Selected Lecture Materials
Strum Theory. Proof of existence of eigenvalues of the Strum-Liouville problem, and properties of these eigenvalues. Properties of the Eigen functions of the Strum-Liouville Problem. The adjoint operator, and the self-adjoint operator. The Fredholm Alternative theorem. Solvability conditions. Bessd Functions. The Legendre Polynomials. Other special functions such as the gamma Function, the Beta Functions. The Hilbert-Schmidt theorem. Convergence theorems for series of Eigen functions. The Rayleigh-Ritz theorem. The Fourier Transform. The Laplace Transform. Application of all the above to PDEs (with 2 or 3 special variables, as well as time).
- Obtain solvability conditions for a non-homogeneous ODE with boundary conditions.
- Obtain and use the Green function for ODEs and PDEs
- Obtain solutions to PDEs using generalized Fourier series and special functions.
- Obtain solutions to ODEs and PDEs using integral transforms special functions.
- Single variable and multi variable calculus
- A first course in ODEs (mandatory)
- A first course in PDEs (recommended)
- Complex functions
- A four-hour lecture course which provides four academic points.
- A weekly homework assignment will be provided.
- There will be a final exam.
- One of the questions at the final exam will be similar to one of the questions in the homework.
- The lecturer will prepare formula sheets for use at the final exam. These formula sheets will be available on the course website throughout the semester.
- A large collection of old exam will be available for students on the course website.