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
Thursday, October 9 and Thursday, November 13. The final
exam will be held Friday, December 19, from 8:00 AM to 11:00 AM.
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: