GRA 6035 Mathematics

Reading material

Exams

Lecture plan

Date: Topic: Reading: Exercises:
Aug 09 - Aug 11 FORK 1003: Preparatory course in Mathematics, Economics and Econometrics
Fri Aug 27: 0800-0945, A1-040 Lecture 1: Linear systems and Gaussian elimination. Rank. [E] 1.1 - 1.6 Problem set 1: Mon 17-19, C2-010/020/030/D1-065
Fri Sep 03: 0800-0945, A1-040 Lecture 2: Vectors and Linear Independence. Vector spaces. [E] 2.1 - 2.4, 2.6 - 2.7 Problem set 2: Mon 17-19, C2-010/020/030/D1-065
Fri Sep 10: 0800-0945, A1-040 Lecture 3: Matrices, determinants and minors. [E] 3.1 - 3.4 Problem set 3: Mon 17-19, C2-010/020/030/D1-065
Fri Sep 17: 0800-0945, A1-040 Lecture 4: Eigenvalues and eigenvectors. Diagonalization. Markov chains. [E] 4.1 - 4.4 Problem set 4
Mon Sep 20: 1700-1945, A1-040 Plenary Session 1: Problems from Lecture 1-4 Key problems 1.1c, 1.3, 2.1, 2.3, 2.4, 3.3, 3.4bc, 4.1ef, 4.3, 4.4c [E] 3.11, 3.12b, 3.13, 3.14, 4.6 Midterm 10/2019 Q8, 01/2020 Q8
Fri Sep 24: 0800-0945, A1-040 Lecture 5: Definiteness of quadratic forms. Markov chains. [E] 2.5, 4.4 - 4.6 Problem set 5: Mon 17-19, C2-010/020/030/D1-065
Fri Oct 01: 0800-0945, A1-040 Lecture 6: Unconstrained Optimization. [E] 5.1 - 5.5, 5.7 Problem set 6: Mon 17-19, C2-010/020/030/D1-065
Thu Oct 07: 1800-2045, A1-040 Plenary Session 2: Problems from Lecture 4-6 + Midterm exam problems Key problems 5.1, 6.1, 6.3, 6.4, 6.5 Midterm 01/2020 Q4,5,7 10/2019 Q7-8 01/2019 Q5,7 05/2018 Q2,5 10/2018 Q8 01/2017 Q8
Fri Oct 08: 0800-0945, A1-040 Lecture 7: Constrained Optimization. Lagrange problems. [E] 6.1 - 6.4, 6.6 Problem set 7: Mon 17-19, C2-010/020/030/D1-065
Fri Oct 08: 1500-1600 Midterm exam - Solutions - Results All material from Lecture 1 - Lecture 6 is relevant for the midterm exam.
Fri Oct 15: 0800-0945, A1-040 Lecture 8: Kuhn-Tucker problems. Envelope Theorems. [E] 6.5 - 6.6 Problem set 8: Mon 17-19, C2-010/020/030/D1-065
Fri Oct 22: 0800-0945, A1-040 Lecture 9: Matrix methods and optimization [E] 5.6, 6.7 Problem set 9: Mon 17-19, C2-010/020/030/D1-065
Fri Oct 29: 0800-0945, A1-040 Lecture 10: First order differential equations. [E] 7.1 - 7.7 Problem set 10
Mon Nov 01: 1700-1945, A1-040 Plenary Session 3: Problems from Lecture 7-9 Key problems 7.1bd, 8.1ab, 9.1, 9.2b, 9.3, 9.4 Final Exam 11/2019 Q4, 06/2018 Q4
Fri Nov 05: 0800-0945, A1-040 Lecture 11: Stability. Second order differential equations. [E] 7.8 - 7.10 Problem set 11: Mon 17-19, C2-010/020/030/D1-065
Fri Nov 12: 0800-0945, A1-040 Lecture 12: Systems of differential equations. [E] 9.1 - 9.3 Problem set 12: Mon 17-19, C2-010/020/030/D1-065
Fri Nov 19: 0800-0945, A1-040 Lecture 13: Difference equations. Systems of difference equations. [E] 8.1 - 8.4, 9.4 - 9.5 Problem set 13
Mon Nov 22: 1700-1945, C1-010 Plenary Session 4: Problems from Lecture 10-13 Key problems 10.2b, 10.3b, 10.4b, 11.1b, 11.2cd, 12.2b, 12.4bc, 13.1d, 13.3a Final Exam 01/2020 Q2b,3b 11/2019 Q3b 01/2019 Q2b
Fri Nov 26: 1500-1745, A1-040 Lecture 14: Revision, exam problems: Final exam 11/2019 1-4, 2021/01 2,3b Extra TA session: Mon 17-19, D1-065/CU1-067
Thu Dec 02: 0900-1200 Final exam

January 2022: Not confirmed Midterm exam (retake)
January 2022: Not confirmed Final exam (retake)