| Number | Topic and link | Due date |
|---|---|---|
| 1 |
The heat equation, evolution equations, superposition principle, fundamental solution Last updated: February 1 |
Feb. 4 |
| 2 |
Fourier transforms and images Last updated: February 5 |
Feb. 11 |
| 3 |
Advection and maximum principles Last updated: February 20 |
Feb. 25 |
| 4 |
Exponential solutions, etc. Last updated: February 25 |
March 3 |
| 5 |
SDE/PDE/boundary conditions. Last updated: March 3 |
March 10 |
| Spring break. No assignment this week. | ||
| 6 |
Deterministic optimal control Last updated: April 5 Note: new due date. |
April 14 |
| 7 |
More optimal control Last updated: April 5 |
April 14 |
| 8 |
Stochastic optimal control Last updated: April 21 |
April 28 |
|
Sample final exam |
April 28 |