General: This is a first semester
graduate course appropriate for students in mechanical and aerospace
engineering, biomedical engineering, other engineering, and physics. The
topics to be covered are: solution of ordinary differential equations by
power series methods (in particular, the method of Frobenius), Laplace
transform methods, and phase plane methods; vector spaces of functions,
Hilbert spaces, and orthonormal bases; Fourier series, Fourier transforms,
and Sturm-Liouville theory; solution of the linear differential equations
of physics---the heat, wave, and Laplace equations---by separation of
variables.
Prerequisites:
We assume familiarity with
Single and multivariable calculus;
Ordinary differential equations (as in Greenberg,
Chapters 1, 2, and 3 and Sections 4.1--2, although the material in chapter
4 will be reviewed);
Linear algebra (roughly Greenberg Chapter 8 and Sections
9.1--5, 10.1--5, and 11.1--2, although not all of this material will be
used in detail).
Homework: Homework problems will be
assigned weekly through postings on the web page, and will normally be due
on Tuesdays.
Exams: There will be two in-class
exams, tentatively scheduled for Tuesday, October 9 and Tuesday,
November 13. We will schedule the final exam near the end of the term; it
will be sometime during the final exam period (December 14 through December
20), so you should not plan to be out of town during this period until we
have scheduled the exam. Make-up exams will be given only in the case of
well-documented illness or major emergency or (only with permission in
advance) of a major outside commitment.
Grading: Grading will be based on a
weighted average of homework and exams: