The course is intended for students who desire a rigorous
development of the mathematical foundations of the methods used. This
course provides the further techniques of ordinary differential equations,
which are not covered by AM033 and are of very importance in practice.
Systems of first order linear differential equations as well as nonlinear
differential equations and stability will be covered. Computational software
MATLAB and MAPLE for solving nonlinear problems will be used. The basic
partial differential equations of heat conduction, wave propagation, and
potential theory will be explored. We will use Fourier Series method for
solving boundary value problems. Basic concepts of probability and statistics
will be covered.
Prerequisite: AM0033
Professor: Vladimir Dobrushkin
Office:
37 Manning St, Room 306
Phone:
863-2507
E-mail:
dobrush@cfm.brown.edu
Office Hours: Mondays, Wednesdays, and Fridays
9:00 am -- 12:00 noon
Class Times: Mondays, Wednesdays, and Fridays:
12:00 -- 12:50
Location:
Barus & Holley 161
Teaching Assistant: Heng Lian Heng_Lian@brown.edu
TA's office hours: Thursdays 5pm
Grader: Thomas
Redd Thomas_Redd@brown.edu
Homework: Will
be assigned on Friday of each week and is due in class the following
Friday; Late homework may not be accepted for grading.
Exams:
1st Midterm Exam: to be announced
2nd Midterm Exam: to be announced
Final Exam: December 13
Crediting Policy:
For the actual credit (A,B,C,NC) of the course, the final exam counts
40\%, and
each midterm exam 30\%. Partial credit will be given only for accomplishing
all correct steps in the solution procedure.
No books or notes are permitted in the midterm exam. In the final exam,
a
digest of up to 10 pages of handwritten notes (not xeroxed) is permitted,
but
no book. Pocket computers are not permitted in either exam.
The lecture is mainly based on the text book ``Elementary Differential
Equations and Boundary Value Problems'' by Boyce and Di~Prima (Wiley),
but
I may provide different material occasionally (maintaining the core of
the
book's material). The last week will be devoted to statistics which is
based on
the ``Notes on Statistics'' by C. Raphael (available in class).
Systems of First Order Linear Ordinary Differential Equations
Nonlinear Ordinary Differential Equations and Stability
Introduction to Partial Differential Equations
Introduction to Probability and Statistics
Selection of further material to be covered will be determined later.
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