Instructor. Prof. Yu Chen, Warren Weaver Hall (Ciww), Room 1126. Tel: 998-3285, yuchen@cims.nyu.edu
Basic Course Information
Homework schedule
Try out A Free Matlab Online Tutorial or look for others by a web search.
Class Time.
Lecture: 7:10-9:00 pm, Thursday, Room 813, Warren Weaver Hall (Ciww)
First meeting: Sept 5.
Last day of class: Wednesday, December 11 (runs on Thursday schedule)
Thanksgiving Recess: Thursday, November 28-Saturday, November 30
Office Hours. 3:00 pm - 5:00 pm Wednesdays, and by appointment.
Prerequisite. Elementary ordinary differential equations, advanced
calculus, linear algebra, and programming with Matlab.
Required Text. Principles of applied mathematics : transformation
and approximation, Keener, 2nd Edition, 1995;
available at the university bookstore.
Syllabus.
Various methods used for the study of solutions of ODEs, both exact and
approximate. Topics include: integral transforms, Green's functions,
Sturm-Liouville theory and eigenfunction expansions. Asymptotic expansions
of integrals: Watson's lemma and the methods of stationary phase and
steepest descent. Variational formulation of solutions. Hamiltonian
mechanics and canonical transformations. Similarity methods for finding
exact solutions.
Assignments and Grading. Homework assignments will be given weekly, involving analytical work and computer programming in Matlab, and typically due on Thursday evening at class. The homework grade contributes about 50% to the final grade. Grading will reflect not only correctness, but also cleverness and clarity (i.e. English explanations).
Reference Texts.
yuchen@cims.nyu.edu (Yu Chen)
Last modified: Aug 19, 2002