Mathematics with Statistics (Placement Year)

This module builds on the binary operations studies in previous modules, such as addition or multiplication of numbers and composition of functions. Here, students will select a small number of properties which these and other examples have in common, and use them to define a group.

They will also consider the elementary properties of groups. By looking at maps between groups which 'preserve structure', a way of formalizing (and extending) the natural concept of what it means for two groups to be 'the same' will be discovered.

Ring theory provides a framework for studying sets with two binary operations: addition and multiplication. This gives students a way to abstractly model various number systems, proving results that can be applied in many different situations, such as number theory and geometry. Familiar examples of rings include the integers, the integers modulation, the rational numbers, matrices and polynomials; several less familiar examples will also be explored.

Complex Analysis has its origins in differential calculus and the study of polynomial equations. In this module, students will consider the differential calculus of functions of a single complex variable and study power series and mappings by complex functions. They will use integral calculus of complex functions to find elegant and important results and will also use classical theorems to evaluate real integrals.

The first part of the module reviews complex numbers, and presents complex series and the complex derivative in a style similar to calculus. The module then introduces integrals along curves and develops complex function theory from Cauchy's Theorem for a triangle, which is proved by way of a bisection argument. These analytic ideas are used to prove the fundamental theorem of algebra, that every non-constant complex polynomial has a root. Finally, the theory is employed to evaluate some definite integrals.The module ends with basic discussion of harmonic functions, which play a significant role in physics.

Students will gain a solid understanding of computation and computer programming within the context of maths and statistics. This module expands on five key areas:

• Programming and R
• Numerical solutions of equations
• Numerical differentiation and integration
• Monte Carlo methods
• Numerical solutions to ODEs

Under these headings, students will study a range of complex mathematical concepts, such as: data structures, fixed-point iteration, higher dimensions, first and second derivatives, non-parametric bootstraps, and modified Euler methods.

Throughout the module, students will gain an understanding of general programming and algorithms. They will develop a good level of IT skills and familiarity with computer tools that support mathematical computation.

Over the course of this module, students will have the opportunity to put their knowledge and skills into practice. Workshops, based in dedicated computing labs, allow them to gain relatable, practical experience of computational mathematics.

Students will be provided with the foundational results and language of linear algebra, which they will be able to build upon in the second half of Year Two, and the more specialised Year Three modules. This module will give students the opportunity to study vector spaces, together with their structure-preserving maps and their relationship to matrices.

They will consider the effect of changing bases on the matrix representing one of these maps, and will examine how to choose bases so that this matrix is as simple as possible. Part of their study will also involve looking at the concepts of length and angle with regard to vector spaces.

Probability provides the theoretical basis for statistics and is of interest in its own right.

Basic concepts from the first year probability module will be revisited and extended to these to encompass continuous random variables, with students investigating several important continuous probability distributions. Commonly used distributions are introduced and key properties proved, and examples from a variety of applications will be used to illustrate theoretical ideas.

Students will then focus on transformations of random variables and groups of two or more random variables, leading to two theoretical results about the behaviour of averages of large numbers of random variables which have important practical consequences in statistics.

Project Skills is a module designed to support and develop a range of key technical and professional skills that will be valuable for all career paths. Covering five major components, this module will guide students through and explore:

• Mathematical programmes
• Scientific writing
• Communication and presentation skills
• Individual projects
• Group projects

Students will gain an excellent grasp of LaTeX, learning to prepare mathematical documents; display mathematical symbols and formulae; create environments; and present tables and figures.

Scientific writing, communication and presentations skills will also be developed. Students will work on short and group projects to investigate mathematical or statistical topics, and present these in written reports and verbal presentations.

A thorough look will be taken at the limits of sequences and convergence of series during this module. Students will learn to extend the notion of a limit to functions, leading to the analysis of differentiation, including proper proofs of techniques learned at A-level.

Time will be spent studying the Intermediate Value Theorem and the Mean Value Theorem, and their many applications of widely differing kinds will be explored. The next topic is new: sequences and series of functions (rather than just numbers), which again has many applications and is central to more advanced analysis.

Next, the notion of integration will be put under the microscope. Once it is properly defined (via limits) students will learn how to get from this definition to the familiar technique of evaluating integrals by reverse differentiation. They will also explore some applications of integration that are quite different from the ones in A-level, such as estimations of discrete sums of series.

Further possible topics include Stirling's Formula, infinite products and Fourier series.

Statistics is the science of understanding patterns of population behaviour from data. In the module, this topic will be approached by specifying a statistical model for the data. Statistical models usually include a number of unknown parameters, which need to be estimated.

The focus will be on likelihood-based parameter estimation to demonstrate how statistical models can be used to draw conclusions from observations and experimental data, and linear regression techniques within the statistical modelling framework will also be considered.

Students will come to recognise the role, and limitations, of the linear model for understanding, exploring and making inferences concerning the relationships between variables and making predictions.

Students will spend their third year working in a graduate-level placement role to gain valuable experience in an industry or sector that they might aspire to work in once they graduate. Students will be supported during their placement by our Careers and Placements Team who will provide ongoing distance-led support and learning resources. Students will undertake a work-based learning module during their placement year which enables them to reflect on the value of their placement experience and to consider what impact it has on their future career plans.

Students will reflect on their learning in a professional context. They will critically reflect on work based learning theory and practice and provide an in depth review of their own, and others', experiences.

Consideration will be given to ethical issues arising on placement and identification and analysis of implications of informal and formal learning in the workplace.

Finally, students will elaborate on their future career aims and areas for development.

Bayesian statistics provides a mechanism for making decisions in the presence of uncertainty. Using Bayes’ theorem, knowledge or rational beliefs are updated as fresh observations are collected. The purpose of the data collection exercise is expressed through a utility function, which is specific to the client or user. It defines what is to be gained or lost through taking particular actions in the current environment. Actions are continually made or not made depending on the expectation of this utility function at any point in time.

Bayesians admit probability as the sole measure of uncertainty. Thus Bayesian reasoning is based on a firm axiomatic system. In addition, since most people have an intuitive notion about probability, Bayesian analysis is readily communicated.

Combinatorics is the core subject of discrete mathematics which refers to the study of mathematical structures that are discrete in nature rather than continuous (for example graphs, lattices, designs and codes). While combinatorics is a huge subject - with many important connections to other areas of modern mathematics - it is a very accessible one.

In this module, students will be introduced to the fundamental topics of combinatorial enumeration (sophisticated counting methods), graph theory (graphs, networks and algorithms) and combinatorial design theory (Latin squares and block designs). They will also explore important practical applications of the results and methods.

Students’ knowledge of commutative rings as gained from their second year of study in Rings and Linear Algebra will be built upon, and an introduction to the fourth year Galois Theory module will be provided.

They will be introduced to two new classes of integral domains called Euclidean domains, where they have a counterpart of the division algorithm, and unique factorisation domains, in which an analogue of the Fundamental Theorem of Arithmetic holds.

How well-known concepts from the integers such as the highest common factor, the Euclidean algorithm, and factorisation of polynomials, carry over to this new setting, will also be explored.

Questions relating to linear ordinary differential equations will be considered during this module. Differential equations arise throughout the applications of mathematics, and consequently the study of them has always been recognised as a fundamental branch of the subject. The module aims to give a systematic introduction to the topic, striking a balance between methods for finding solutions of particular types of equations, and theoretical results about the nature of solutions.

While explicit solutions can only be found for special types of equations, some of the ideas of real analysis allow us to answer questions about the existence and uniqueness of solutions to more general equations, as well as allowing us to study certain properties of these solutions.

The concept of generalised linear models (GLMs), which have a range of applications in the biomedical, natural and social sciences, and can be used to relate a response variable to one or more explanatory variables, will be explored. The response variable may be classified as quantitative (continuous or discrete, i.e. countable) or categorical (two categories, i.e. binary, or more than categories, i.e. ordinal or nominal).

Students will come to understand the effect of censoring in the statistical analyses and will use appropriate statistical techniques for lifetime data. They will also become familiar with the programme R, which they will have the opportunity to use in weekly workshops.

The topic of smooth curves and surfaces in three-dimensional space is introduced. The various geometrical properties of these objects, such as length, area, torsion and curvature, will be explored and students will have the opportunity to discover the meaning of these quantities. They will then use a variety of examples to calculate these values, and will use those values to apply techniques from calculus and linear algebra.

A number of well-known concepts will be encountered, such as length and area, and some new ideas will be introduced, including the curvature and torsion of a curve, and the first and second fundamental forms of a surface. Students will learn how to compute these quantities for a variety of examples, and in doing so will develop their geometric intuition and understanding.

The study of graphs - mathematical objects used to model pairwise relations between objects - is a cornerstone of discrete mathematics. As a result, students will develop an appreciation for a range of discrete mathematical techniques while undertaking this module.

Throughout the module, students will also learn about structural notions, such as connectivity, and will explore trees, minor closed families of graphs, matrices related to graphs, the Tutte polynomial of small graphs, and planar graphs and analogues.

While studying these areas, students will gain experience of following and constructing mathematical proofs, and correctly and coherently using mathematical notation.

Students will develop the knowledge of groups that they gained in second year during the Groups and Rings module. ‘Direct products’, which are used to construct new groups, will be studied, while any finite group will be shown to ‘factor’ into ‘simple’ pieces.

Situations will be considered in which a group ‘acts’ on a set by permuting its elements; this powerful idea is used to identify the symmetries of the Platonic solids, and to help study the structure of groups themselves.

Finally, students will prove some interesting and important results, known as 'Sylow’s theorems', relating to subgroups of certain orders.

Students will examine the notion of a norm, which introduces a generalised notion of ‘distance’ to the purely algebraic setting of vector spaces. They will learn several quite natural ways to do this, both for vectors of any dimension and for functions. Focus will then be on the more special notion of an inner product which generalises angles at the same time as distances.

Once these concepts have been established, students will have the opportunity to study geometrical ideas like orthogonality, which can be seen to apply to much more general spaces than Euclidean spaces of three (or even n) dimensions, notably to infinite dimensional spaces of functions. For example, Hilbert space theory shows how Fourier series are really another case of expressing an element in terms of a basis, and how people can use orthogonality to find best approximations to a given function by functions of a prescribed type. Finally, students will look at some of the main results of linear algebra, which generalise very nicely to linear operators between Hilbert spaces.

Introducing the Lebesgue integral for functions on the real line, this module features a classical approach to the construction of Lebesgue measure on the line and to the definition of the integral. The bounded convergence theorem is used to prove the monotone and dominated convergence theorems, and the results are illustrated in classical convergence problems including Fourier integrals.

Among the range of topics addressed on this module, students will become familiar with Lebesgue's definition of the integral, and the integral of a step function. There will be an introduction to subsets of the real line, including open sets and countable sets. Students will measure of an open set, and will discover measurable sets and null sets. Additionally, the module will focus on integral functions, along with Lebesgue's integral of a bounded measurable function, his bounded convergence theorem and the integral of an unbounded function. Dominated convergence theorem; monotone convergence theorem.

Other topics on the module will include applications of the convergence theorems and Wallis's product for P. Gaussian integral, along with some classical limit inversion results and the Fourier cosine integral. Students will develop an understanding of Dirichlet's comb function, Archimedes' axiom and Cantor's uncountability theorem, and will learn to prove the structure theorem for open sets. In addition, students will be able to prove covering lemmas for open sets, as well as understanding the statement of Heine—Bore theorem, as well as understanding the concept and proving basic properties of outer measure. As well as understanding inner measure. Finally, students will be expected to prove Lebesgue's theorem on countable additivity of measure.

Statistical inference is the theory of the extraction of information about the unknown parameters of an underlying probability distribution from observed data. Consequently, statistical inference underpins all practical statistical applications.

This module reinforces the likelihood approach taken in second year Statistics for single parameter statistical models, and extends this to problems where the probability for the data depends on more than one unknown parameter.

Students will also consider the issue of model choice: in situations where there are multiple models under consideration for the same data, how do we make a justified choice of which model is the 'best'?

The approach taken in this course is just one approach to statistical inference: a contrasting approach is covered in the Bayesian Inference module.

The aim of this module is to provide third year students with more options of applicable topics which draw upon second year pure mathematics modules and provide opportunities for further study. The theory of linear systems is engineering mathematics.

In the mid nineteenth century, the engineer Watt used a governor to control the amount of steam going into an engine, so that the input of steam reduced when the engine was going too quickly, and the input increased when the engine was going too slowly. Maxwell then developed a theory of controllers for various mechanical devices, and identified properties such as stability. The crucial idea of a controller is that the output can be fed back into the system to adjust the input.

Many devices can be described by linear systems of differential and integral equations which can be reduced to a standard (A,B,C,D) model. These include electrical appliances, heating systems and economic processes. The module shows how to reduce certain linear systems of differential equations to systems of matrix equations and thus solve them. Linear algebra enables students to classify (A,B,C,D) models and describe their properties in terms of quantities which are relatively easy to compute.

The module then describes feedback control for linear systems. The main result describes all the linear controllers that stabilise a (A,B,C,D) system.

Using the classical problem of data classification as a running example, this module covers mathematical representation and visualisation of multivariate data; dimensionality reduction; linear discriminant analysis; and Support Vector Machines. While studying these theoretical aspects, students will also gain experience of applying them using R.

An appreciation for multivariate statistical analysis will be developed during the module, as will an ability to represent and visualise high-dimensional data. Students will also gain the ability to evaluate larger statistical models, apply statistical computer packages to analyse large data sets, and extract and evaluate meaning from data.

This module is run as a partnership between the Department of Mathematics and Statistics, the University of Cumbria and the Students’ Union’s volunteering unit.

Designed with employability in mind, this module is based on the Students’ Union’s Schools Partnership Scheme, which supports Lancaster students on 10-week placements in local primary and secondary schools.

Students will have the opportunity to take part in classroom observation and assistance, the development of classroom resources, the provision of one-on-one or small group support and possibly even teaching sections of lessons to the class as a whole.

This module formally introduces students to the discipline of financial mathematics, providing them with an understanding of some of the maths that is used in the financial and business sectors.

Students will begin to encounter financial terminology and will study both European and American option pricing. The module will cover these in relation to discrete and continuous financial models, which include binomial, finite market and Black-Scholes models.

Students will also explore mathematical topics, some of which may be familiar, specifically in relation to finance. These include:

• Conditional expectation
• Filtrations
• Martingales
• Stopping times
• Brownian motion
• Black-Scholes formula

Throughout the module, students will learn key financial maths skills, such as constructing binomial tree models; determining associated risk-neutral probability; performing calculations with the Black-Scholes formula; and proving various steps in the derivation of the Black-Scholes formula. They will also be able to describe basic concepts of investment strategy analysis, and perform price calculations for stocks with and without dividend payments.

In addition, to these subject specific skills and knowledge, students will gain an appreciation for how mathematics can be used to model the real-world; improve their written and oral communication skills; and develop their critical thinking.

The aim is to introduce students to the study designs and statistical methods commonly used in health investigations, such as measuring disease, causality and confounding.

Students will develop a firm understanding of the key analytical methods and procedures used in studies of disease aetiology, appreciate the effect of censoring in the statistical analyses, and use appropriate statistical techniques for time to event data.

They will look at both observational and experimental designs and consider various health outcomes, studying a number of published articles to gain an understanding of the problems they are investigating as well as the mathematical and statistical concepts underpinning inference.

An introduction to the key concepts and methods of metric space theory, a core topic for pure mathematics and its applications, is given during this module. Studying this module will give students a deeper understanding of continuity as well as a basic grounding in abstract topology. With this grounding, they will be able to solve problems involving topological ideas, such as continuity and compactness.

They will also gain a firm foundation for further study of many topics including geometry, Lie groups and Hilbert space, and learn to apply their knowledge to areas including probability theory, differential equations, mathematical quantum theory and the theory of fractals.

Number theory is the study of the fascinating properties of the natural number system.

Many numbers are special in some sense, eg. primes or squares. Which numbers can be expressed as the sum of two squares? What is special about the number 561? Are there short cuts to factorizing large numbers or determining whether they are prime (this is important in cryptography)? The number of divisors of an integer fluctuates wildly, but is there a good estimation of the ‘average’ number of divisors in some sense?

Questions like these are easy to ask, and to describe to the non-specialist, but vary hugely in the amount of work needed to answer them. An extreme example is Fermat’s last theorem, which is very simple to state, but was proved by Taylor and Wiles 300 years after it was first stated. To answer questions about the natural numbers, we sometimes use rational, real and complex numbers, as well as any ideas from algebra and analysis that help, including groups, integration, infinite series and even infinite products.

This module introduces some of the central ideas and problems of the subject, and some of the methods used to solve them, while constantly illustrating the results with exercises and examples involving actual numbers.

This module is ideal for students who want to develop an analytical and axiomatic approach to the theory of probabilities.

First the notion of a probability space will be examined through simple examples featuring both discrete and continuous sample spaces. Random variables and the expectation will be used to develop a probability calculus, which can be applied to achieve laws of large numbers for sums of independent random variables.

Students will also use the characteristic function to study the distributions of sums of independent variables, which have applications to random walks and to statistical physics.

Important examples of stochastic processes, and how these processes can be analysed, will be the focus of this module.

As an introduction to stochastic processes, students will look at the random walk process. Historically this is an important process, and was initially motivated as a model for how the wealth of a gambler varies over time (initial analyses focused on whether there are betting strategies for a gambler that would ensure they won).

The focus will then be on the most important class of stochastic processes, Markov processes (of which the random walk is a simple example). Students will discover how to analyse Markov processes, and how they are used to model queues and populations.

Modern statistics is characterised by computer-intensive methods for data analysis and development of new theory for their justification. In this module students will become familiar with topics from classical statistics as well as some from emerging areas.

Time series data will be explored through a wide variety of sequences of observations arising in environmental, economic, engineering and scientific contexts. Time series and volatility modelling will also be studied, and the techniques for the analysis of such data will be discussed, with emphasis on financial application.

Another area the module will focus on is some of the techniques developed for the analysis of multivariates, such as principal components analysis and cluster analysis.

Lastly,students will spend time looking at Change-Point Methods, which include traditional as well as some recently developed techniques for the detection of change in trend and variance.