Prerequisites for the Master of

Mathematical Engineering
Please have a look at the lists below and indicate which background knowledge you already have. This is
important for two reasons: (1) to assess how well your background matches with the ideal incoming profile,
(2) which additional courses we have to give you to prepare for the master. Note that not all prerequisites are
strict, but for your own benefit, please, be honest and correct in your answer.

Scientific Software (H0M86B)

☐ The concept of algorithm and programming language;

☐ Have programming skills on a computer, not just on paper;
☐ Object orientation is not a requirement;
☐ Some knowledge about the structure and organisation of a computer: memory, processor; and the role of
the operating system;
☐ Finite precision arithmetic;
☐ Numerical mathematics: conditioning, numerical stability, familiar with basic numerical algorithms: LU-
factorization, Newton’s method for roots of nonlinear equations, etc.

Numerical Simulation of Differential Equations (H0M80A)

☐ Calculus: ordinary differential equations, partial differential equations;

☐ Linear algebra: eigenvalues, eigenvectors;
☐ Numerical mathematics: interpolation, quadrature, solving non-linear equations and linear systems;
☐ Approximation: best approximation in L2, orthogonal polynomials;
☐ Basic programming skills (Matlab, Python or similar).

Optimization (H03E3A)

☐ Linear algebra: vectors, matrices, vector and matrix norms, range, null space, rank, eigenvalues,
eigenvectors, matrix decompositions (SVD, QR, Cholesky);
☐ Differential calculus: Continuity, differentiability, gradient, Hessian, Jacobian, Taylor expansions, Mean-
value theorem, Implicit function theorem;
☐ Basic programming skills (Matlab or Python).

Computer Algebra for Cryptography (H0E74A)

☐ Basic concepts of discrete algebra: group, ring, field, ideals;

☐ Linear algebra: vector spaces and bases;
☐ Polynomial rings and interpolation;
☐ Finite residue rings: computing modulo an integer N;
☐ Basic notion of cryptography: encryption/decryption, RSA cryptosystem.

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System Identification and Modelling (H03E1B)

Skills: the student should be able to analyse, synthesize and interpret

Necessary knowledge: calculus, applied linear algebra, probability theory and statistics, system theory
Useful, but non-essential knowledge: control theory
Detailed list of prerequisites:

Calculus
☐ Logic reasoning and mathematical proofs;
☐ Functions of real numbers, e.g. trigonometric, exponential, logarithmic;
☐ Functions of vectors;
☐ Differentiation and integration of univariate and multivariate functions;
☐ Partial derivatives;
☐ Complex numbers: addition, multiplication, powers of complex numbers;
☐ Vector spaces, gradient;
☐ Analytic geometry: Cartesian coordinates and polar coordinates;
☐ Differential equations: set up and solve linear differential equations and sets of differential equations;
☐ Taylor series;
☐ Optimization problems: formulate, solve and interpret, with equality and inequality constraints, method of
Lagrange;
☐ Difference equations: solve linear difference equations and sets of difference equations.

Applied Linear Algebra

☐ Familiarity with concepts from linear algebra in higher dimensions: vector spaces, linear dependence,
orthogonality;
☐ Matrix computations: addition, multiplication with scalar, product of matrices, inverse of a matrix;
☐ Determinant;
☐ Partitioned matrices;
☐ Vector spaces: subspaces, linear transformations, basis, dimension, orthogonal complement of
subspaces, orthogonal projection;
☐ Rank, column space, row space, null space of a matrix;
☐ Eigenvalue decomposition: characteristic polynomial, Cayley–Hamilton theorem, similar matrices;
☐ Singular value decomposition, QR factorization;
☐ Recognize and solve least-squares problems;
☐ Pseudo-inverse of a matrix and relation to least-squares;
☐ Algebraic models for engineering problems: Setting up a set of linear equations, processing of
experimental results, analysing autonomous systems and vibrations as an eigenvalue problem, computing
the response of linear time-invariant discrete-time systems, dimensional reduction by means of the
singular value decomposition;
☐ Use MATLAB to do matrix computations.

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Probability Theory and Statistics
☐ Basic principles of probability theory: random variables, probability distributions;
☐ Variance, standard deviation, covariance, correlation;
☐ Estimation of parameters;
☐ Confidence intervals;
☐ Hypothesis testing;
☐ Regression analysis.

System Theory
☐ Convolution, Laplace transform and Z transform;
☐ Fourier series;
☐ Linear time invariant systems;
☐ Impulse response and transfer function;
☐ Stability;
☐ Analysis of continuous-time and discrete-time systems in the time domain and in the frequency domain;
☐ Modelling and Linearization;
☐ Discretization of continuous-time systems .

Nonlinear Systems (H03D9A)

☐ Linear algebra: vectors, matrices, rank, eigenvalues, eigenvectors;

☐ Calculus: continuity, differentiability, gradient, Hessian, Jacobian, Taylor expansions, mean-value theorem,
partial derivatives, ordinary differential equations, partial differential equations;
☐ Numerical methods: time integration methods for solving ordinary differential equations; methods to solve
systems of nonlinear equations.

Methods and Algorithms for Advanced Process Control (H0M82A)

Skills: the student should be able to analyse, synthesize and interpret

Knowledge: Systems and control theory, and linear algebra
Scientific Software: Matlab/Simulink
Detailed list of prerequisites:

Systems and Control Theory

☐ Basics about modelling mechanical, electrical, thermal and hydraulic systems;
☐ Block diagrams;
☐ Equilibrium points in nonlinear systems;
☐ Laplace Transform (and its inverse);
☐ Z-transform (and its inverse);
☐ Transfer function representation;
☐ Poles and zeros of a system;

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☐ Stability of dynamical systems;
☐ State-space representation;
☐ Relation between the s-plane and the z-plane;
☐ Sampling and reconstruction of signals;
☐ Shannon-Nyquist sampling theorem;
☐ Transient response analysis of first and second order systems;
» Second order systems: relation between the locations of the poles in the s-plane and the
characteristics of step response (rise time, settling time, etc.)
☐ Impulse response and step response;
☐ Frequency response of LTI systems;
» Bode diagrams
» Nyquist plots
☐ Discretization of continuous-time systems;
» Numerical integration (e.g., bilinear transformation, forward rectangular rule, etc.)
» Zero-order-hold method
» Zero-pole equivalent
☐ Open loop and closed-loop systems;
☐ Types of systems and steady-state error;
☐ Elements of a classical control loop (e.g., actuator, sensor, controller, plant);
☐ Elements of a digital control Loop;
☐ PID control.
» Analog and digital implementation
» Tuning methods
Numerical Linear Algebra

☐ Eigenvalue decomposition;
☐ Cayley–Hamilton theorem;
☐ Characteristic equation;
☐ Rank of a matrix;
☐ Determinant of a matrix;
☐ Least-squares;
☐ Positive (Negative) definiteness of a matrix.

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