| Course homepage | http://www.math.nyu.edu/faculty/yuchen/applmath1/index.htm |
| Course name | Applied mathematics I, G63.2701 |
| Offering | Fall, 2002 |
| Time | 7:10-9:00 pm, Thursday. |
| Place | Room 813, Warren Weaver Hall (Ciww) |
| Teacher |
Professor Yu Chen, Office: Ciww 1126,
Phone: (212) 998-3285, Email: yuchen@cims.nyu.edu |
| Office hours | 3:00 pm - 5:00 pm Wednesdays, and by appointment |
| Prerequisite | linear algebra, V22.0202, and programming in Matlab |
| Textbook |
Principles of applied mathematics : transformation
and approximation, Keener, 2nd Edition, 1995 |
| Homework and projects | Every week. No late homework. |
| Grading | Homework 50%; Midterm/final exams or projects 20%/30% |
| First day of classes | Thursday, September 5 |
| Last day of classes | Wednesday, December 11 (runs on a Thursday schedule) |
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.