Course Information Undergraduate prospectus

Inverse Problems (MMath)

Course summary

Course code: MATH1153
Level: 7
Credits: 15
School: Architecture, Computing and Hums
Department: Mathematical Sciences
Course Coordinator(s): Choi-Hong Lai


Pre and co requisites

Partial Differential Equations


To provide an advanced introduction to the underlying mathematics for inverse problems.
To provide a solid and concise introduction to various numerical methods for inverse problems.
To examine important industrial related examples in engineering, finance, and sciences.

Learning outcomes

On successful completion of this course a student will be able to:

1. Have an overall understanding of the underlying mathematics for inverse problems.

2. Have a critical understanding of numerical methods related to the solutions of inverse problems.

3. Be able to formulate and solve some industrial related inverse problems.

4. Have an appreciation and awareness of available tools for implementing numerical methods for inverse problems.

Indicative content

Formulate basic inverse problems and illustrate their typical applications; Concepts of ill-posed problems and regularisation; Applications in parameter identification, inverse heat conduction problems, volatility surfaces, etc.; Numerical methods and selecting regularising parameters.

Teaching and learning activity

Concepts and techniques will be introduced and demonstrated in lectures and laboratory sessions.


Summative assessment: Coursework - 50%
LO - 1-4
Coursework covering all learning items, which may include selected tutorial exercises.

Summative assessment: Exam - 50%
LO - 1-4
Examination of 3 hours duration covering all learning outcomes.

Formative assessment: Weekly tutorial exercises