Qualifying Test Master Programme in Mathematics - Bonn

In the qualifying test for the Master Programme in Mathematics of the University of Bonn questions will be asked about the following themes: 1. Compulsory Modules Compulsory is the contents of the lecture courses modules V1G1, V1G2, V1G3, V1G4, V1G5, and V1G6 from the Bachelor Programme in Mathematics of the University of Bonn. 2. Special Subject For the second part of the qualifying test the applicant has to choose two lecture modules from one of the areas A-F from the Bachelor Programme in Mathematics of the University of Bonn. You can find descriptions of all modules from the bachelor programme in the table below. Please fill in the modules of your choice at the application form. The following table contains short descriptions of the content of all lecture modules of the Bachelor Programme in Mathematics of the University of Bonn. Module V1G1 Analysis I Area Content compulsory Axiomatic foundations of analysis, convergence and limit points, series of real and complex numbers, continuity and differentiability of functions in one variable, uniform convergence. Riemann integral or Cauchy, partial integration and substitution formula. Power series, elementary functions (also in complex numbers), including exponential and trigonometric functions. Characteristics of elementary functions. compulsory Functions of multiple real variables, their continuity and differentiability. Partial derivatives, especially gradient, divergence and rotation. Implicit functions theorem, norms and maps between normed spaces and connections to the convergence of functions, completeness and Banach's fixed point theorem. Ordinary differential equations, theorem of Picard-Lindelf, solutions of linear first and second order ordinary differential equations. compulsory Linear Equations systems, Gaussian elimination method, groups, rings, fields (basics), vector spaces, bases and dimension, linear maps, standard scalar product on the three dimensional real space and geometric applications, matrix representation of linear maps, transformation of basis, factor spaces, determinants, Eigenvalues and Eigenvectors, characteristic polynomial, methods to diagonalize and tridiagonalize endomorphisms. compulsory Jordan normal form, quadratic forms, bilinear forms, Euclidean and unitary vector spaces, principal axis transformation, symmetric maps, and geometric applications, multi-linear algebra. Following topics are optional: representation theory of chosen symmetry groups, generalized vector spaces (modules), linear optimization.

V1G2 Analysis II

V1G3 Linear Algebra I (Lineare Algebra I)

V1G4 Linear Algebra II (Lineare Algebra II)

Module V1G5 Algorithmic Mathematics I (Algorithmische Mathematik I)

Area

Content

compulsory Basic algorithms: Computability, implementation of algorithms, basic concepts of programming. Introduction to programming, representation of numbers: integers, floating points; subtractive cancellation, rounding errors; three term recursion: basic contemplation of stability and complexity; sorting algorithms, Discrete algorithms: Graphs, trees, arborescences, connectivity, BFS and DFS, bipartite, acyclic, strongly connected graphs; linked lists; tree data structures; heaps; shortest paths, network flows, max-flow-min-cut-theorem, algorithms by Ford-Fulkerson and Edmond-Karp; bipartite matching; Turing machine, NP-completeness Stability, condition and numerical linear algebra: absolute and relative condition; stability, indicator of stability; introduction to linearized theory of errors; forward and backward analysis, Designing numerical methods; discrete methods: Gaussianelimination, Cholesky-decomposition compulsory Algorithmic stochastic: concept of probability, basic models and combinatorics, expected values and variance, conditional probability, independence, weak law of large numbers, pseudo random numbers, (Q)MC-methods, random walks, Markov chains and connection with matrices, equilibrium and asymptotic, Metropolis algorithm Interpolation and approximation: interpolation: Lagrange, Hermite, divided differences, cubic splines; estimation of errors; choosing points of support; numerical differentiation; numerical integration: Newton-Cotes formulas, extrapolation, adaptivity. Linear and non-linear large systems: iterative solving of linear equation systems: Jacobi, Gauss-Seidel, Richardson; Newton method, characteristic of conversion, controls; gradient method; fixed point iteration, adjustment of observation, Eigenvalues. A Groups and rings (basics), modules of ( non-commutative) rings, homological algebra

V1G6 Algorithmic Mathematics II (Algorithmische Mathematik II)

V2A1 Groups, Rings and Modules (Gruppen, Ringe, Moduln) V2A2 Algebra I V2A3 Algebra II V2A4 Mathematical Logic

A A

Groups and rings (deepening), field theory, Galois theory and applications. Selected topics of algebra, for example, algebraic number theory, representation theory, commutative algebra, Lie algebras Syntax and semantics of predicate logic, deduction systems: term models; Gdels completeness theorem; theories and model classes; axioms of Zermelo Fraenkel set theory;

Module (Mathematische Logik)

Area

Content formalization of basic notions in mathematics. Optional topics: deepening of sentential logic, alternative deduction systems; logical programming; Gdels incompleteness theorems; logical investigation of logical theories;

V2A5 Set Theory (Mengenlehre)

axioms of Zermelo Fraenkel set theory; relations, functions, structures; ordinal numbers, induction, recursion theorem, arithmetics of ordinal numbers; number systems: integer, rational, real numbers; axiom of choice and equivalent principles; cardinal numbers and their arithmetic; sets of real numbers: Borel sets and projective sets, regularity. Optional topics: introduction to topological set theory; paradoxical consequences of the axiom of choice; descriptive set theory; set theory without the axiom of choice; category theory and set theory Integration theory and applications: Lebesgue integral, especially for the n-dimensional Lebesgue-measure (also for counting measure and Dirac-measure), theorem of monotone conversions and majorant criteria, Fubini's theorem for the Lebesgue-measure, transformation formula, surfaces in the Euclidean space and surface integrals, Gauss's and Stokes's theorems. standard differential equations and classical solution methods (fundamental solutions, Fourier-Transformation): Laplace equation: reference to electro statics (gradient and divergence), boundary value problems and their representation with the help of potentials, characteristics of harmonic functions (mean value , maximum, analyticity), Dirichlet's principle Heat equation: initial (boundary) value problem, fundamental solution, integral representation of solutions Wave equation: initial (boundary) value problem, conservation of energy, integral representation of the solution functional analysis: Hilbert spaces and Lax-Milgram's theorem; Sobolev spaces as well as embedding theorems and trace theorems. weak convergence and completeness with respect to sequences. spectral theorem for symmetric operators with compact inverse. elliptic differential equations without constant coefficients: minimizing problems, calculus of variation (for Dirichlet and Neumann problems) L2-regularity theory additional question: principle of the maximum, Harnack's inequality, Eigenvalue problems selection of the following topics: 1. PDEs in fluid dynamics 2. PDEs for free boundary value problems and image processing

V2B1 Analysis III

V2B2 Introduction to PDEs (Einfhrung in die partiellen Diffentialgleichungen )

V2B3 PDEs and Functional Analysis (Partielle Differentialgleichung en und Funktionalanalysis)

V2B4 PDEs and Modeling (Partielle

Module Differentielgleichung en und Modellierung) V2B5 Introduction to complex Analysis (Einfhrung in die komplexe Analysis)

Area

Content 3. PDEs and mathematical physics 4. PDEs in material science

holomorphic functions, power series, curve integrals, Laurentseries, Riemann's lifting theorem, essential singularities, Weierstrass's theorem of products and Mittag-Leffler's theorem Runge- and Mergelyan approximation, Hadarmacher's theorem of products, Riemann's mapping theorem, prospects for the theory of several complex variables application to selected functions, f.e. gamma-functions and elliptic functions differential forms, integration of differential forms, Stokes theorem, vector bundles and tensor fields. Riemann manifolds, covariant derivatives, curvature, the Laplacian on forms, de Rham cohomology, Poincare's corollary, Mayer-Vietories sequences distribution and Fourier-Transformation, oscillating integral, operators of Fourier-integrals, pseudo-differential operators, Sobolev spaces on Manifolds, embedding theorems, regularity theorem of elliptic equations on manifolds, spectral theorem for elliptic operators on closed manifolds, applications, for example, Hodge Theory branchings, network flows, Goldberg-Tarjan algorithm, minimum cuts, connectivity, minimum cost flows, applications of flows and networks, bipartite matching, multi commodity flows and disjoint paths

V3B1 Global Analysis I (Globale Analysis I) V3B2 Global Analysis I (Globale Analysis II)

V2C1 Introduction to Discrete Mathematics (Einfhrung in die Diskrete Mathematik) V2C2 Linear and Integer Optimization (Lineare und Ganzzahlige Optimierung) V2C3 Combinatorics, Graphs, Matroids (Kombinatorik, Graphen, Matroide) V2D1 Introduction to Geometry and Topology (Einfhrung in die

modeling of optimization problems as (integer) linear programs, polyhedron, Fourier-Motzkin elimination, Farkas' lemma, duality theorems, the simplex algorithm, network simplex, ellipsoid method, conditions for integer polyhedra, TDI systems, total unimodularity, cutting plane methods

Combinatorics of finite sets, basic counting theory, graphs, trees, circuits, connectivity, planarity, coloring of graphs, matroids, planar and combinatorial duality

metric and topological spaces and their construction; concept of connectedness, separation axioms, compactness. Manifolds, especially surfaces and 3-manifolds, curves and surfaces in spaces, their local geometry; geodetic coverings and fundamental group.

Module Geometrie und Topologie) V2D2 Topoplogy I (Topologie I)

Area

Content

singular homology groups with integer and or abitrary coefficients; axioms of homology theory, cw-complexes and cellular homology, computation of the homology for selected important spaces, such as spheres, projective spaces and surfaces. degree of maps and its application, universal coefficient theorem and Kuenneth-theorem metrics, connectedness, curvature

V2D3 Geometry I (Geometrie I) V2D4 Topology I (Topologie II)

singular cohomology groups with coefficients in commutative rings; axioms of cohomology theory. computation of the cohomology groups of some spaces, DeRahm cohomology. Universal coefficient theorem and Kuenneth-theorem. cupproduct and ring structure of the cohomology. Cap-product and Poincare duality for manifolds. Higher homotopy groups, Hurewicz's theorem and Whitehead's theorem relations between geometry and topology, symmetries

V2D5 Geometry II (Geometrie II) V2E1 Introduction to Numerical Mathematics (Einfhrung in die Numerische Mathematik) V2E2 Numerical Mathematics (Numerische Mathematik) V2E3 Scientific Computing I (Wissenschaftliches Rechnen I) V2E4 Scientific Computing

basics, matrix transformation. Linear equation systems: direct solution methods, sparse systems of linear methods, Krylov space methods, determination of Eigenvalues, singular value decomposition, over-determined equation systems, nonsymmetric problems, discretization of partial differential equations, classification of PDEs, finite differences, consistency, stability, convergence, approximation, interpolation: Aitken-Neville, Hermite, (B)Splines, deCasteljau, Bezier; trigonometric interpolation, DFT, FFT. Multi-dimensional integration with polynomials, orthogonal polynomials, Romberg integration. high dimensional integration, MC, QMC. Numeric on ODEs:single-, and multi-step methods. Outlook to computational geometry differential equations, mathematical modeling: first principles, multi-scale expansion. Approximation of the model, analysis of perturbation, filtering, homogenization. Discretization: finite differences, finite elements, adaptivity, estimation of errors.

spectral methods, finite volume, continuous and discontinuous Galerkin, coupling of transport and diffusion, fast solvers for

Module II (Wissenschaftliches Rechnen II) V2F1 Introduction to Probability Theory (Einfhrung in die Wahrscheinlichkeitst heorie)

Area

Content sparse systems, multi-grid and multi-level methods, area decomposition. Parallelizing; strategies and load-balancing.

probability spaces and random variables, stochastic standard models. Conditional probabilities, independence, BorelCantelli's corollary, random walk, relation to differential equation. Expected values, variance and co-variance. LOLN, notions of convergence in stochastic. Moment-generating and characteristic functions, multi-variant normal distribution, central limit theorem. Basics of statistics: maximum likelihood principle, basic estimate- and test methods, confidence intervals. Entropy and statistic differentiability, exponential families. conditional expectations, conditional densities, stochastic kernel. discrete Markov chains: existence theorem, Dirichletproblem, recurrence and transience, conversions to steady states, ergodicity. Ising-model. Reversible Markov chains and Markov Chain Monte Carlo methods. Poisson processes and time continuous Markov chains, forward- and backward equation. Brownian motion: motivation: scaling limits of random walks, boundary distribution, connection to the heat equation, existence theorem of Kolmogorov. Wiener-Levy construction, scaling invariance and symmetry, path regularity. Large deviations: Cramer's theorem, Sanov's theorem on finite spaces. statistic: parametric, non-parametric and Bayesian model, choice of model, robustness. Mean quadratic error of estimates, information inequality, connection to Fisher information and relative entropy. Level and power of hypothesis tests, NeymanPearson's corollary. Confidential intervals and tests in Gaussian product models. Consistency of maximum-likelihood estimates, asymptotic power of likelihood quotient tests. Asymptotic normality of ML-estimates. Convergence of empiric distributions, normal approximation of multinomial distribution, adaptivity tests and their asymptotic, tests for independence. Mathematics in Finance (time-discrete): Conditional expectations and martingales, value processes and portfolio strategies as discrete stochastic integrals, arbitrage, equivalent martingale measures, fair option pricing, Cox-Ross-Rubinstein Model, Black-Scholes formulas. Martingales: stopping theorem, ruin problem, discrete stochastic integrals, convergence theorems, application to Markov chains, regularity and estimation for time continuous martingales. \ Ito calculus: Brownian motion, quadratic variation, stochastic

V2F2 Stochastic Processes (Stochastische Prozesse)

V2F3 Applied Stochastics (Angewandte Stochastik)

V2F4 Basics of Stochastic Analysis (Grundzge der

Module stochastischen Analysis)

Area

Content integrals with respect to Brownian motion, Ito-formula (1- and higher-dimensional), martingale- and Levy-characterization of Brownian motion, stochastic representation of solutions of the Dirichlet problem and the heat equation, exit and passing times, integration with respect to Brownian semi-martingales, Feyman-Kac-formula, Girsanov-transformation