Spring 2013 Methods of Applied Mathematics II

Unique# M383D (56860) and CSE 386D (65310)
Meeting Hours: M - W 3:00-4:15pm, RLM 11.176

Instructor: Prof. Irene M. Gamba
Office: RLM 10.166, Phone: 471-7150
E-Mail: gamba@math.utexas.edu
Office hours: by appointment

Teaching Assistant: Matthias Taus

E-Mail: taus@ices.utexas.edu
Discussion Hours: Room RLM 11.176 is reserved and available Wednesdays from 4:30 to 6:30pm.

Class webpage : Methods for Applied Mathematics II Unique# CSE386D (65310) and M383D (56860)

Textbook: Arbogast-Bona notes (2012 version).

Homework, Exams, and Grades: Homework will be assigned regularly. Students are encouraged to work in groups; however, each student must write up his or her own work.
Three mid-term exams will be given in class. The first one on Wednesday February 27th, the second one on Wednesday April 3rd, and the last one on Wednesday May 1st.
There will not be a final exam. The final grade will be based on the homework and the three exams.

Homework problems:

Problem Set 1. Due Monday January 28, 2013.
Ch. 6 # 1, 2, 3, 4, 5, 7, 11.

Problem Set 2. Due Monday Feb. 4th.
Ch. 6 # 8, 9, 12, 17.

Problem Set 3. Due Monday Feb 11
Ch. 6 # 13, 21, 24, 26, 29, 30.

Problem Set 4. Due Wednesday March 5
Ch. 7# 1, 2, 3, 4, 5, 7;

Problem Set 5. Due Mon March 25
Ch. 7 # 8, 9, 11, 13

Problem Set 6. Due Wed April 3
Ch. 7 # 14, 15, 16;

Problem Set 7. Due Wed April 10
Ch. 8 # 1, 2, 3, 5,

Problem Set 7. Due Wed April 17th
Ch.8 # 8, 12, 16, 18,

Problem Set 8. Due Wed April 26
Ch.8 # 9, 19, 20, 22;
Ch.9 # 1, 3, 5, 8,

Problem Set 9.
Not due Ch.9 # 7, 9, 13, 14, 16, 17, 18.

Course Description:

This is the second semester of a course on methods of applied mathematics. It is open to mathematics, science, engineering, and finance students. It is suitable to prepare graduate students for the Applied Mathematics I & II Preliminary Exam in mathematics and the Area A Preliminary Exam in the SCEM graduate program.

Semester I.

1. Preliminaries (topology and Lebesgue integration)

2. Banach Spaces

3. Hilbert Spaces

4. Spectral Theory

5. Distributions

Semester II.

6. The Fourier Transform (3 weeks)

   • The Schwartz space and tempered distributions.

   • The Fourier transform.

   • The Plancherel Theorem.

   • Convolutions.

   • Fundamental solutions of PDE's.

7. Sobolev spaces (3 weeks)

   • Basic Definitions.

   • Extention Theorems.

   • Imbedding Theorems.

   • The Trace Theorem.

8. Variational Boundary Value Problems (BVP) (3 weeks)

   • Weak solutions to elliptic BVP's.

   • Variational forms.

   • Lax-Milgram Theorem.

   • Galerkin approximations.

   • Green's functions.

9. Differential Calculus in Banach Spaces and Calculus of Variations (4 weeks)

   • The Frechet derivatives.

   • The Chain Rule and Mean Value Theorems.

   • Higher order derivatives and Taylor's Theorem.

   • Banach's Contraction Mapping Theorem and Newton's Method.

   • Inverse and Implicit Function Theorems, and applications to nonlinear functional equations.

   • Extremum problems, Lagrange multipliers, and problems with constraints.

   • The Euler-Lagrange equation.

   • Applications to classical mechanics and geometry.

10. Some Applications (if time permits)

Some references:

1. R. A. Adams, Sobolev Spaces, Academic Press, 1975.

2. J.-P. Aubin, Applied Functional Analysis, Wiley, 1979.

3. C. Caratheodory, Calculus of Variations and Partial Differential Equations of the First Order, 1982.

4. E.W. Cheney and H.A. Koch, Notes on Applied Mathematics, Department of Mathematics, University of Texas at Austin.

5. L. Debnath and P. Mikusinski, Introduction to Hilbert Spaces with Applications, Academic Press, 1990.

6. G.B. Folland, Introduction to Partial Differential Equations, Princeton, 1976.

7. I.M. Gelfand and S.V. Fomin, Calculus of Variations, Prentice-Hall, 1963; reprinted by Dover Publications.

8. J. Jost and X. Li-Jost, Calculus of Variations, Cambridge, 1998,

9. A.N. Kolmogorov and S.V. Fomin, Introductory Real Analysis, Dover Publications, 1970

10. E. Kreyszig, Introductory Functional Analysis with Applications, Wiley, 1978.

11. E.H. Lieb and M. Loss, Analysis, AMS, 1997.

12. J.T. Oden & L.F. Demkowicz, Applied Functional Analysis, CRC Press, 1996.

13. F.W.J. Olver, Asymptotics and Special Functions, Academic Press, 1974.

14. M. Reed & B. Simon, Methods of Modern Physics, Vol. 1, Functional analysis.

15. W. Rudin, Functional Analysis, McGraw Hill, 1991.

16. W. Rudin, Real and Complex Analysis, 3rd Ed., McGraw Hill, 1987.

17. H. Sagan, Introduction to the Calculus of Variations, Dover, 1969.

18. R.E. Showalter, Hilbert Space Methods for Partial Differential Equations, available at World Wide Web address http://ejde.math.txstate.edu//mono-toc.html.

19. E. Stein and G. Weiss, Introduction to Fourier Analysis on Euclidean Spaces, Princeton, 1971.

20. K. Yosida, Functional Analysis, Springer-Verlag, 1980.

The University of Texas at Austin provides upon request appropriate academic accommodations for qualified students with disabilities. For more information, contact the Office of the Dean of Students at 471-6259, 471-4641 TTY.