Programme #Structure 2021 ~ 2024

InterMaths Erasmus Mundus Joint Master Degree

InterMaths students follow the mobility path sketched below:

01

Semester 1

A first semester common to all students on Foundations of Applied Mathematics in Lā€™Aquila

02

Semester 2

A second semester on Numerical ā€“ Modelling Training, either in Hamburg or in Vienna

02

Year 2

A second year of Interdisciplinary training in one of the five partner universities, devoted to one of our six specialization tracks:

  • Modelling and Simulation of Infectious Diseases (Lā€™Aquila)

  • Computational Methods in Biomedical Imaging (Hamburg)

  • Stochastic Modelling in Neuroscience (Nice)

  • Cancer Modelling and Simulation (Lā€™Aquila)

  • Computational Fluid Dynamics in Industry (Vienna)

  • Decision Making and Applications to Logistics (Barcelona)

These specialization paths have been designed on grounds of the fields of expertise of the five reference groups, often with links with groups in the same institutions from other applied disciplines. Most importantly, they address innovative methodologies and deal with societal challenges in nowadays society, in particular in medicine and in industry.

The mobility paths are assigned to the new cohort students at the beginning of the 2-year period. We try as much as possible to satisfy the studentsā€™ preferences. The mobility scheme is sketchedĀ in the following section.

Semester 1 ā€¢ L'Aquila

Foundations of Applied Mathematics

The first semester in L'Aquila (UAQ) is common to all students. It provides a sound background in applied mathematics based on advanced theoretical subjects such as functional analysis, applied partial differential equations, dynamical systems, continuum mechanics, and control systems.


Semester 2 Ā· Hamburg

Numerical ā€“ Modelling training

The second semester at TU Hamburg provides a selected list of subjects in this framework, plus some additional subjects that complement the studentā€™s knowledge to continue with Year 2 studies...

Semester 2 Ā· Vienna

Numerical ā€“ Modelling training

The second semester at TU Vienna is entirely devoted to numerical methods, with particular focus on finite elements for ordinary and partial differential equations, numerical optimization, and parallel computing...

Year 2 L'Aquila

Modelling and Simulation of Infectious Diseases

Year 2 Hamburg

Computational Methods in Biomedical Imaging

Year 2 Nice

Stochastic Modelling in Neuroscience

Year 2 L'Aquila

Cancer Modelling and Simulation

Year 2 Barcelona

Decision Making and Applications to Logistics

Year 2 Vienna

Computational Fluid Dynamics in Industry

Semester #1 Cohort #2021~2024 @ UAQ
Foundations of Applied Mathematics;

Cohort

2021~2024

Semester

1

ECTS Credits

30

Campus

University of L'Aquila

The first semester at UAQ is common to all students. It provides a sound background in applied mathematics based on advanced theoretical subjects such as functional analysis, applied partial differential equations, dynamical systems, continuum mechanics, and control systems.

This semester prepares the students to perform simulations in diverse modelling frameworks, as well as to successfully tackle subjects in semester 2 such as advanced numerical calculus, optimization, and stochastic calculus. To perform this task, Semester 1 courses provide a systematic approach to the formulation of applied problems in interdisciplinary fields, and a rigorous approach to mathematical modelling. More precisely, students in this semester are provided ā€œexactā€ resolution methods for (ordinary and partial) differential equations, the ā€œinfinite dimensionalā€ approach of functional analysis (needed in approximation theory, variational calculus, and numerical analysis), a modern and ā€œengineering orientedā€ approach to control, and an introduction to the mathematical theory of continuum media, a subject that is touched by several specialization tracks.

Teaching staff with longstanding experience with international joint programs in applied mathematics is in charge of this semester. The University of Lā€™Aquila features a research group in mathematical analysis combining three generations of applied mathematicians with excellent international reputation in their field and with an outstanding research record, with main focus on partial differential equations with applications to physics, engineering, social sciences, biology and medicine.

ECTS Credits: 6   |   Semester: 1   |   Year: 1   |   Campus: University of L'Aquila   |   Language: English   |   Code: I0459

Unit Coordinator: Bruno Rubino

Aims:

The course is intended to introduce and develop an understanding of the concepts in nonlinear dynamical systems and bifurcation theory, and an ability to analyze nonlinear dynamic models of physical systems. The emphasis is to be on understanding the underlying basis of local bifurcation analysis techniques and their applications to structural and mechanical systems.

Content:

Review of: first-order nonlinear ODE, first-order linear systems of autonomous ODE. Local theory for nonlinear dynamical systems: linearization, stable manifold theorem, stability and Liapunov functions, planar non-hyperbolic critical points, center manifold theory, normal form theory. Global theory for nonlinear systems: limit sets and attractors, limit cycles and separatrix cycles, PoincarƩ map. Hamiltonian systems. PoincarƩ-Bendixson theory. Bifurcation theory for nonlinear systems: structural stability, bifurcation at non-hyperbolic equilibrium points, Hopf bifurcations, bifurcation at non hyperbolic periodic orbits. Applications.

Pre-requisites:

Ordinary differential equations

Reading list:

Lawrence Perko, Differential equations and dynamical systems, Springer-Verlag, 2001

ECTS Credits: 6   |   Semester: 1   |   Year: 1   |   Campus: University of L'Aquila   |   Language: English   |   Code: DT0626

Unit Coordinator: Michele Palladino

Aims:

  • Introducing basic tools of advanced real analysis such as metric spaces, Banach spaces, Hilbert spaces, bounded operators, weak convergences, compact operators, weak and strong compactness in metric spaces, spectral theory, in order to allow the student to formulate and solve linear ordinary differential equations partial differential equations, classical variational problems, and numerical approximation problems in an "abstract" form.

Content:

  • Metric spaces, normed linear spaces. Topology in metric spaces. Compactness.
  • Spaces of continuous functions. Convergence of function sequences. Approximation by polynomials. Compactness in spaces of continuous functions. ArzelĆ 's theorem. Contraction mapping theorem.
  • Crash course on Lebesgue meausre and integration. Limit exchange theorema. Lp spaces. Completeness of Lp spaces.
  • Introduction to the theory of linear bounded operators on Banach spaces. Bounded operators. Dual norm. Examples. Riesz' lemma. Norm convergence for bounded operators.
  • Hilbert spaces. Elementary properties. Orthogonality. Orthogonal projections. Bessel's inequality. Orthonormal bases. Examples.
  • Bounded operators on Hilbert spaces. Dual of a Hilbert space. Adjoin operator, self-adjoint operators, unitary operators. Applications. Weak convergence on Hilbert spaces. Banach-Alaoglu's theorem.
  • Introduction to spectral theory. Compact operators. Spectral theorem for self-adjoint compact operators on Hilbert spaces. Hilbert-Schmidt operators. Functions of operators.
  • Introduction to the theory of unbounded operators. Linear differential operators. Applications.
  • Introduction to infinite-dimensional differential calculus and variational methods.

Pre-requisites:

Basic calculus and analysis in several variables, linear algebra.

Reading list:

  • John K. Hunter, Bruno Nachtergaele, Applied Analysis. World Scientific.
  • H. Brezis, Funtional Analysis, Sobolev Spaces, and partial differential equations. Springer.

Semester #2 Cohort #2021~2024 @ TUHH
Numerical ā€“ Modelling Training;

Cohort

2021~2024

Semester

2

ECTS Credits

30

Campus

Hamburg University of Technology

Mathematical modelling and simulation heavily rely on scientific computing, seen as a scientific area encompassing numerical analysis, finite-element methods, numerical optimization, parallel computing. These keywords are the core or applied mathematics in that they train the use of advanced computing capabilities to solve complex models in a wide set of disciplines. The second semester at TU Hamburg provides a selected list of subjects in this framework, plus some additional subjects that complement the studentā€™s knowledge to continue with Year 2 studies.

The Institute of Mathematics at TU Hamburg puts into place a group combining four chairs: Applied Analysis, Computational Mathematics, Numerical Mathematics, and Stochastics.

The computational part of this semester is taught by experts in the fields such as Sabine Le Borne (Professor in numerical mathematics with longstanding experience with computational mathematics programs) and Daniel Ruprecht (an expert in the parallelization of numerical methods).

Two additional courses are offered in this semester. A first one on Probability Theory provides a sound theoretical basis on stochastic modelling and an overview on its applications. This course is taught by Matthias Schulte, an internationally acknowledged expert in the field with wide range of expertise on probability, stochastics, large deviations, and random graphs (this course prepares for the specialization branch taught in Nice). A second complementary course on Variational Calculus provides a sound basis to the topics of Semester 3 at TUHH on biomedical imaging. This course is taught by Thomas Schmidt, an expert of calculus of variations and geometric PDEs, and by Ingenuin Gasser, who is an internationally acknowledged applied mathematician and a longstanding expert in managing international MSc programmes as well.

ECTS Credits: 6   |   Semester: 2   |   Year: 1   |   Campus: Hamburg University of Technology   |   Language: English   |   Code: DT0651

Unit Coordinator: Daniel Ruprecht

Aims:

Students are able to list numerical methods for the solution of ordinary differential equations and explain their core ideas, repeat convergence statements for the treated numerical methods (including the prerequisites tied to the underlying problem), explain aspects regarding the practical execution of a method, select the appropriate numerical method for concrete problems, implement the numerical algorithms efficiently and interpret the numerical results.

Content:

  • Numerical methods for Initial Value Problems: single step methods, multistep methods, stiff problems, differential algebraic equations (DAE) of index 1;
  • Numerical methods for Boundary Value Problems: multiple shooting method, difference methods

Pre-requisites:

Analysis, Linear Algebra, Basic MATLAB knowledge

Reading list:

  • E. Hairer, S. Noersett, G. Wanner: Solving Ordinary Differential Equations I: Nonstiff Problems
  • E. Hairer, G. Wanner: Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems

ECTS Credits: 6   |   Semester: 2   |   Year: 1   |   Campus: Hamburg University of Technology   |   Language: English   |   Code: DT0653

Unit Coordinator: Thomas Schmidt

Aims:

The module introduces to variational minimization problems and/or variational methods for PDEs.

It may cover problems in a classical smooth setting as well as theory in Sobolev spaces.

Content:

A selection out of the following:

  • Model problems and examples (Dirichlet energy, isoperimetric and brachistochrone problems, minimal surfaces, Bolza and Weierstrass examples, ā€¦),
  • Existence and uniqueness of minimizers by direct methods,
  • Weak lower semicontinuity of (quasi)convex variational integrals,
  • Necessary and sufficient (PDE) conditions for minimizers,
  • Problems with constraints (obstacles, capacities, manifold and volume constraints, ...),
  • Generalized minimizers (relaxation, Young measures, ...),
  • Variational principles and applications,
  • Duality theory,
  • Outlook on regularity.

Pre-requisites:

A solid background in analysis and linear algebra is necessary.

Familiarity with functional analysis, Sobolev spaces, and PDEs can be advantageous.

Reading list:

  • H. Attouch, G. Buttazzo, G. Michaille, Variational Analysis in Sobolev and BV Spaces, Applications to PDEs and Optimization, MOS-SIAM Series on Optimization 17, Philadelphia, 2014.
  • G. Buttazzo, M. Giaquinta, S. Hildebrandt, One-Dimensional Variational Problems, An Introduction, Oxford Lecture Series in Mathematics and its Applications 15, Clarendon Press, Oxford, 1998.
  • B. Dacorogna, Introduction to the Calculus of Variations, Imperial College Press, London, 2014.
  • B. Dacorogna, Direct Methods in the Calculus of Variations, Applied Mathematical Sciences, Springer, Berlin, 2008.
  • I. Ekeland, R. TĆ©mam, Convex Analysis and Variational Problems, Classics in Applied Mathematics 28, SIAM, Philadelphia, 1999.
  • M. Giaquinta, S. Hildbrandt, Calculus of Variations 1, The Lagrangian Formalism, Grundlehren der Mathematischen Wissenschaften 310, Springer, Berlin, 1996.
  • E. Giusti, Direct Methods in the Calculus of Variations, World Scientific, Singapore, 2003.
  • F. Rindler, Calculus of Variations, Universitext, Springer, Cham, 2018.
  • F. Santambrogio, Optimal Transport for Applied Mathematicians, Calculus of Variations, PDEs, and Modeling, Progress in Nonlinear Differential Equations and Their Applications 87, BirkhƤuser/Springer, Cham, 2015.
  • M. Struwe, Variational Methods, Ergebnisse der Mathematik und ihrer Grenzgebiete (3) 34, Springer, Berlin, 2008.

Semester #2 Cohort #2021~2024 @ TUW
Numerical ā€“ Modelling Training;

Cohort

2021~2024

Semester

2

ECTS Credits

30

Campus

Vienna University of Technology

Mathematical modelling and simulation heavily rely on scientific computing, seen as a scientific area encompassing numerical analysis, finite-element methods, numerical optimization, parallel computing. These keywords are the core or applied mathematics in that they train the use of advanced computing capabilities to solve complex models in a wide set of disciplines. The second semester at TU Vienna is entirely devoted to numerical methods, with particular focus on finite elements for ordinary and partial differential equations, numerical optimization, and parallel computing.

The Institute for Analysis and Scientific Computing at TU Vienna features the perfect group for such a task. This institute is fully in charge of the Technical Mathematics courses at TU Vienna and features outstanding record of training new applied mathematicians in industry and academia.

Prof. Dirk Praetorius, a top researcher in the field of numerical methods with outstanding record and experience in research group leadership, will cover the computer programming part. He was recently awarded the Best Lecture Award at TU Vienna in 2019. Prof. Joachim Schoeberl, another leading figure in the field of numerics for differential equations and Head of the Scientific Computing and Modelling research unit at the Institute, is in charge of the course on numerical PDEs. This task is particularly relevant for the specializations on Computational Fluid Mechanics and Cancer Modelling. Proff. Praetorius and Schoeberl, jointly with Prof. Lothar Nannen, are also in charge of the course on numerical ordinary differential equations. Dr. Kevin Sturm, an assistant professor in the same group, will cover the Numerical Optimization course, which prepares for the specialization branch at UAB devoted also on optimization methods. Prof. Rudolf Fruehwirth will introduce parallel computing, a rapidly growing subject which is relevant to most of the specialisations.

ECTS Credits: 8   |   Semester: 2   |   Year: 1   |   Campus: Vienna University of Technology   |   Language: English   |   Code: DT0641

Unit Coordinator: Markus Faustmann, Claudia Blaas-Schenner

Aims:

Scientific Programming
Ā  - formulate (certain) mathematical problems in algorithmic form,
Ā  - explain the difference between imperative and object-oriented programming,
Ā  - implement mathematical algorithms in Matlab, C, and C++,
Ā  - present and explain own solutions, and
Ā  - constructively discuss and analyze own solutions as well as those of other students.

Parallel Programming
Ā  - understand and apply the main concepts of parallel programming
Ā  - master the basic skills to write parallel programs using MPI and OpenMP
Ā  - parallelize serial programs using basic features of MPI and OpenMP
Ā  - be familiar with the components of an high-performance computing cluster
Ā  - know the principles to take advantage of shared and distributed memory systems as well as accelerators and how to exploit the capabilities of modern high-performance computing systems

Ā 

Content:

Scientific Programming:
Ā  - Introduction to Matlab, C, and C++.
Ā  - Representation of integer and floating point numbers.
Ā  - Conditioning of given problems.
Ā  - Computational cost of algorithms.
Ā  - Variables and standard data types.
Ā  - Pointers.
Ā  - Loops and if-else.
Ā  - Functions and recursion.
Ā  - Call by value vs. call by reference.
Ā  - Objects and classes (resp. structures),
Ā  - Operator overloading, Inheritance.
Ā  - Templates.
Ā  - Visualization in MATLAB.
Ā  - Programming exercises.Ā 

Parallel Programming:
Ā  - Basic features of parallel programming with MPI (Message Passing Interface) and OpenMP (Open Multi-Processing) using C
Ā  - A look at CUDA to offload parts of the computation to GPUs
Ā  - Students will do the hands-on labs directly on the Vienna Scientific Cluster, the high-performance computing facility of Austrian universities, and hence will learn about and get some experience in high-performance computing. Ā 

Ā 

Pre-requisites:

Basic skills in programming in C (e.g., as learnt during the lecture "Scientific Programming for Interdisciplinary Mathematics") as well as Linux command line and usage of an editor (vi or nano).

Reading list:

  • Scientific programming in mathematics:

lecture notes

  • Programming with MATLAB:

Otto and Denier, An Introduction to Programming and Numerical Methods in MATLAB

Brian Hahn, Essential MATLAB for Engineers and Scientists

Stormy Attaway, Matlab: A Practical Introduction to Programming and Problem Solving

  • Ā Basics of Parallel Computing:

Ā  Ā  Rauber, RĆ¼nger: Parallel programming. Second Edition, Springer 2013.

Ā  Ā  Schmidt, Gonzalez-Dominguez, Hundt, Schlarb: Parallel Programming. Concepts and Practice. Morgan Kaufmann 2018.

ECTS Credits: 7   |   Semester: 2   |   Year: 1   |   Campus: Vienna University of Technology   |   Language: English   |   Code: DT0640

Unit Coordinator: Markus Faustmann

Aims:

Being able to solve stationary partial differential equations numerically, analyse the quality of numerical solutions, select proper methods and implement them in a computer program.

Content:

- Variational formulations
- Sobolev spaces, H(div), H(curl)
- Finite element spaces (h, p, hp)
- Mixed formulations,
- Discontinuous Galerkin Methods,
- Time-dependent problems

Pre-requisites:

Applied Mathematics Foundations

Reading list:

  • Lecture notes,
  • Dietrich Braess: Finite Elements: Theory, Fast Solvers, and Applications in Solid Mechanics, Cambridge University Press, 2007
  • Cleas Johnson: Numerical Solution of Partial Differential Equations by the Finite Element Method, Cambridge Univ. Press, 1987, Dover 2009
  • Susanne Brenner & Ridgway Scott: The Mathematical Theory of Finite Elements, Springer 2008
  • Alexandre Ern & Jean-Luc Guermond: Theory and Practice of Finite Elements, Springer, 2010Ā 

Year #2 Cohort #2021~2024 @ UAQ
Modelling and Simulation of Infectious Diseases;

Cohort

2021~2024

Semester

3

ECTS Credits

30

Campus

University ofĀ L'Aquila

The Covid-19 emergency addressed the attention of many researchers in science and technology towards the mathematical modelling and simulation of the spread of epidemic diseases. The InterMaths Consortium features a specialization branch specifically devoted to computational methods in the modelling, analysis, simulation, and control of the spread of epidemic diseases, combining expertise from applied mathematicians, engineers, and medical scientists. The specialisation provides methodologies in multi-agent systems, statistics, network and graph modelling, and mathematical control theory to deal with models suited to predict the spread of epidemic diseases in specific situations.

The course Advanced Analysis, taught by Prof. Lattanzio, provides advanced mathematical modelling techniques that are needed in other course of the same specialization, in particular in the field of partial differential equations of nonlocal transport and diffusive type. These models are then specifically tackled in the course ā€œMathematical models and control of infectious diseasesā€, taught by staff members of the group of Mathematical Analysis at the University of Lā€™Aquila. The course ā€œModelling and control of networked distributed systemsā€, taught by Prof. Giordano Pola, an engineer, will provide a wide range of methodologies in multi-agent modelling and network modelling that are used to predict the spread of epidemics. The course ā€œTime Series and Predictionā€, taught by a statistician, Prof. Umberto Triacca, deals with statistical methods, stationary processes, ARIMA type models. The course also provides skills to adapt these methods to predictive models in epidemics. Finally, a course taught by scientists from the Department of Biotechnological and Applied Clinical Sciences will deal with medical methodologies to deal with epidemic diseases.

ECTS Credits: 9   |   Semester: 1   |   Year: 2   |   Campus: University of L'Aquila   |   Language: English

Unit Coordinator: Corrado Lattanzio

Aims:

LEARNING OBJECTIVES.
The course aims at providing advanced mathematical notions used in the field of (applied) mathematical analysis and their applications to a variety of topics, including the basic equations of mathematical physics and some current research topics about linear and nonlinear partial differential equations.
Those objectives contribute to the learning goals of the entire course of studies, as the inner coherence of the master degree in Mathematics was verified at the time of the planning of the master program.
LEARNING OUTCOMES.
At the end of the course, the student should:
1. know the advanced mathematical notions used in the field of (applied) mathematical analysis, as measure theory, Sobolev Spaces, distributions, and their applications to the theory of linear and non-linear partial differential equations;
2. understand and be able to explain thesis and proofs in advanced mathematical analysis;
3. have strengthened the logic and computational skills;
4. be able to read and understand other mathematical texts on related topics.

Content:

Distributions. Locally integrable functions. The space of test function D(Ī©). Distributions associated to locally integrable functions. Singular distributions. Examples. Operations on distributions: sum, products times functions, change of variables, restrictions, tensor product. Differentiation and his properties; comparison with classical derivatives. Differentiation of jump functions. Partition of unity. Support of a distribution; compactly supported distributions. Fourier transform and tempered distributions. Convolution between distributions and regularization of distributions. Denseness of D(Ī©) in Dā€²(Ī©).

Sobolev spaces. Definition of weak derivatives and his motivation. Sobolev spaces Wk,p(Ī©) and their properties. Interior and global approximation by smooth functions. Extensions. Traces. Embeddings theorems: Gagliardoā€“Nirenbergā€“Sobolev inequality and embedding theorem for p < n. Hƶlder spaces. Morrey inequality. Embedding theorem for p > n. Sobolev inequalities in the general case. Compact embeddings: Rellichā€“Kondrachov theorem, PoincarĆ© inequalities. Embedding theorem for p = n. Characterization of the dual space H-1.

Second order parabolic equations. Definition of parabolic operator. Weak solutions for linear parabolic equations. Existence of weak solutions: Galerkin approximation, construction of approximating solutions, energy estimates, existence and uniqueness of solutions.

First order nonlinear hyperbolic equations. Scalar conservation laws: derivation, examples. Weak solutions, Rankine-Hugoniot conditions, entropy conditions. L1 stability, uniqueness and comparison for weak entropy solutions. Convergence of the vanishing viscosity and existence of the weak, entropy solution. Riemann problem.

Measures. System of sets, Positive Measures, Outer Measures, Construction of Measures, Signed Measures, Borel and Radon Measures
Integration. Measurable Functions, Simple Functions, Convergence Almost Everywhere, Integral of Measurable Functions, Convergences of Integrals, Fubini-Tonelli Theorems.
Diļ¬€erentiation. The Radon-Nikodym Theorem, Diļ¬€erentiation on Euclidean space, Diļ¬€erentiation of the real line.
Radon measures and continuous functions. Spaces of continuous functions, Riesz Theorem.

Pre-requisites:

Basic notions of functional analysis, functions of complex values, standard properties of classical solutions of semilinear first order equations, heat equation, wave equation, Laplace and Poisson's equations.

Reading list:

- L. Ambrosio, G. Da Prato, A. Mennucci. Introduction to measure theory and integration. Edizioni della Normale.

- L. Ambrosio, N. Fusco, D. Pallara. Functions of Bounded Variation and Free Discontinuity Problems, Oxford Mathematical Monographs.

- V.I. Bogachev. Measure theory, Volume I, Springer.

- H. Brezis. Functional Analysis, Sobolev Spaces and Partial Differential Equations. Universitext, Springer.

- P. Cannarsa, T. Dā€™Aprile. Introduction to Measure Theory and Functional Analysis. Springer.

- C.M. Dafermos. Hyperbolic Conservation Laws in Continuum Physics, Springer.

- L.C. Evans. Partial Differential Equations. Graduate Studies in Mathematics, Vol. 19, AMS.

- L. Evans, R. Gariepy. Measure Theory and Fine Properties of Functions, CRC Press. Revised Edition.

- G.B. Folland. Real analysis: Modern techniques and their applications. New York Wiley

- G. Gilardi. Analisi 3. McGrawā€“Hill.

- L. Grafakos, Classical Fourier Analysis. Springer.

- V.S. Vladimirov. Equations of Mathematical Physics. Marcel Dekker, Inc

ECTS Credits: 6   |   Semester: 1   |   Year: 2   |   Campus: University of L'Aquila   |   Language: English

Unit Coordinator: Giordano Pola

Aims:

The aim of this course is to pro