Spring
2022 – Graduate Course ‘Methods of Applied Mathematics II’
M
383D (54185) and CSE 386D (61770)
General Information:
This class will
be done online from January 18th to, at least,
January 31st. Lectures expected
to be resumed in the assigned classroom starting on February 2nd.
Meeting Hours & Lecture Room: T - TH 12:30-1:45pm, RLM 10.176
Instructor: Prof. Irene M.
Gamba - Office:
RLM 10.166, Phone: 471-7150
Discussion Hours: TBA
Guidance textbook:
Arbogast-Bona book or notes
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 on the following tentative dates: The first one on Thursday February 17th, the second one on planned for Thursday
March 31st and the last one on Thursday May 6th. There will not be a final exam. The final grade will be based on the homework and the three exams.
____________________________________________________________
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.
- Preliminaries (topology and Lebesgue
integration)
- Banach Spaces
- Hilbert Spaces
- Spectral Theory
- Distributions
Semester II.
- The
Fourier Transform (3
weeks)
- The Schwartz space and tempered distributions.
- The Fourier transform.
- The Plancherel
Theorem.
- Fundamental solutions of PDE's.
- Sobolev spaces (3 weeks)
- Basic Definitions.
- Extention Theorems.
- Imbedding Theorems.
- The Trace Theorem.
- Variational
Boundary Value Problems
(BVP) (3 weeks)
- Weak solutions to elliptic BVP's.
- Variational forms.
- Lax-Milgram Theorem.
- Galerkin approximations.
- Green's functions.
- 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.
- Some
Applications (if time
permits)
Some
additional references:
- A. Adams, Sobolev
Spaces, Academic Press,
1975.
- -P. Aubin, Applied Functional Analysis, Wiley,
1979.
- Caratheodory, Calculus of Variations
and Partial Differential Equations of the First Order, 1982.
- W. Cheney and H.A. Koch, Notes
on Applied Mathematics,
Department of Mathematics, University of Texas at Austin.
- Debnath and P. Mikusinski,
Introduction to Hilbert Spaces with Applications, Academic Press, 1990.
- B. Folland, Introduction
to Partial Differential Equations, Princeton, 1976.
- M. Gelfand and S.V. Fomin,
Calculus of Variations, Prentice-Hall, 1963; reprinted by Dover
Publications.
- Jost and X. Li-Jost,
Calculus of Variations, Cambridge, 1998,
- N. Kolmogorov and S.V. Fomin,
Introductory Real Analysis, Dover Publications, 1970
- Kreyszig, Introductory Functional
Analysis with Applications,
Wiley, 1978.
- H. Lieb and M. Loss, Analysis, AMS, 1997.
- T. Oden & L.F. Demkowicz,
Applied Functional Analysis, CRC Press, 1996.
- W.J. Olver, Asymptotics and Special Functions, Academic Press, 1974.
- Reed & B. Simon, Methods
of Modern Physics, Vol. 1, Functional analysis.
- Rudin, Functional Analysis, McGraw Hill, 1991.
- Rudin, Real and Complex
Analysis, 3rd Ed., McGraw Hill, 1987.
- Sagan, Introduction to the Calculus of
Variations, Dover, 1969.
- E. Showalter, Hilbert Space
Methods for Partial Differential Equations, available at World Wide Web address http://ejde.math.txstate.edu//mono-toc.html. (Links to an external site.)
- Stein and G. Weiss, Introduction
to Fourier Analysis on Euclidean Spaces, Princeton, 1971.
- 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.