GRA6035 Mathematics - 2011/12

Reading

All material covered by the lectures and problems is part of the curriculum for GRA 6035 Mathematics, and is relevant for the final exam. All material covered by Lecture 1-6 and all problems corresponding to these lectures is relevant for the midterm exam. The list of sections in [FMEA] in the Lecture Plan below is indicative of the curriculum of  the course, and a more complete list will be available well before the exam (not all parts of all sections will be included in the curriculum).

Lecture Plan

Date: Topic: [FMEA]:
Aug 26
0800-1045 : C1-060
Lecture 1: Eivind Eriksen
Linear systems; Gaussian elimination; Rank of a matrix
[LSGE] Ch. 1 - 3 
 
Sep 01
1700-1945 : C1-010
Lecture 2: Eivind Eriksen
Matrices; Matrix algebra; Minors and rank
Ch. 1.1, 1.3 - 1.4, 1.9
 
Sep 02
0800-1045 : C1-060
Lecture 3: Eivind Eriksen
Vectors; Linear independence; Linear independence and rank
Ch. 1.1 - 1.3
 
Sep 09
0800-1045 : C1-060
Lecture 4: Eivind Eriksen
Eigenvalues and Eigenvectors; Diagonalization
Ch. 1.5 - 1.6
 
Sep 16
0800-1045 : C1-060
Lecture 5: Eivind Eriksen
Quadratic Forms; Quadratic forms with linear constraints
Ch. 1.7 - 1.8
 
Sep 23
0800-1045 : C1-060
Lecture 6: Eivind Eriksen
Convex and Concave functions; Hessians
Ch. 2.2 - 2.3
 
Sep 30
1400-1500
 
 
 
 
Midterm: Midterm 30/09/2011 - Solutions to Midterm 30/09/2011
Relevant material for Midterm: Lecture 1-6 and Exercise problems from these lectures.
Helpful notes on How to find out if a matrix is diagonalizable and How to sketch a subset of the plane
Midterm Sep 2010: Midterm 24/09/2010 - Solutions to Midterm 24/09/2010
Mock Midterm Sep 2010: Mock Midterm 17/09/2010 - Solutions to Mock Midterm 17/09/2010
Re-take Midterm May 2011:
Midterm 24/05/2011 - Solutions to Midterm 24/05/2011
Oct 07
0800-1045 : C1-060
Lecture 7: Eivind Eriksen
Extreme points; Lagrange Problems
Ch. 3.1 - 3.3
 
Oct 14
0800-1045 : C1-060
Lecture 8: Dag Einar Sommervoll
Bordered Hessians; Envelope Theorems; Kuhn-Tucker problems
Ch. 3.4 - 3.6
 
Oct 21
0800-1045 : C1-060
Lecture 9: Dag Einar Sommervoll
Kuhn-Tucker problems; Differential equations
Ch. 5.1 - 5.3
 
Oct 28
0800-1045 : C1-060
Lecture 10: Dag Einar Sommervoll
First order differential equations
Ch. 5.4 - 5.7
 
Nov 04
0800-1045 : C1-060
Lecture 11: Dag Einar Sommervoll
Second order linear differential equations
Ch. 6.1 - 6.4
 
Nov 11
0800-1045 : C1-060
Lecture 12: Eivind Eriksen
Difference equations
Ch. 11.1 - 11.4
 
Nov 18
0800-1045 : C1-060
Lecture 13: Eivind Eriksen
Difference equations, Revision (with emphasis on constrained optimization)
Ch. 6.4, 11.4
 
Dec 12
0900-1200
Final exam: Final Exam 12/12/2011 - Solutions to Final Exam 12/12/2011
Relevant material for final exam: All lectures and all exercise problems.
Jan 25
0800-1045 : C2-060
Extra Lecture 1: Eivind Eriksen
Optimalization problems: Computing derivatives and Hessians, finding stationary point, classifying stationary points
Jan 26
1700-1945 : C2-040
Extra Lecture 2: Eivind Eriksen
Optimalization problems: Determining if functions are convex/concave, finding points that satisfy first order conditions and constraints
Jan 27
1400-1645 : C2-080
Extra Lecture 3: Eivind Eriksen
Matrices: Computing determinants and ranks, finding eigenvectors and eigenvalues, determine if a matrix is diagonalizable 
Feb 01
0800-1045 : C2-040
Extra Lecture 4: Eivind Eriksen
Matrices: Checking eigenvectors; Differential equations: Linear, separable, linear with non-constant coefficients, exact
Feb 02
1700-1945 : C2-060
Extra Lecture 5: Eivind Eriksen
Difference equations: Linear. Lagrange problems. 
Feb 03
1400-1645 : C2-060
Extra Lecture 6: Eivind Eriksen
Optimalization problems: Constrained problems (Langrange, Kuhn-Tucker, bordered Hessian). Solutions to Problems. 
Feb 06 2012
1800-2100
Extra Final exam Re-take: Final Exam 06/02/2012 - Solutions to Final Exam 06/02/2012
Relevant material for final exam: All lectures and all exercise problems.
Feb 07 2012
1500-1600
Extra Midterm Re-take: Midterm 07/02/2012 - Solutions to Midterm 07/02/2012
Relevant material for Midterm: Lecture 1-6 and Exercise problems from these lectures. 
Apr 19 2012
0900-1000
Midterm Re-take: Midterm 19/04/2012 - Solutions to Midterm 19/04/2012
Relevant material for Midterm: Lecture 1-6 and Exercise problems from these lectures. 
June 06 2012
0900-1200
Final exam Re-take: Final Exam 06/06/2012 - Solutions to Final Exam 06/06/2012
Relevant material for final exam: All lectures and all exercise problems.

Exercise Problems and Problem Sessions

Date:Lecture:Exercise Problems:
 Lecture 1Problem Sheet 1: Problem 1 - 18
 Lecture 2Problem Sheet 2: Problem 1 - 25
 Lecture 3Problem Sheet 3: Problem 1 - 15
 Lecture 4Problem Sheet 4: Problem 1 - 12 ;  Optional Problems 13 - 15
Sep 15
1700-1945 : C1-060
 
Problem Session 1: Eivind Eriksen
Selected Problems from Problem Sheet 1-3
Handwritten notes from class 
Problem Sheet 1: 8, 12c, 14, 16
Problem Sheet 2: 11, 16d, 18b, 19, 20b, 23
Problem Sheet 3:  5, 6, 7, 11, 12, 14
 Lecture 5Problem Sheet 5: Problem 1 - 10
 Lecture 6Problem Sheet 6: Problem 1 - 12 (figures from the textbook for Problem 1 and 3)
Sep 29
1700-1945 : C1-060
 
Problem Session 2: Eivind Eriksen
Selected Problems from Problem Sheet 4-6:
Handwritten notes from class 
Problem Sheet 4: 2a, 3b, 5, 9
Problem Sheet 5: 4, 5, 10
Problem Sheet 6: 2acf, 4
 Lecture 7Problem Sheet 7: Problem 1 - 14
Oct 13
1700-1945 : C1-010
 
Problem Session 3: Dag Einar Sommervoll
Selected Problems from Problem Sheet 7:
Handwritten notes from class
Problem Sheet 5: 6, 7
Problem Sheet 6: 7, 8, 9
Problem Sheet 7: 1, 2, 3, 4, 9, 12, 13, 14
 Lecture 8Problem Sheet 8: Problem 1- 8
Oct 20
1700-1945 : C1-060
 
Problem Session 4: Dag Einar Sommervoll
Selected Problems from Problem Sheet 7-8:
Handwritten notes from class
Problem Sheet 7: 10, 11
Problem Sheet 8: 1, 9
 
 Lecture 9Problem Sheet 9: Problem 1 - 5 (Problem 4-5 are repeated from Problem Sheet 8)
 Lecture 10Problem Sheet 10: Problem 1 - 10
Nov 03
1700-1945 : C1-060
 
Problem Session 5: Dag Einar Sommervoll
Selected Problems from Problem Sheet 9-10:
Handwritten notes from class
Problem Sheet 9: 5
Problem Sheet 10: 2, 3cd, 5, 6, 7b, 8
 
 Lecture 11Problem Sheet 11: Problems 1 - 11
 Lecture 12Problem Sheet 12: Problems 1 - 13
 
 
Lecture 13
 
Problem Sheet 13: Problem 1 - 3
For solutions, see lecture notes for Lecture 13:
Nov 21 - Note date!
1700-1945 : C1-060
 
Problem Session 6: Eivind Eriksen
Selected Problems from Problem Sheet 11-12:
Handwritten notes from class
Problem Sheet 11: 3, 6a, 7, 8, 9
Problem Sheet 12: 6c, 8, 10ad, 11, 12