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 some of
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. The first assignment will be due Thursday, 9/9;
after that assignments will normally be due on Tuesdays.
Exams: There will be two in-class exams, tentatively scheduled for
Thursday, October 7 and Tuesday, November 16. The final
exam will be held Wednesday, December 22, from 12:00 PM to 3:00 PM.
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: