First Year Classes
Page
I am particularly proud of the class
work conducted
at Caltech. The classes have been challenging but rewarding.
| A note about the courses:
During the first year we are required to take a full load of classes.
The
classes are meant to provide a solid training in the main areas of
applied
mathematics. The courses include the yearlong sequence in methods of
applied
mathematics (ACM 101), the yearlong sequence in numerical analysis (ACM
110, 111, 112) and the sequence in other important topics of applied
mathematics
(ACM 104, 105, 116). In addition to these course I also took a yearlong
course in Fluid Mechanics (AE 101). |
Spring 2002
ACM 101C: Partial Differential
Equations,
Dr. Yong
Content: Partial
Differential Equations.
Solution methods via separation of variables, transform methods, method
of characteristics. Analysis via traveling waves solutions, self
similar
solutions, dispersion relation, group velocity. Perturbation methods,
regular
perturbation problems, singular perturbation problems, multiple scales.
Books: Strauss, WA,
"Partial Differential
Equations: An Introduction", Wiley 1992
Kevorkian, J, "Partial Differential
Equations,
Analytical Solution Techniques", Springer 1999
ACM 112: Numerical PDEs, Dr.
Zhou
Content: Numerical Partial
Differential
Equations. Finite Difference Schemes, Lax-Friedrichs, Leap Frog,
Lax-Wendroff,
Crank-Nicholson. Consistency, Stability and Convergence of schemes,
Lax-Richtmeyer
equivalence theorem, CFL condition and Von Neumann stability analysis.
Numerical Schemes for Conservation Laws, Godunov Scheme for Riemann
problems.
Introduction to the Finite Element method.
Books: Leveque, RJ,
"Numerical Methods
for Conservation Laws", Springer 1992
Strickwerda, JC, "Finite Difference
Schemes and
Partial Differential Equations", Chapman & Hall 1989
ACM 116: Applied Probability,
Dr. Candes
Content: Stochastic
processes. Gaussian
Process, Poisson Process, Markov Chains, Brownian Motion.
Books: Ross, S,
"Introduction to Probability
Models", Academic Press 2000
Feller, W, "An Introduction to
Probability Theory
and its Applications", Wiley 1971
AE 101C: Fluid Mechanics, Dr.
Dimotakis
Content: Potential Theory
applied to airfoils.
Viscous flows: Full Navier Stokes equations, Couette and
Poiseuille
flow, Stokes flow. Dimensional Analysis and Similarity. Boundary
Layers: laminar
BL approximation, contact volume analysis, method of Thwaites, BL
with heat transfer.
Books: Class Notes
|
Winter 2002
ACM 101B: Ordinary Differential
Equations,
Dr. Yong
Content: Ordinary
Differential Equations.
System of first order equations, phase space analysis, equilibrium
points
and stability analysis. Local analysis of stability, Lyapunov
functions,
Floquet theory, Center Manifold theory. Perturbation methods, regularly
and singularly perturbed problems, boundary layers and multiple scales.
Books: John, "Linear and
Nonlinear oscillators"
ACM 105: Real Analysis, Dr.
Novikov
Content: Measure Theory:
Riemann and Lebesgue
integration, measurable functions, Fatou's lemma, Monotone convergence,
Dominated Convergence theorems, Fubini's and Tonelli's theorems,
Radon-Nikodym
theorem. Functional analysis: Banach spaces, Riesz-Fisher theorem,
Riesz
Representation theorem, Hahn-Banach theorem, extension theorem, open
mapping
theorem, closed graph theorem, Banach-Steinhaus theorem, weak
topologies
and Banach-Alaoglu theorem. Sobolev spaces: mollifiers, distributions,
Sobolev Embedding theorem, Sobolev inequality, interpolation
inequality,
generalized Holder inequality. Compact Operators: trace, Fredholm
alternative.
Books: Royden, HL, "Real
Analysis", Prentice
Hall 1988
ACM 111: Numerical ODEs, Dr.
Zhou
Content: Approximation
theory: polynomial
interpolation in Lagrangian and Newton form, uniform polynomial
approximation,
orthogonal polynomials, trigonometric polynomials, cubic splines,
wavelets.
Numerical differentiation and integration, Gaussian and adaptive
quadrature.
Numerical solution of ODEs, Taylor schemes, Runge-Kutta methods,
multi-steps
methods of Adams-Bashforth and Adams-Moulton, predictor-corrector
methods.
Study of convergence, stability and consistency. Boundary value
problems.
Books: Class Notes
AE 101B: Fluid Mechanics, Dr.
Dimotakis
Content: Gas
Dynamics: fanno flow,
Rayleigh flow. Shocks: Rankine-Hugoniot jump conditions, normal
shock
relations, Prandtl-Meyer relations, oblique shocks, method of
characteristics.
Potential Theory: method of singularities, multipole expansion,
application
to thin airfoil theory.
Books: Class Notes
|
Fall 2001
ACM 101A: Complex
Analysis, Dr. Yong
Content: Review of Complex Analysis. Complex
integration. Asymptotic
expansion of integrals, Laplace's Method, Stationary phase, method of
steepest
descent. Riemann Hilbert Problems and integral equations.
Books: Ablowitz, MJ, Fokas "Complex Variables",
Cambridge 1997
ACM 104: Linear Algebra, Dr.
Novikov
Content: Linear equations and matrices. Eigenvalue
problems,
Jordan form, singular value decomposition. Applications.
Books: Strang, G "Linear Algebra and Its
Applications", International
Thomson Publishing, 1988
Franklin, JN, "Matrix Theory", Dover 2000
ACM 110: Numerical Linear
Algebra
Content: Singular Value Decomposition, Choleski
and LU factorization.
Conditioning and Stability. QR factorization via Gram-Schmidt,
Modified
Gram-Schmidt, Householder transformation and Givens rotation.
QR algorithm.
Iterative methods for linear systems: Jacobi, Gauss-Seidel, SOR.
Projection
methods for linear system and for eigenvalue problems. Krylov space
methods: Arnoldi
iteration, GMRES, Lanczos iteration, Conjugate Gradient and
Preconditioned
CG.
Books: Trefethen, LN, Bau, D, "Numerical Linear
Algebra", SIAM
1997
AE 101A: Fluid Mechanics
Content: Lagrangian and Euler coordinate systems.
Conservation
of Mass. Reynolds transport theorem. Conservation of momentum.
Bernoulli's
equation. Thermodynamics: first and second law, equation of state,
isentropic
process, energy equation. Gas Dynamics: steady adiabatic ideal
flow.
Books: Class Notes, suggested book: White,
FM, "Fluid Mechanics",
McGraw Hill 1979.
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Last updated: January 25, 2003
comments e-mail: mlatini@acm.caltech.edu
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