two of papers I-V may offer
those papers on one subsequent occasion; a candidate who fails to satisfy the Moderators
in three or more of papers I-V may offer all five papers on one subsequent occasion; a
candidate who fails to satisfy the Moderators in the practical work assessment may also
offer the assessment on one subsequent occasion.
5. The Moderators may award a distinction to candidates of special merit who have passed
all five written papers and the practical work assessment at a single examination.
6. The syllabus for each paper shall be published by the Mathematical Institute on the
Mathematical Institute’s website by the beginning of the Michaelmas Full Term in the
academic year of the examination, after consultation with the Mathematics Teaching Com-
mittee. Each paper will contain questions of a straight forward character.
7. The Chair of Mathematics, or a deputy, shall make available to the Moderators evidence
showing the extent to which each candidate has pursued an adequate course of practical
work. In assessing a candidate’s performance in the examination the Moderators shall take
this evidence into account. Deadlines for handing in practical work will be published in a
handbook for candidates by the beginning of Michaelmas Full Term in the academic year
of the examination.
Candidates are usually required to submit such practical work electronically; details shall be
given in the handbook for the practical course. Any candidate who is unable for some reason
to submit work electronically must apply to the Academic Administrator, Mathematical
Institute, for permission to submit the work in paper form. Such applications must reach
the Academic Administrator two weeks before the deadline for submitting the practical
work.
8. The use of hand held pocket calculators is generally not permitted but certain kinds may

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be permitted for some papers. Specifications of which papers and which types of calculator
are permitted for those exceptional papers will be announced by the Moderators in the
Hilary Term preceding the examination.
Mathematics I
The natural numbers and their ordering. Induction as a method of proof, including a proof
of the binomial theorem with non-negative integral coefficients.
Sets. Examples including N, Z, Q, R, C, and intervals in R. Inclusion, union, intersection,
power set, ordered pairs and cartesian product of sets. Relations. Definition of an equiva-
lence relation. Examples.
Functions: composition, restriction; injective (one-to-one), surjective (onto) and invertible
functions; images and preimages.
Systems of linear equations. Matrices and the beginnings of matrix algebra. Use of matrices
to describe systems of linear equations. Elementary Row Operations (EROs) on matrices.
Reduction of matrices to echelon form. Application to the solution of systems of linear
equations.
Inverse of a square matrix. Reduced row echelon (RRE) form and the use of EROs to com-
pute inverses; computational efficiency of the method. Transpose of a matrix; orthogonal
matrices.
Vector spaces: definition of a vector space over a field (such as R, Q, C). Subspaces. Many
explicit examples of vector spaces and subspaces.
Span of a set of vectors. Examples such as row space and column space of a matrix. Linear
dependence and independence. Bases of vector spaces; examples. The Steinitz Exchange
Lemma; dimension. Application to matrices: row space and column space, row rank and
column rank. Coordinates associated with a basis of a vector space.
Use of EROs to find bases of subspaces. Sums and intersections of subspaces; the dimension
formula. Direct sums of subspaces.
Linear transformations: definition and examples (including projections associated with
direct-sum decompositions). Some algebra of linear transformations; inverses. Kernel and
image, Rank-Nullity Theorem. Applications including algebraic characterisation of projec-
tions (as idempotent linear transformations).
Matrix of a linear transformation with respect to bases. Change of Bases Theorem. Appli-
cations including proof that row rank and column rank of a matrix are equal.
Bilinear forms; real inner product spaces; examples. Mention of complex inner product
spaces. Cauchy–Schwarz inequality. Distance and angle. The importance of orthogonal
matrices.
Introduction to determinant of a square matrix: existence and uniqueness. Proof of exis-
tence by induction. Proof of uniqueness by deriving explicit formula from the properties
of the determinant. Permutation matrices. (No general discussion of permutations). Basic
properties of determinant, relation to volume. Multiplicativity of the determinant, compu-
tation by row operations.
Determinants and linear transformations: definition of the determinant of a linear transfor-
mation, multiplicativity, invertibility and the determinant.

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Eigenvectors and eigenvalues, the characteristic polynomial, trace. Eigenvectors for distinct
eigenvalues are linearly independent. Discussion of diagonalisation. Examples. Eigenspaces,
geometric and algebraic multiplicity of eigenvalues. Eigenspaces form a direct sum.
Gram-Schmidt procedure. Spectral theorem for real symmetric matrices. Quadratic forms
and real symmetric matrices. Application of the spectral theorem to putting quadrics into
normal form by orthogonal transformations and translations. Statement of classification of
orthogonal transformations.
Axioms for a group and for an Abelian group. Examples including geometric symmetry
groups, matrix groups (GLn , SLn , On , Un ), cyclic groups. Products of groups.
Permutations of a finite set under composition. Cycles and cycle notation. Order. Trans-
positions; every permutation may be expressed as a product of transpositions. The parity
of a permutation is well-defined via determinants. Conjugacy in permutation groups.
Subgroups; examples. Intersections. The subgroup generated by a subset of a group. A
subgroup of a cyclic group is cyclic. Connection with hcf and lcm. Bezout’s Lemma.
Recap on equivalence relations including congruence mod n and conjugacy in a group. Proof
that equivalence classes partition a set. Cosets and Lagrange’s Theorem; examples. The
order of an element. Fermat’s Little Theorem.
Isomorphisms, examples. Groups of order 8 or less up to isomorphism (stated without
proof). Homomorphisms of groups with motivating examples. Kernels. Images. Normal
subgroups. Quotient groups; examples. First Isomorphism Theorem. Simple examples
determining all homomorphisms between groups.
Group actions; examples. Definition of orbits and stabilizers. Transitivity. Orbits partition
the set. Stabilizers are subgroups.
Orbit-stabilizer Theorem. Examples and applications including Cauchy’s Theorem and to
conjugacy classes.
Orbit-counting formula. Examples.
The representation G → Sym(S) associated with an action of G on S. Cayley’s Theorem.
Symmetry groups of the tetrahedron and cube.
Mathematics II
Complex numbers and their arithmetic. The Argand diagram (complex plane). Modulus
and argument of a complex number. Simple transformations of the complex plane. De
Moivre’s Theorem; roots of unity. Euler’s theorem; polar form reiθ of a complex number.
Polynomials and a statement of the Fundamental Theorem of Algebra.
Real numbers: arithmetic, ordering, suprema, infima; the real numbers as a complete or-
dered field. Definition of a countable set. The countability of the rational numbers. The
reals are uncountable. The complex number system. The triangle inequality.
Sequences of real or complex numbers. Definition of a limit of a sequence of numbers.
Limits and inequalities. The algebra of limits. Order notation: O, o.
Subsequences; a proof that every subsequence of a convergent sequence converges to the
same limit; bounded monotone sequences converge. Bolzano–Weierstrass Theorem. Cauchy’s
convergence criterion.

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Series of real or complex numbers. Convergence of series. Simple examples to include
geometric progressions and some power series. Absolute convergence, Comparison Test,
Ratio Test, Integral Test. Alternating Series Test.
Power series, radius of convergence. Examples to include definition of and relationships
between exponential, trigonometric functions and hyperbolic functions.
Definition of the function limit. Definition of continuity of functions on subsets of R and
C in terms of ε and δ. Continuity of real valued functions of several variables. The algebra
of continuous functions; examples, including polynomials. Intermediate Value Theorem for
continuous functions on intervals. Boundedness, maxima, minima and uniform continuity
for continuous functions on closed intervals. Monotone functions on intervals and the Inverse
Function Theorem.
Sequences and series of functions, uniform convergence. Weierstrass’s M-test for uniformly
convergent series of functions. Uniform limit of a sequence of continuous functions is con-
tinuous. Continuity of functions defined by power series.
Definition of the derivative of a function of a real variable. Algebra of derivatives, examples
to include polynomials and inverse functions. The derivative of a function defined by a power
series is given by the derived series (proof not examinable). Vanishing of the derivative at a
local maximum or minimum. Rolle’s Theorem, Mean Value Theorem, and Cauchy’s (Gener-
alized) Mean Value Theorem with applications: Constancy Theorem, monotone functions,
exponential function and trigonometric functions. L’Hôpital’s Formula. Taylor’s Theorem
with remainder in Lagrange’s form; examples. The binomial expansion with arbitrary index.
Step functions, their integral, basic properties. Minorants and majorants of bounded func-
tions on bounded intervals. Definition of Riemann integral. Elementary properties of Rie-
mann integrals: positivity, linearity, subdivision of the interval.
The application of uniform continuity to show that continuous functions are Riemann inte-
grable on closed bounded intervals; bounded continuous functions are Riemann integrable
on bounded intervals.
The Mean Value Theorem for Integrals. The Fundamental theorem of Calculus; integration
by parts and by substitution.
The interchange of integral and limit for a uniform limit of integrable functions on a bounded
interval. Term-by-term integration and differentiation of a (real) power series (interchanging
limit and derivative for a series of functions where the derivatives converge uniformly).
Mathematics III
General linear homogeneous ODEs: integrating factor for first order linear ODEs, second
solution when one solution is known for second order linear ODEs. First and second order
linear ODEs with constant coefficients. General solution of linear inhomogeneous ODE
as particular solution plus solution of homogeneous equation. Simple examples of finding
particular integrals by guesswork.
Introduction to partial derivatives. Second order derivatives and statement of condition for
equality of mixed partial derivatives. Chain rule, change of variable, including planar polar
coordinates. Solving some simple partial differential equations (e.g. fxy = 0, fx = fy ).
Parametric representation of curves, tangents. Arc length. Line integrals.

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Jacobians with examples Rincluding plane polar coordinates. Some simple double integrals
2 2
calculating area and also R2 e−(x +y ) dA.
Simple examples of surfaces,
RB especially as level sets. Gradient vector; normal to surface;
directional derivative; A ∇φ · dr = φ(B) − φ(A).
Taylor’s Theorem for a function of two variables (statement only). Critical points and
classification using directional derivatives and Taylor’s theorem. Informal (geometrical)
treatment of Lagrange multipliers.
Sample space, events, probability measure. Permutations and combinations, sampling with
or without replacement. Conditional probability, partitions of the sample space, law of total
probability, Bayes’ Theorem. Independence.
Discrete random variables, probability mass functions, examples: Bernoulli, binomial, Pois-
son, geometric. Expectation, expectation of a function of a discrete random variable, vari-
ance. Joint distributions of several discrete random variables. Marginal and conditional
distributions. Independence. Conditional expectation, law of total probability for expec-
tations. Expectations of functions of more than one discrete random variable, covariance,
variance of a sum of dependent discrete random variables.
Solution of first and second order linear difference equations. Random walks (finite state
space only).
Probability generating functions, use in calculating expectations. Examples including ran-
dom sums and branching processes.
Continuous random variables, cumulative distribution functions, probability density func-
tions, examples: uniform, exponential, gamma, normal. Expectation, expectation of a
function of a continuous random variable, variance. Distribution of a function of a sin-
gle continuous random variable. Joint probability density functions of several continuous
random variables (rectangular regions only). Marginal distributions. Independence. Expec-
tations of functions of jointly continuous random variables, covariance, variance of a sum
of dependent jointly continuous random variables.
Random sample, sums of independent random variables. Markov’s inequality, Chebyshev’s
inequality, Weak Law of Large Numbers.
Random samples, concept of a statistic and its distribution, sample mean as a measure of
location and sample variance as a measure of spread.
Concept of likelihood; examples of likelihood for simple distributions. Estimation for a
single unknown parameter by maximising likelihood. Examples drawn from: Bernoulli,
binomial, geometric, Poisson, exponential (parametrized by mean), normal (mean only,
variance known). Data to include simple surveys, opinion polls, archaeological studies,
etc. Properties of estimators—unbiasedness, Mean Squared Error = (bias2 + variance).
Statement of Central Limit Theorem (excluding proof). Confidence intervals using CLT.
Simple straight line fit, Yt = a + bxt + εt , with εt normal independent errors of zero mean
and common known variance. Estimators for a, b by maximising likelihood using partial
differentiation, unbiasedness and calculation of variance as linear sums of Yt . (No confidence
intervals). Examples (use scatter plots to show suitability of linear regression).
Linear regression with 2 regressors. Special case of quadratic regression Yt = a+bxt +cx2t +t .
Model diagnostics and outlier detection. Residual plots. Heteroscedasticity. Outliers and

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studentized residuals. High-leverage points and leverage statistics.
Introduction to unsupervised learning with real world examples. Principal components anal-
ysis (PCA). Proof that PCs maximize directions of maximum variance and are orthogonal
using Lagrange multipliers. PCA as eigendecomposition of covariance matrix. Eigenvalues
as variances. Choosing number of PCs. The multivariate normal distribution pdf. Examples
of PCA on multivariate normal data and clustered data.
Clustering techniques; K-means clustering. Minimization of within-cluster variance. K-
means algorithm and proof that it will decrease objective function. Local versus global
optima and use of random initializations. Hierarchical clustering techniques. Agglomerative
clustering using complete, average and single linkage.
Mathematics IV
Euclidean geometry in two and three dimensions approached by vectors and coordinates.
Vector addition and scalar multiplication. The scalar product. Equations of planes, lines
and circles.
The vector product in three dimensions. Use of a, b, a ∧ b as a basis. Scalar triple products
and vector triple products, vector algebra.
Conics (normal form), focus and directrix. Degree two equations in two variables.
Orthogonal matrices and the maps they represent in R2 . Orthogonal change of variables.
Statement of Spectral Theorem and use in simple examples. Identifying conics not in normal
form.
3 × 3 orthogonal matrices; SO(3) and rotations; conditions for being a reflection. Isometries
of R3 . Rotating frames in 2 and 3 dimensions. Angular velocity.
Parametrised surfaces, including spheres, cones; surfaces of revolution. Examples of finding
shortest path on a surface. Surface isometries. Arc length and surface area; isometries and
area.
Newton’s laws and inertial frames. Dimensional analysis.
Forces: examples including gravity, fluid drag, electromagnetism. Energy and momentum.
Equilibria and the harmonic oscillator. Stability and instability via linearized equations,
normal modes. Simple examples of equilibria in two variables via matrices.
Planar motion in polar coordinates. Conservative forces, central forces, angular momentum
and torque. Constrained motion.
Newtonian gravitational potential, Kepler’s laws and planetary motion.
Many particle systems, centre of mass motion, Galilean relativity.
Rigid bodies, the inertia tensor, and simple rigid body motion (with fixed axis of rotation).
Newton’s laws in rotating frames.
The Division Algorithm on Integers, Euclid’s Algorithm including proof of termination with
highest common factor. The solution of simple linear Diophantine equations. Examples.
Division and Euclid’s algorithm for real polynomials. Examples.
Root finding for real polynomials. Fixed point iterations, examples. Convergence. Existence
of fixed points and convergence of fixed point iterations by the contraction mapping theorem

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(using the mean value theorem).
Newton iteration. Quadratic convergence. Horner’s Rule.
Mathematics V
Multiple integrals: Two dimensions. Informal definition and evaluation by repeated in-
tegration; example over a rectangle; properties. General domains. Change of variables.
Examples.
Volume integrals: Jacobians for cylindrical and spherical polars, examples.
Recap on surface and line integrals. Flux integrals including solid angle. Work integrals
and conservative fields.
Scalar and vector fields. Vector differential operators: divergence and curl; physical inter-
pretation. Calculation. Identities.
R
Divergence
R theorem. Examples. Consequences: Green’s first and second theorems. V ∇φdV =
∂V φdS.
Uniqueness of solutions of Poisson’s equation. Derivation of heat equation. Divergence
theorem in plane.
Stokes’s theorem. Examples. Consequences. The existence of potential for a conservative
force.
Gauss’ Flux Theorem. Examples. Equivalence with Poisson’s equation.
Fourier series: Periodic, odd and even functions. Calculation of sine and cosine series.
Simple applications concentrating on imparting familiarity with the calculation of Fourier
coefficients and the use of Fourier series. The issue of convergence is discussed informally
with examples. The link between convergence and smoothness is mentioned, together with
its consequences for approximation purposes.
Partial differential equations: Introduction in descriptive mode on partial differential equa-
tions and how they arise. Derivation of
(i) the wave equation of a string,
(ii) the heat equation in one dimension (box argument only). Examples of solutions and
their interpretation. D’Alembert’s solution of the wave equation and applications. Charac-
teristic diagrams (excluding reflection and transmission). Uniqueness of solutions of wave
and heat equations.
PDEs with Boundary conditions. Solution by separation of variables. Use of Fourier series to
solve the wave equation, Laplace’s equation and the heat equation (all with two independent
variables). (Laplace’s equation in Cartesian and in plane polar coordinates). Applications.

2.1 Overview

Prior to arrival, undergraduates are encouraged to read Professor Batty’s study guide ”How
do undergraduates do Mathematics?”
The purpose of these introductory lectures is to establish some of the basic language and
notation of university mathematics, and to introduce the elements of naı̈ve set theory and
the nature of formal proof.

12
2.2 Learning Outcomes

Students should:

(i) have the ability to describe, manipulate, and prove results about sets and functions
using standard mathematical notation;

(ii) know and be able to use simple relations;

(iii) develop sound reasoning skills;

(iv) have the ability to follow and to construct simple proofs, including proofs by math-
ematical induction (including strong induction, minimal counterexample) and proofs
by contradiction;

(v) learn how to write clear and rigorous mathematics.

2.3 Synopsis

The natural numbers and their ordering. Induction as a method of proof, including a proof
of the binomial theorem with non-negative integral coefficients.
Sets. Examples including N, Z, Q, R, C, and intervals in R. Inclusion, union, intersection,
power set, ordered pairs and cartesian product of sets. Relations. Definition of an equiva-
lence relation. Examples.
Functions: composition, restriction; injective (one-to-one), surjective (onto) and invertible
functions; images and preimages.
Writing mathematics. The language of mathematical reasoning; quantifiers: ”for all”,
”there exists”. Formulation of mathematical statements with examples.
Proofs and refutations: standard techniques for constructing proofs; counter-examples. Ex-
ample of proof by contradiction and more on proof by induction.
Problem-solving in mathematics: experimentation, conjecture, confirmation, followed by
explaining the solution precisely.

2.4 Reading List

1) C. J. K. Batty, How do undergraduates do Mathematics?, (Mathematical Institute Study

Guide, 1994)
2) K. Houston, How to think like a mathematician, (CUP, 2009)
3) L. Alcock, How to study for a mathematics degree, (OUP, 2012)

2.5 Further Reading

1) G. Pólya. How to solve it: a new aspect of mathematical method, (1945, New edition
2014 with a foreword by John Conway, Princeton University Press).

13
2) G. C. Smith, Introductory Mathematics: Algebra and Analysis, (Springer-Verlag, London,
1998), Chapters 1 and 2.
3) Robert G. Bartle, Donald R. Sherbert, Introduction to Real Analysis, (Wiley, New York,
Fourth Edition, 2011), Chapter 1 and Appendices A and B.
4) C. Plumpton, E. Shipton, R. L. Perry, Proof, (MacMillan, London, 1984).
5) R. B. J. T. Allenby, Numbers and Proofs, (Butterworth-Heinemann, London, 1997).
6) R. A. Earl, Bridging Material on Induction, (Mathematics Department website).

3 Introduction to Complex Numbers

3.1 Overview

Students should not necessarily expect a tutorial to support this short course. Solutions
to the problem sheet will be posted on Monday of Week 2 and students are asked to mark
their own problems when no tutorial has been offered.
This course aims to give all students a common background in complex numbers.

3.2 Learning Outcomes

By the end of the course, students will be able to:

(i) manipulate complex numbers with confidence;

(ii) use the Argand diagram representation of complex numbers, including to solve prob-
lems involving the nth roots of unity;

(iii) know the polar representation form and be able to apply it in a range of problems.

3.3 Synopsis

Complex numbers and their arithmetic. The Argand diagram (complex plane). Modulus
and argument of a complex number. Simple transformations of the complex plane. De
Moivre’s Theorem; roots of unity. Euler’s theorem; polar form reiθ of a complex number.
Polynomials and a statement of the Fundamental Theorem of Algebra.

3.4 Reading List

1) R. A. Earl, Complex numbers https://www.maths.ox.ac.uk/study-here/undergraduate-

study/bridging-gap These notes have now been expanded as Chapter 1 of Towards Higher
Mathematics (Cambridge University Press, 2017)
2) D. W. Jordan & P Smith, Mathematical Techniques (Oxford University Press, Oxford,
2002), Ch.6. Please note that e-book versions of many books in the reading lists can be found
on SOLO http://solo.bodleian.ox.ac.uk/primo-explore/search?vid=SOLOLinks to

14
an external site. and ORLO https://oxford.rl.talis.com/index.html(Links to an ex-
ternal site.).

4 M1: Linear Algebra I

4.1 Overview

Linear algebra pervades and is fundamental to algebra, geometry, analysis, applied math-
ematics, statistics, and indeed most of mathematics. This course lays the foundations,
concentrating mainly on vector spaces and matrices over the real and complex number sys-
tems. The course begins with examples in R2 and R3 , and gradually becomes more abstract.
The course also introduces the idea of an inner product, with which angle and distance can
be introduced into a vector space.

4.2 Learning Outcomes

By the end of the course, students will be able to:

(i) use the definitions of a vector space, a subspace, linear dependence and independence,
spanning sets and bases, both within the familiar setting of R2 and R3 and also for
abstract vector spaces, and prove results using these definitions;

(ii) use matrices to solve systems of linear equations and to determine the number of
solutions of such a system;

(iii) solve a range of problems relating to linear maps between vector spaces, thinking of
linear maps abstractly or representing them using matrices as appropriate.

4.3 Synopsis

Systems of linear equations. Matrices and the beginnings of matrix algebra. Use of matrices
to describe systems of linear equations. Elementary Row Operations (EROs) on matrices.
Reduction of matrices to echelon form. Application to the solution of systems of linear
equations.
Inverse of a square matrix. Reduced row echelon (RRE) form and the use of EROs to com-
pute inverses; computational efficiency of the method. Transpose of a matrix; orthogonal
matrices.
Vector spaces: definition of a vector space over a field (such as R, Q, C). Subspaces. Many
explicit examples of vector spaces and subspaces.
Span of a set of vectors. Examples such as row space and column space of a matrix. Linear
dependence and independence. Bases of vector spaces; examples. The Steinitz Exchange
Lemma; dimension. Application to matrices: row space and column space, row rank and
column rank. Coordinates associated with a basis of a vector space.
Use of EROs to find bases of subspaces. Sums and intersections of subspaces; the dimension
formula. Direct sums of subspaces.

15
Linear transformations: definition and examples (including projections associated with
direct-sum decompositions). Some algebra of linear transformations; inverses. Kernel and
image, Rank-Nullity Theorem. Applications including algebraic characterisation of projec-
tions (as idempotent linear transformations).
Matrix of a linear transformation with respect to bases. Change of Bases Theorem. Appli-
cations including proof that row rank and column rank of a matrix are equal.
Bilinear forms; real inner product spaces; examples. Mention of complex inner product
spaces. Cauchy–Schwarz inequality. Distance and angle. The importance of orthogonal
matrices.

4.4 Reading List

Basic Linear Algebra by T.S.Blyth and E.F.Robertson (2002, Springer) Guide to Linear
Algebra by David Towers (1988, MacMillan) Linear Algebra – An Introductory Approach
by Charles W Curtis (1984, Springer) Introduction to Linear Algebra by Gilbert Strang
(2016, Wellesley-Cambridge)

5 M1: Linear Algebra II

5.1 Overview

To follow.

5.2 Learning Outcomes

Students will:

(i) understand the elementary theory of determinants;

(ii) understand the beginnings of the theory of eigenvectors and eigenvalues and appreciate
the applications of diagonalizability.

(iii) understand the Spectral Theory for real symmetric matrices, and appreciate the geo-
metric importance of an orthogonal change of variable.

5.3 Synopsis

Introduction to determinant of a square matrix: existence and uniqueness. Proof of exis-

tence by induction. Proof of uniqueness by deriving explicit formula from the properties
of the determinant. Permutation matrices. (No general discussion of permutations). Basic
properties of determinant, relation to volume. Multiplicativity of the determinant, compu-
tation by row operations.
Determinants and linear transformations: definition of the determinant of a linear transfor-
mation, multiplicativity, invertibility and the determinant.

16
Eigenvectors and eigenvalues, the characteristic polynomial, trace. Eigenvectors for distinct
eigenvalues are linearly independent. Discussion of diagonalisation. Examples. Eigenspaces,
geometric and algebraic multiplicity of eigenvalues. Eigenspaces form a direct sum.
Gram-Schmidt procedure. Spectral theorem for real symmetric matrices. Quadratic forms
and real symmetric matrices. Application of the spectral theorem to putting quadrics into
normal form by orthogonal transformations and translations. Statement of classification of
orthogonal transformations.

5.4 Reading List

1. T. S. Blyth and E. F. Robertson, Basic Linear Algebra (Springer, London, 2nd edition
2002).

2. C. W. Curtis, Linear Algebra – An Introductory Approach (Springer, New York, 4th

edition, reprinted 1994).

3. R. B. J. T. Allenby, Linear Algebra (Arnold, London, 1995).

4. D. A. Towers, A Guide to Linear Algebra (Macmillan, Basingstoke 1988).

5. S. Lang, Linear Algebra (Springer, London, Third Edition, 1987).

6. R. Earl, Towards Higher Mathematics - A Companion (Cambridge University Press,

Cambridge, 2017)

6 M1: Groups and Group Actions

6.1 Overview

Abstract algebra evolved in the twentieth century out of nineteenth century discoveries in
algebra, number theory and geometry. It is a highly developed example of the power of
generalisation and axiomatisation in mathematics. The group is an important first example
of an abstract, algebraic structure and groups permeate much of mathematics particularly
where there is an aspect of symmetry involved. Moving on from examples and the theory
of groups, we will also see how groups act on sets (e.g. permutations on sets, matrix groups
on vectors) and apply these results to several geometric examples and more widely.

6.2 Learning Outcomes

Students will get familiarised with the axiomatic approach to group theory and learn how to
argue formally and abstractly. They will be ale to apply the First Isomorphism Theorem and
work with many examples of groups and group actions from various parts of mathematics.
With the help of the Counting Lemma (also called Burnside’s Lemma) they will be able to
solve a variety of otherwise intractable counting problems and thus learn to appreciate the
power of groups.

17
6.3 Synopsis

HT (8 lectures)
Axioms for a group and for an Abelian group. Examples including geometric symmetry
groups, matrix groups (GLn , SLn , On , Un ), cyclic groups. Products of groups.
Permutations of a finite set under composition. Cycles and cycle notation. Order. Trans-
positions; every permutation may be expressed as a product of transpositions. The parity
of a permutation is well-defined via determinants. Conjugacy in permutation groups.
Subgroups; examples. Intersections. The subgroup generated by a subset of a group. A
subgroup of a cyclic group is cyclic. Connection with hcf and lcm. Bezout’s Lemma.
Recap on equivalence relations including congruence mod n and conjugacy in a group. Proof
that equivalence classes partition a set. Cosets and Lagrange’s Theorem; examples. The
order of an element. Fermat’s Little Theorem.
TT (8 Lectures)
Isomorphisms, examples. Groups of order 8 or less up to isomorphism (stated without
proof). Homomorphisms of groups with motivating examples. Kernels. Images. Normal
subgroups. Quotient groups; examples. First Isomorphism Theorem. Simple examples
determining all homomorphisms between groups.
Group actions; examples. Definition of orbits and stabilizers. Transitivity. Orbits partition
the set. Stabilizers are subgroups.
Orbit-stabilizer Theorem. Examples and applications including Cauchy’s Theorem and to
conjugacy classes.
Orbit-counting formula. Examples.
The representation G → Sym(S) associated with an action of G on S. Cayley’s Theorem.
Symmetry groups of the tetrahedron and cube.

6.4 Reading List

1) M. A. Armstrong Groups and Symmetry (Springer, 1997)

6.5 Further Reading

1) R. B. J. T. Allenby, Rings, Fields and Groups (Second revised edition, Elsevier, 1991)
2) Peter J. Cameron, Introduction to Algebra (Second edition, Oxford University Press,
2007).
3) John B. Fraleigh, A First Course in Abstract Algebra (Seventh edition, Pearson, 2013).
4) W. Keith Nicholson, Introduction to Abstract Algebra (Fourth edition, John Wiley, 2012).
5) Joseph J. Rotman, A First Course in Abstract Algebra (Third edition, Pearson, 2005).
6) Joseph Gallian, Contemporary Abstract Algebra (8th international edition, Brooks/Cole,
2012).

18
7) Nathan Carter, Visual Group Theory (MAA Problem Book Series, 2009).

7 M2: Analysis I - Sequences and Series

7.1 Overview

In these lectures we study the real and complex numbers, and study their properties, par-
ticularly completeness (roughly speaking, the idea that there are no ’gaps’ - unlike in the
rational numbers, for example). We go on to define and study limits of sequences, conver-
gence of series, and power series.

7.2 Learning Outcomes

By the end of the course, students will be able to:

• prove results within an axiomatic framework;

• define and prove basic results about countable and uncountable sets, including key
examples;

• define what it means for a sequence or series to converge;

• prove results using the completeness axiom for R and using Cauchy’s criterion for the
convergence of real and complex sequences and series, and explain how completeness
and Cauchy’s criterion are related;

• analyse the convergence (or otherwise) of a variety of well known sequences and series,
and use this to conjecture the behaviour of unfamiliar sequences and series;

• apply standard techniques to determine whether a sequence converges, and whether

a series converges;

• define the elementary functions using power series, and use these definitions to deduce
basic properties of these functions.

7.3 Synopsis

Real numbers: arithmetic, ordering, suprema, infima; the real numbers as a complete or-
dered field. Definition of a countable set. The countability of the rational numbers. The
reals are uncountable. The complex number system. The triangle inequality.
Sequences of real or complex numbers. Definition of a limit of a sequence of numbers.
Limits and inequalities. The algebra of limits. Order notation: O, o.
Subsequences; a proof that every subsequence of a convergent sequence converges to the
same limit; bounded monotone sequences converge. Bolzano–Weierstrass Theorem. Cauchy’s
convergence criterion.

19
Series of real or complex numbers. Convergence of series. Simple examples to include
geometric progressions and some power series. Absolute convergence, Comparison Test,
Ratio Test, Integral Test. Alternating Series Test.
Power series, radius of convergence. Examples to include definition of and relationships
between exponential, trigonometric functions and hyperbolic functions.

7.4 Reading List

1. Alcock, L. (2014) How to think about analysis. First edition. Oxford: Oxford Uni-
versity Press.

2. Bartle, R. G. and Sherbert, D. R. (2000a) Introduction to real analysis. 3rd ed. New
York: Wiley.

3. Bartle, R. G. and Sherbert, D. R. (2011) Introduction to real analysis. 4th ed. New
York: Wiley.

4. Bressoud, D. M. and Mathematical Association of America (2007) A radical approach

to real analysis. [s.l.]: Mathematical Association of America.

5. Bryant, V. (1990) Yet another introduction to analysis. Cambridge: Cambridge Uni-

versity Press.

6. Burkill, J. C. (1978) A first course in mathematical analysis. 1st paperback ed. Cam-
bridge: Cambridge University Press.

7. Burn, R. P. (2015) Numbers and functions: steps into analysis. Third edition. Cam-
bridge: Cambridge University Press.

8. Hart, F. M. (1988) Guide to analysis. Basingstoke: Macmillan Education.

9. Hart, F. M. (2001) Guide to analysis. 2nd ed. Basingstoke: Palgrave.

10. Howie, J. M. (2001) Real analysis. London: Springer.

11. Smith, G. (1998) Introductory mathematics: algebra and analysis. London: Springer.

12. Spivak, M. (1980) Calculus. 2nd ed. Berkeley, CA: Publish or Perish.

13. Spivak, M. (1994) Calculus. 3rd ed. Houston: Publish or Perish.

14. Thomson, B., Bruckner, J. B. and Bruckner, A. M. (2008) Elementary real analysis.
2nd ed. California: Createspace Publishing.

8 M2: Analysis II - Continuity and Differentiability

8.1 Overview

In this term’s lectures, we study continuity of functions of a real or complex variable, and
differentiability of functions of a real variable.

20
8.2 Learning Outcomes

At the end of the course students will be able to apply limiting properties to describe and
prove continuity and differentiability conditions for real and complex functions. They will
be able to prove important theorems, such as the Intermediate Value Theorem, Rolle’s
Theorem and Mean Value Theorem, and will continue the study of power series and their
convergence.

8.3 Synopsis

Definition of the function limit. Definition of continuity of functions on subsets of R and

C in terms of ε and δ. Continuity of real valued functions of several variables. The algebra
of continuous functions; examples, including polynomials. Intermediate Value Theorem for
continuous functions on intervals. Boundedness, maxima, minima and uniform continuity
for continuous functions on closed intervals. Monotone functions on intervals and the Inverse
Function Theorem.
Sequences and series of functions, uniform convergence. Weierstrass’s M-test for uniformly
convergent series of functions. Uniform limit of a sequence of continuous functions is con-
tinuous. Continuity of functions defined by power series.
Definition of the derivative of a function of a real variable. Algebra of derivatives, examples
to include polynomials and inverse functions. The derivative of a function defined by a power
series is given by the derived series (proof not examinable). Vanishing of the derivative at a
local maximum or minimum. Rolle’s Theorem, Mean Value Theorem, and Cauchy’s (Gener-
alized) Mean Value Theorem with applications: Constancy Theorem, monotone functions,
exponential function and trigonometric functions. L’Hôpital’s Formula. Taylor’s Theorem
with remainder in Lagrange’s form; examples. The binomial expansion with arbitrary index.

8.4 Reading List

1) Lecture Notes for this course.

2) W. Rudin, Principles of Mathematical Analysis (McGraw-Hill, Third Edition), Chapters
4, 5, 7.
3) T. M. Apostol, Mathematical Analysis (Addison-Wesley Pub. Company), Chapters 4
and 5.
4) M. Spivak, Calculus (Cambridge University Press; 3 edition), Sections 5 to 12.

8.5 Further Reading

1) M. Giaquinta and G. Modica, Mathematical Analysis: Functions of One Variable: v. 1

(Birkhäuser).
2) V. A. Zorich, Mathematical Analysis I (2nd Edition, Universitext, Springer).

21
9 M2: Analysis III - Integration

9.1 Overview

In these lectures we define Riemann integration and study its properties, including a proof
of the Fundamental Theorem of Calculus. This gives us the tools to justify term-by-term
differentiation of power series and deduce the elementary properties of the trigonometric
functions.

9.2 Learning Outcomes

At the end of the course students will be familiar with the construction of an integral
from fundamental principles, including important theorems. They will know when it is
possible to integrate or differentiate term-by-term and be able to apply this to, for example,
trigonometric series.

9.3 Synopsis

Step functions, their integral, basic properties. Minorants and majorants of bounded func-
tions on bounded intervals. Definition of Riemann integral. Elementary properties of Rie-
mann integrals: positivity, linearity, subdivision of the interval.
The application of uniform continuity to show that continuous functions are Riemann inte-
grable on closed bounded intervals; bounded continuous functions are Riemann integrable
on bounded intervals.
The Mean Value Theorem for Integrals. The Fundamental theorem of Calculus; integration
by parts and by substitution.
The interchange of integral and limit for a uniform limit of integrable functions on a bounded
interval. Term-by-term integration and differentiation of a (real) power series (interchanging
limit and derivative for a series of functions where the derivatives converge uniformly).

9.4 Reading List

Lecture notes will be provided

9.5 Further Reading

1) W. Rudin, Principles of Mathematical Analysis (McGraw-Hill, Third Edition, 1976).

This is a more advanced text containing more material than is in the course, including the
Stieltjes integral.

22
10 M3: Introductory Calculus

10.1 Overview

These lectures are designed to give students a gentle introduction to applied mathematics in
their first term at Oxford, allowing time for both students and tutors to work on developing
and polishing the skills necessary for the course. It will have an ‘A-level’ feel to it, helping
in the transition from school to university. The emphasis will be on developing skills and
familiarity with ideas using straightforward examples.

10.2 Learning Outcomes

At the end of the course, students will be able to solve a range of ordinary differential
equations (ODEs). They will also be able to evaluate partial derivatives and use them in a
variety of applications.

10.3 Synopsis

General linear homogeneous ODEs: integrating factor for first order linear ODEs, second
solution when one solution is known for second order linear ODEs. First and second order
linear ODEs with constant coefficients. General solution of linear inhomogeneous ODE
as particular solution plus solution of homogeneous equation. Simple examples of finding
particular integrals by guesswork. [4]
Introduction to partial derivatives. Second order derivatives and statement of condition for
equality of mixed partial derivatives. Chain rule, change of variable, including planar polar
coordinates. Solving some simple partial differential equations (e.g. fxy = 0, fx = fy ). [3.5]
Parametric representation of curves, tangents. Arc length. Line integrals. [1]
Jacobians with examples Rincluding plane polar coordinates. Some simple double integrals
2 2
calculating area and also R2 e−(x +y ) dA. [2]
Simple examples of surfaces,
RB especially as level sets. Gradient vector; normal to surface;
directional derivative; A ∇φ · dr = φ(B) − φ(A).[2]
Taylor’s Theorem for a function of two variables (statement only). Critical points and
classification using directional derivatives and Taylor’s theorem. Informal (geometrical)
treatment of Lagrange multipliers.[3.5]

10.4 Reading List

1) M. L. Boas, Mathematical Methods in the Physical Sciences (Wiley, 3rd Edition, 2005).
2) D. W. Jordan & P. Smith, Mathematical Techniques (Oxford University Press, 3rd Edi-
tion, 2003).
3) E. Kreyszig, Advanced Engineering Mathematics (Wiley, 10th Edition, 2011).
4) K. A. Stroud, Advanced Engineering Mathematics (Palgrave Macmillan, 5th Edition,
2011).

23
11 M3: Probability

11.1 Overview

An understanding of random phenomena is becoming increasingly important in today’s

world within social and political sciences, finance, life sciences and many other fields. The
aim of this introduction to probability is to develop the concept of chance in a mathematical
framework. Random variables are introduced, with examples involving most of the common
distributions.

11.2 Learning Outcomes

Students should have a knowledge and understanding of basic probability concepts, includ-
ing conditional probability. They should know what is meant by a random variable, and
have met the common distributions. They should understand the concepts of expectation
and variance of a random variable. A key concept is that of independence which will be
introduced for events and random variables.

11.3 Synopsis

Sample space, events, probability measure. Permutations and combinations, sampling with
or without replacement. Conditional probability, partitions of the sample space, law of total
probability, Bayes’ Theorem. Independence.
Discrete random variables, probability mass functions, examples: Bernoulli, binomial, Pois-
son, geometric. Expectation, expectation of a function of a discrete random variable, vari-
ance. Joint distributions of several discrete random variables. Marginal and conditional
distributions. Independence. Conditional expectation, law of total probability for expec-
tations. Expectations of functions of more than one discrete random variable, covariance,
variance of a sum of dependent discrete random variables.
Solution of first and second order linear difference equations. Random walks (finite state
space only).
Probability generating functions, use in calculating expectations. Examples including ran-
dom sums and branching processes.
Continuous random variables, cumulative distribution functions, probability density func-
tions, examples: uniform, exponential, gamma, normal. Expectation, expectation of a
function of a continuous random variable, variance. Distribution of a function of a sin-
gle continuous random variable. Joint probability density functions of several continuous
random variables (rectangular regions only). Marginal distributions. Independence. Expec-
tations of functions of jointly continuous random variables, covariance, variance of a sum
of dependent jointly continuous random variables.
Random sample, sums of independent random variables. Markov’s inequality, Chebyshev’s
inequality, Weak Law of Large Numbers.

24
11.4 Reading List

1) G. R. Grimmett and D. J. A. Welsh, Probability: An Introduction (Oxford University

Press, 1986), Chapters 1–4, 5.1–5.4, 5.6, 6.1, 6.2, 6.3 (parts of), 7.1–7.3, 10.4.
2) J. Pitman, Probability (Springer-Verlag, 1993).
3) S. Ross, A First Course In Probability (Prentice-Hall, 1994).
4) D. Stirzaker, Elementary Probability (Cambridge University Press, 1994), Chapters 1–4,
5.1–5.6, 6.1–6.3, 7.1, 7.2, 7.4, 8.1, 8.3, 8.5 (excluding the joint generating function).

12 M3: Statistics and Data Analysis

12.1 Overview

The course introduces the concept of likelihood for a probabilistic model and its use in
estimating unknown model parameters. Models covered will include linear regression with
one or two regressors. In many examples confidence intervals may be found by using the
Central Limit Theorem (statement only). Model checking and outlier detection are core
concepts that are broadly relevant across many aspects of mathematical modelling and will
be explored here in the context of regression with one or two regressors. Regression models
are an example of supervised learning, however a large part of statistics and data analysis
can be classified as unsupervised learning, i.e. finding structure in data sets, e.g. data from
financial markets, medical imaging, retail, population genetics, social networks. Techniques
for finding structure in datasets are relevant to many parts of applied maths, specifically
this course will cover principal components analysis and clustering techniques.

12.2 Learning Outcomes

Students should have an understanding of likelihood, the use of maximum likelihood to find
estimators, and some properties of the resulting estimators. They should have an under-
standing of confidence intervals and their construction using the Central Limit Theorem.
They should have an understanding of linear regression with one or two regressors, and of
finding structure in data sets using principal components and some clustering techniques.

12.3 Synopsis

Random samples, concept of a statistic and its distribution, sample mean as a measure of
location and sample variance as a measure of spread.
Concept of likelihood; examples of likelihood for simple distributions. Estimation for a
single unknown parameter by maximising likelihood. Examples drawn from: Bernoulli,
binomial, geometric, Poisson, exponential (parametrized by mean), normal (mean only,
variance known). Data to include simple surveys, opinion polls, archaeological studies,
etc. Properties of estimators—unbiasedness, Mean Squared Error = (bias2 + variance).
Statement of Central Limit Theorem (excluding proof). Confidence intervals using CLT.
Simple straight line fit, Yt = a + bxt + εt , with εt normal independent errors of zero mean

25
and common known variance. Estimators for a, b by maximising likelihood using partial
differentiation, unbiasedness and calculation of variance as linear sums of Yt . (No confidence
intervals). Examples (use scatter plots to show suitability of linear regression). [8]
Linear regression with 2 regressors. Special case of quadratic regression Yt = a+bxt +cx2t +t .
Model diagnostics and outlier detection. Residual plots. Heteroscedasticity. Outliers and
studentized residuals. High-leverage points and leverage statistics. [2.5]
Introduction to unsupervised learning with real world examples. Principal components anal-
ysis (PCA). Proof that PCs maximize directions of maximum variance and are orthogonal
using Lagrange multipliers. PCA as eigendecomposition of covariance matrix. Eigenvalues
as variances. Choosing number of PCs. The multivariate normal distribution pdf. Examples
of PCA on multivariate normal data and clustered data. [3]
Clustering techniques; K-means clustering. Minimization of within-cluster variance. K-
means algorithm and proof that it will decrease objective function. Local versus global
optima and use of random initializations. Hierarchical clustering techniques. Agglomerative
clustering using complete, average and single linkage [2.5]

12.4 Reading List

1) F. Daly, D. J. Hand, M. C. Jones, A. D. Lunn, K. J. McConway, Elements of Statis-

tics (Addison Wesley, 1995). Chapters 1–5 give background including plots and summary
statistics, Chapter 6 and parts of Chapter 7 are directly relevant.
2) G. James, D. Witten, T. Hastie, R. Tibshirani An Introduction to Statistical Learning
(with Applications in R) (Springer 2013) - Chapter 3 on linear regression problems, Chapter
10 on unsupervised learning. This book is freely available online.

12.5 Further Reading

1) J. A. Rice, Mathematical Statistics and Data Analysis (Wadsworth and Brooks Cole,
1988).
2) S. Rogers and M. Girolami, A First Course in Machine Learning (CRC Press 2011)

13 M4: Geometry

13.1 Overview

The course is an introduction to some elementary ideas in the geometry of Euclidean space
through vectors. One focus of the course is the use of coordinates and an appreciation of the
invariance of geometry under an orthogonal change of variables. This leads to a deeper study
of orthogonal matrices, of rotating frames, and into related coordinate systems. Another
focus is on the construction and geometric properties of lines, planes, and surfaces.

26
13.2 Learning Outcomes

Students will learn how to encode a geometric scenario into vector equations and meet the
vector algebra needed to manipulate such equations. Students will meet the benefits of
choosing sensible co-ordinate systems and appreciate what geometry is invariant of such
choices. Students will gain introductory insight into the geometry of surfaces and lines.

13.3 Synopsis

Euclidean geometry in two and three dimensions approached by vectors and coordinates.
Vector addition and scalar multiplication. The scalar product. Equations of planes, lines
and circles. [3]
The vector product in three dimensions. Use of a, b, a ∧ b as a basis. Scalar triple products
and vector triple products, vector algebra. [2]
Conics (normal form), focus and directrix. Degree two equations in two variables. [2]
Orthogonal matrices and the maps they represent in R2 . Orthogonal change of variables.
Statement of Spectral Theorem and use in simple examples. Identifying conics not in normal
form. [2]
3 × 3 orthogonal matrices; SO(3) and rotations; conditions for being a reflection. Isometries
of R3 . Rotating frames in 2 and 3 dimensions. Angular velocity. [2]
Parametrised surfaces, including spheres, cones; surfaces of revolution. Examples of finding
shortest path on a surface. Surface isometries. Arc length and surface area; isometries and
area. [4]

13.4 Reading List

• J. Roe, Elementary Geometry, Oxford Science Publications (1992), Chapters 1, 2.2,

3.4, 4, 5.3, 7.1–7.3, 8.1–8.3, 12.1.

• R. Earl. Towards Higher Mathematics: A Companion, Cambridge University Press

(2017) Chapters 3.1, 3.2, 3.7, 3.10, 4.2, 4.3

14 M4: Dynamics

14.1 Overview

The subject of dynamics is about how things change with time. A major theme is the
modelling of a physical system by differential equations, and one of the highlights involves
using the law of gravitation to account for the motion of planets.

14.2 Learning Outcomes

Students will be familiar with the laws of motion, including circular and planetary motion.
They will know how forces are used and be introduced to stability in a physical system.

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14.3 Synopsis

Newton’s laws and inertial frames. Dimensional analysis. [1.5]

Forces: examples including gravity, fluid drag, electromagnetism. Energy and momentum.
[2.5]
Equilibria and the harmonic oscillator. Stability and instability via linearized equations,
normal modes. Simple examples of equilibria in two variables via matrices. [2]
Planar motion in polar coordinates. Conservative forces, central forces, angular momentum
and torque. Constrained motion. [3]
Newtonian gravitational potential, Kepler’s laws and planetary motion. [2.5]
Many particle systems, centre of mass motion, Galilean relativity. [1.5]
Rigid bodies, the inertia tensor, and simple rigid body motion (with fixed axis of rotation).
Newton’s laws in rotating frames. [3]

14.4 Reading List

1) David Acheson, From Calculus to Chaos: an Introduction to Dynamics (Oxford Univer-

sity Press, 1997), Chapters 1, 5, 6, 10.
2) M. Lunn, A First Course in Mechanics (Oxford University Press, 1991), Chapters 1–3,
5, 6, 7 (up to 7.3).
3) M. W. McCall, Classical Mechanics: A Modern Introduction (Wiley, 2001), Chapters
1–4, 7.

15 M4: Constructive Mathematics

15.1 Overview

This course is an introduction to mathematical algorithms; that is procedures which one

can carry out to achieve a desired result. Such procedures arise throughout mathematics
both Pure and Applied.

15.2 Learning Outcomes

Students should appreciate the concept of an algorithm and be able to construct simple
algorithms for the solution of certain elementary problems. Verification that certain pro-
cedures should work under appropriate conditions will give students good examples of the
application of real analysis and implementation will require them to be able to make and
run simple procedures in Matlab.

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15.3 Synopsis

The Division Algorithm on Integers, Euclid’s Algorithm including proof of termination with
highest common factor. The solution of simple linear Diophantine equations. Examples.
Division and Euclid’s algorithm for real polynomials. Examples.
Root finding for real polynomials. Fixed point iterations, examples. Convergence. Existence
of fixed points and convergence of fixed point iterations by the contraction mapping theorem
(using the mean value theorem).
Newton iteration. Quadratic convergence. Horner’s Rule.

15.4 Reading List

1) E. Süli and D. Mayers An Introduction to Numerical Analysis, CUP 2003 - Chapter 1

16 M5: Multivariable Calculus

16.1 Overview

In these lectures, students will be introduced to multi-dimensional vector calculus. They

will be shown how to evaluate volume, surface and line integrals in three dimensions and
how they are related via the Divergence Theorem and Stokes’ Theorem - these are in essence
higher dimensional versions of the Fundamental Theorem of Calculus.

16.2 Learning Outcomes

Students will be able to perform calculations involving div, grad and curl, including ap-
preciating their meanings physically and proving important identities. They will further
have a geometric appreciation of three-dimensional space sufficient to calculate standard
and non-standard line, surface and volume integrals. In later integral theorems they will
see deep relationships involving the differential operators.

16.3 Synopsis

Multiple integrals: Two dimensions. Informal definition and evaluation by repeated in-
tegration; example over a rectangle; properties. General domains. Change of variables.
Examples. [2]
Volume integrals: Jacobians for cylindrical and spherical polars, examples. [1.5]
Recap on surface and line integrals. Flux integrals including solid angle. Work integrals
and conservative fields. [2]
Scalar and vector fields. Vector differential operators: divergence and curl; physical inter-
pretation. Calculation. Identities. [2.5]
Divergence theorem. Proof for convex
R regions (non-examinable).
R Examples. Consequences:
Green’s first and second theorems. V ∇φdV = ∂V φdS.

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Uniqueness of solutions of Poisson’s equation. Derivation of heat equation. Divergence
theorem in plane. [4]
Stokes’s theorem. Examples. Consequences. The existence of potential for a conservative
force. [2]
Gauss’ Flux Theorem. Examples. Equivalence with Poisson’s equation. [2]

16.4 Reading List

D.W. Jordan & Peter Smith Mathematical Techniques: an introduction for engineering,
physical and mathematical sciences (2008, OUP) Erwin Kreyszig, Herbert Kreyszig, E.J.Norminton
Advanced Engineering Mathematics (2011, Wiley) .

17 M5: Fourier Series and PDE’s

17.1 Overview

The course begins by introducing students to Fourier series, concentrating on their practical
application rather than proofs of convergence. Students will then be shown how the heat
equation, the wave equation and Laplace’s equation arise in physical models. They will
learn basic techniques for solving each of these equations in several independent variables,
and will be introduced to elementary uniqueness theorems.

17.2 Learning Outcomes

Students will be familiar with Fourier series and their applications and be notionally aware of
their convergence. Students will know how to derive the heat, wave and Laplace’s equations
in several independent variables and to solve them. They will begin the study of uniqueness
of solution of these important PDEs.

17.3 Synopsis

Fourier series: Periodic, odd and even functions. Calculation of sine and cosine series.
Simple applications concentrating on imparting familiarity with the calculation of Fourier
coefficients and the use of Fourier series. The issue of convergence is discussed informally
with examples. The link between convergence and smoothness is mentioned, together with
its consequences for approximation purposes.
Partial differential equations: Introduction in descriptive mode on partial differential equa-
tions and how they arise. Derivation of
(i) the wave equation of a string,
(ii) the heat equation in one dimension (box argument only). Examples of solutions and
their interpretation. D’Alembert’s solution of the wave equation and applications. Charac-
teristic diagrams (excluding reflection and transmission). Uniqueness of solutions of wave
and heat equations.

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PDEs with Boundary conditions. Solution by separation of variables. Use of Fourier series to
solve the wave equation, Laplace’s equation and the heat equation (all with two independent
variables). (Laplace’s equation in Cartesian and in plane polar coordinates). Applications.

17.4 Reading List

1) D. W. Jordan and P. Smith, Mathematical Techniques (Oxford University Press, 4th

Edition, 2003)
2) E. Kreyszig, Advanced Engineering Mathematics (Wiley, 10th Edition, 1999)
3) G. F. Carrier and C. E. Pearson, Partial Differential Equations — Theory and Technique
(Academic Press, 1988)

18 Computational Mathematics

18.1 Overview

Many mathematicians use general-purpose mathematical software which includes tools for
symbolic and numerical computation and other features such as plotting, visualization and
data analysis. Such software is used for solving linear and nonlinear equations, graphing
the results, as a tool for exploring a mathematical concept, as a handbook of mathematical
functions and integration rules, and as a technique for verifying the correctness of calcula-
tions done ”by hand”. In this introductory course, students will explore these ideas using
the popular MATLAB software.
Matlab: Students may access the system through college or individual computers; for the
former they should consult the computing support at their own college. MATLAB may be
installed and used on personally-owned computers under the University’s site license. Infor-
mation on downloading MATLAB can be found at http://www.maths.ox.ac.uk/members/
it/software-personal-machines/matlab. To access this page students will need to login
using their University account.
Teaching and Assessment: The course relies heavily on self-teaching through practical
exercises. A manual for the course and examples to be worked through will be provided.
You will be timetabled for demonstrating sessions in the Mathematical Institute where you
will have access to help and advice from demonstrators. You will need to bring a laptop
to these sessions. To save time, please follow the instructions above to install MATLAB on
your machine prior to the first session. If you are unable to bring a laptop to the sessions,
please contact the Academic Assistant ([email protected]) well ahead of your first
session.
Your work in this course will be taken into account as part of the Preliminary Examinations.
For further information, see the section on examinations in the Undergraduate Handbook.

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18.2 Learning Outcomes

Students will be introduced to MATLAB as a problem-solving environment and the use of

computer programming to solve mathematical problems. Students will develop confidence
and expertise in a tool which can be used in the later years of the mathematics course.

18.3 Synopsis

Using the MATLAB command line and working with ”.m” files;
Plotting in two and three dimensions;
Works with lists, arrays, matrices and linear algebra;
Symbolic computing;
Logic, flow control and programming;
Solving problems in algebra, calculus, and applied mathematics.

18.4 Reading List

Computational Mathematics: Michaelmas Term Students’ Guide, available from reception

and the course website.

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