Specialisations

The student can then choose one of the following specialisations.


Analysis

Analysis provides the mathematical tools required for the rigorous analysis of mathematical models. Such models are typically formulated as a partial differential equation. Apart from very special cases, a closed-form solution cannot be given, and deeper tools are required to study the properties of the solutions. If you choose this specialisation you will learn methods that come from the Approximation Theory, Fourier Analysis, Functional Analysis and Stochastic Analysis, to help you find these solutions. For courses offered by the specialisation Analysis, see the online studyguide.


Computational Science and Engineering (CSE)

CSE is a rapidly growing multidisciplinary field of study with links to engineering, mathematics and computer science. This specialisation focuses on mathematical modelling and simulation of problems arising in science and engineering, the mathematical analysis of such models and the development of new mathematical methods and techniques for solving such problems. This specialisation includes the following themes: Mathematical Physics, Analysis, Numerical Analysis, Optimisation and Mathematical System Theory.

There are major industrial and economic interests at stake when it comes to mathematical modelling since the properties of not (yet) realised technical or physical systems can be predicted and optimised better using computational and mathematical models. Hence there is a demand for experts, especially in large companies and research institutes.

For courses offered by the specialisation Computational Science and Engineering, see the online studyguide.


Financial Engineering

Financial Engineering focuses on the development and application of quantitative methods in finance and economics. This specialisation offers a solid background in financial mathematic, probability and numerical methods For courses offered by the specialisation Financial Engineering, see the online studyguide.


Optimisation

Optimisation focuses on problems from a broad perspective. You learn to develop and analyse models, investigate computational complexity, and how to design, analyse, implement and test algorithms. The main focus is on deterministic optimisation. The specialisation Optimisation is a theoretic based study, but you will also look into real-life applications in the field of health, logistics energy etc. For courses offered by the specialisation Optimisation, see the online studyguide.


Stochastics

Stochastics focuses on the modelling and mathematical analysis of problems arising in science and engineering which are characterised by uncertainty. Randomness is an essential ingredient for many successful mathematical models. In this MSc programme students will become familiar with a wide range of techniques and theories underlying efforts to deal with randomness. The specialisation includes the following themes: Applied Probability, Statistics and Risk Analysis.

There is a huge demand for 'experts in randomness' in many different areas of society. Generally speaking, this specialisation prepares students well for employment in government or semi-government agencies, banks and financial institutions, industry, research laboratories and multinational companies.

For courses offered by the specialisation Stochastics, see the online studyguide.