MATH 560-61: Methods of Applied Mathematics (98F-99S):

Grade:

There will be two exams, one midterm (M) approximately half way through the semester and one final (F) in May. Periodically Homework assignments (HW) will be given. Each Exam will count for 25% of the total grade. The homework will count for 50%. Thus the final grade is % = 0.5 (F+M) + 0.5 HW.

Outline

Homework Assignments and Exams:

The following files are LaTeX files for the Homework Assignments and Exams (after they have been given).

Text and material covered:

Principles of Applied Mathematics: Transformation and Approximation, J. Keener (1995).

Recommended reference:

Green's Functions and Boundary Value Problems, 2nd ed., Ivar Stakgold, 1998.

Supplementary material: (LaTeX and Postscript files)

Maple Code:

GramSchmidt.mws For performing Gram-Schmidt orthogonalization on a finite set of vectors with a user defined inner product. (Maple V Release 4 or higher) Can use for Homework 1.

2nd order Linear to SL code Some code to convert non-self adjoint operators to self adjoint Sturm Liouville operators.

Regular SL eigenvalue problem Some code to solve regular Sturm-Liouville eigenvalue problems with separated boundary conditions.

Operators defined using Fourier Series Some code illustrating how to use Maple to compute T(f) defined on L2(0,1) using a Fourier series. The specific example of T(f) given is a bounded operator whose range is not closed (hence for which the Fredholm alternative does not apply).

Separable Fredholm Integral Equations Separable integral equations are equivalent to matrix equations with appropriate definitions. The code allows for the definition of a separable kernel, creates the equivalent matrix system and then solves the integral equation (when solutions are unique). Eigenvalues of the integral operator are also computed.

Greens Functions for 2nd order BVP To find Greens functions g(x,t) which satisfy Lg=delta(x-t) and prescribed boundary conditions at x=a,x=b, g(x,t) must solve the homogenous equation Lg=0 for x less than t,x greater than t, be continuous at x=t and a jump condition at x=t. This code finds g(x,t) for user defined (2nd order) operators L and boundary conditions.

Eigenvalues of Sturm-Liouville Problems Some code to estimate bounds on eigenvalues of Sturm-Liouville problems with mixed BC.

COMPREHENSIVE PHD EXAM OUTLINE (AUGUST 99):

EXAM Latex file outlining material from M560-61 to be included in Comprehensive PhD exam in August 1999.