MAT2440 – Differential equations and optimal control theory
Course description
Schedule, syllabus and examination date
Course content
Mathematical models based on ordinary differential equations, scalar equations, systems, systems of linear ordinary differential equations, stability of dynamical systems, numerical methods. Introduction to fundamental concepts of optimization and control of dynamical systems with an emphasis on mathematical techniques such as dynamic programming and calculus of variation.
Learning outcome
Basic skills in handling ordinary differential equations both analytically and numerically, and an understanding of how such equations are used in modelling. Students shall learn to solve systems of linear ordinary differential equations and describe and determine the stability properties of dynamical systems based on ordinary differential equations. Students shall obtain the skills to solve control problems by means of central mathematical techniques such as calculus of variation and dynamic programming.
Admission
Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.
If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.
Prerequisites
Formal prerequisite knowledge
In addition to fulfilling the Higher Education Entrance Qualification, applicants have to meet the following special admission requirements:
-
Mathematics R1 (or Mathematics S1 and S2) + R2
And in addition one of these:
- Physics (1+2)
- Chemistry (1+2)
- Biology (1+2)
- Information technology (1+2)
- Geosciences (1+2)
- Technology and theories of research (1+2)
The special admission requirements may also be covered by equivalent studies from Norwegian upper secondary school or by other equivalent studies (in Norwegian).
Recommended previous knowledge
MAT1100 – Calculus, MAT-INF1100 – Modelling and Computations, MAT1110 – Calculus and Linear Algebra and MAT1120 – Linear Algebra.
Overlapping courses
- 4 credits overlap with MAT-INF1310 – Ordinary differential equations (discontinued)
- 6 credits overlap with MAT2310 – Optimal control theory (discontinued)
- 6 credits overlap with ECON4140 – Mathematics 3: Differential Equations, Static and Dynamic Optimization
- 6 credits overlap with ECON4145
- 10 credits overlap with MAT206
- 5 credits overlap with MA106
For information about the potential partial overlap with other courses, contact the Department.
Teaching
4 hours of lectures/problem sessions every week through the semester.
Examination
One compulsory assignment needs to be passed within given deadlines to be allowed to take the final exam. Final mark based on written examination at the end of the semester.
Rules for compulsory assignments at the Department of Mathematics.
Examination support material
No examination support material is allowed.
Language of examination
Subjects taught in English will only offer the exam paper in English.
You may write your examination paper in Norwegian, Swedish, Danish or English.
Grading scale
Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.
Explanations and appeals
Resit an examination
This course offers both postponed and resit of examination. Read more:
Withdrawal from an examination
It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.
Special examination arrangements
Application form, deadline and requirements for special examination arrangements.
Evaluation
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.