2011-2012 Bulletin â PDF - SEAS Bulletin - Columbia University
2011-2012 Bulletin â PDF - SEAS Bulletin - Columbia University
2011-2012 Bulletin â PDF - SEAS Bulletin - Columbia University
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squares method, pseudo-inverses, singular<br />
value decomposition. Adjoint operators,<br />
Hermitian and unitary operators, Fredholm<br />
Alternative Theorem. Fourier series and<br />
eigenfunction expansions. Introduction to the<br />
theory of distributions and the Fourier Integral<br />
Transform. Green’s functions. Application to<br />
Partial Differential Equations.<br />
APMA E4101y Introduction to dynamical<br />
systems<br />
3 pts. Lect: 3. Professor Wiggins.<br />
Prerequisites: APMA E2101 (or MATH V1210)<br />
and APMA E3101 or their equivalents, or<br />
permission of instructor. An introduction to the<br />
analytic and geometric theory of dynamical<br />
systems; basic existence, uniqueness and<br />
parameter dependence of solutions to ordinary<br />
differential equations; constant coefficient and<br />
parametrically forced systems; Fundamental<br />
solutions; resonance; limit points, limit cycles<br />
and classification of flows in the plane (Poincare-<br />
Bendixson Theorem); conservative and<br />
dissipative systems; linear and nonlinear stability<br />
analysis of equilibria and periodic solutions;<br />
stable and unstable manifolds; bifurcations,<br />
e.g., Andronov-Hopf; sensitive dependence and<br />
chaotic dynamics; selected applications.<br />
APMA E4150x Applied functional analysis<br />
3 pts. Lect: 3. Professor Bal.<br />
Prerequisites: Advanced calculus and course<br />
in basic analysis, or instructor’s approval.<br />
Introduction to modern tools in functional<br />
analysis that are used in the analysis of<br />
deterministic and stochastic partial differential<br />
equations and in the analysis of numerical<br />
methods: metric and normed spaces, Banach<br />
space of continuous functions, measurable<br />
spaces, the contraction mapping theorem,<br />
Banach and Hilbert spaces bounded linear<br />
operators on Hilbert spaces and their<br />
spectral decomposition, and time permitting<br />
distributions and Fourier transforms.<br />
APMA E4200x Partial differential equations<br />
3 pts. Lect: 3. Professor Bal.<br />
Prerequisite: Course in ordinary differential<br />
equations. Techniques of solution of partial<br />
differential equations. Separation of the variables.<br />
Orthogonality and characteristic functions,<br />
nonhomogeneous boundary value problems.<br />
Solutions in orthogonal curvilinear coordinate<br />
systems. Applications of Fourier integrals, Fourier<br />
and Laplace transforms. Problems from the fields<br />
of vibrations, heat conduction, electricity, fluid<br />
dynamics, and wave propagation are considered.<br />
APMA E4204x Functions of a complex<br />
variable<br />
3 pts. Lect. 3. Instructor to be announced.<br />
Prerequisite: MATH V1202 or equivalent.<br />
Complex numbers, functions of a complex<br />
variable, differentiation and integration in the<br />
complex plane. Analytic functions, Cauchy<br />
integral theorem and formula, Taylor and Laurent<br />
series, poles and residues, branch points,<br />
evaluation of contour integrals. Conformal<br />
mapping. Schwarz-Christoffel transformation.<br />
Applications to physical problems.<br />
APMA E4300y Introduction to numerical<br />
methods<br />
3 pts. Lect: 3. Instructor to be announced.<br />
Prerequisites: MATH V1201, MATH E1210,<br />
and APMA E3101 or their equivalents. Some<br />
programming experience and MATLAB will be<br />
extremely useful. Introduction to fundamental<br />
algorithms and analysis of numerical methods<br />
commonly used by scientists, mathematicians<br />
and engineers. This course is designed to give<br />
a fundamental understanding of the building<br />
blocks of scientific computing that will be used in<br />
more advanced courses in scientific computing<br />
and numerical methods for PDEs. Topics include<br />
numerical solutions of algebraic systems, linear<br />
least-squares, eigenvalue problems, solution of<br />
non-linear systems, optimization, interpolation,<br />
numerical integration and differentiation, initial<br />
value problems and boundary value problems for<br />
systems of ODEs. All programming exercises will<br />
be in MATLAB.<br />
APMA E4301x Numerical methods for partial<br />
differential equations<br />
3 pts. Lect: 3. Professor Spiegelman.<br />
Prerequisites: APMA E4300 and E3102 or<br />
E4200 or equivalents. Numerical solution of<br />
partial differential equations (PDE) arising<br />
in various physical fields of application.<br />
Finite difference, finite element, and spectral<br />
methods. Elementary finite volume methods<br />
for conservation laws. Time stepping,<br />
method of lines, and simultaneous spacetime<br />
discretization. Direct and iterative<br />
methods for boundary-value problems.<br />
Applied numerical analysis of PDE, including<br />
sources of numerical error and notions of<br />
convergence and stability, to an extent<br />
necessary for successful numerical modeling<br />
of physical phenomena. Applications will<br />
include the Poisson equation, heat equation,<br />
wave equation, and nonlinear equations of<br />
fluid, solid, and gas dynamics. Homework<br />
assignments will involve substantial<br />
programming.<br />
AMCS E4302x Parallel scientific computing<br />
3 pts. Lect: 3. Instructor to be announced.<br />
Prerequisites: APMA E3101, E3102, and<br />
E4300, or their equivalents. Corequisites: APMA<br />
E4301, and programming ability in C/C++ or<br />
FORTRAN/F90. An introduction to the concepts,<br />
the hardware and software environments, and<br />
selected algorithms and applications of parallel<br />
scientific computing, with an emphasis on tightly<br />
coupled computations that are capable of scaling<br />
to thousands of processors. Includes high-level<br />
descriptions of motivating applications and<br />
low-level details of implementation, in order to<br />
expose the algorithmic kernels and the shifting<br />
balances of computation and communication<br />
between them. Students run demonstration<br />
codes provided on a Linux cluster. Modest<br />
programming assignments using MPI and PETSc<br />
culminate in an independent project leading to an<br />
in-class report.<br />
APMA E4400y Introduction to biophysical<br />
modeling<br />
3 pts. Lect: 3. Not offered in <strong>2011</strong>–<strong>2012</strong>.<br />
Prerequisites: PHYS W1401 or equivalent, and<br />
APMA E2101 or MATH E1210 or equivalent.<br />
Introduction to physical and mathematical<br />
models of cellular and molecular biology. Physics<br />
at the cellular scale (viscosity, heat, diffusion,<br />
statistical mechanics). RNA transcription and<br />
regulation of genetic expression. Genetic and<br />
biochemical networks. Bioinformatics as applied<br />
to reverse-engineering of naturally-occurring<br />
networks and to forward-engineering of synthetic<br />
biological networks. Mathematical and physical<br />
aspects of functional genomics.<br />
APMA E4901x Seminar: problems in applied<br />
mathematics<br />
0 pts. Lect: 1. Professor Wiggins.<br />
This course is required for, and can be taken<br />
only by, all applied mathematics majors in<br />
the junior year. Prerequisites or corequisites:<br />
APMA E4200 and E4204 or their equivalents.<br />
Introductory seminars on problems and<br />
techniques in applied mathematics. Typical<br />
topics are nonlinear dynamics, scientific<br />
computation, economics, operations research,<br />
etc.<br />
APMA E4903x Seminar: problems in applied<br />
mathematics<br />
3–4 pts. Lect: 1. Tutorial: 2. Professor Wiggins.<br />
This course is required for all applied<br />
mathematics majors in the senior year.<br />
Prerequisites or corequisites: APMA E4200 and<br />
E4204 or their equivalents. For 4 pts. credit, term<br />
paper required. Examples of problem areas are<br />
nonlinear dynamics, asymptotics, approximation<br />
theory, numerical methods, etc. Approximately<br />
three problem areas are studied per term.<br />
APMA E4990x and y Special topics in applied<br />
mathematics<br />
1–3 pts. Lect: 3. Instructor to be announced.<br />
Prerequisites: Advanced calculus and junior<br />
year applied mathematics, or their equivalents.<br />
This course may be repeated for credit. Topics<br />
and instructors from the Applied Mathematics<br />
Committee and the staff change from year to<br />
year. For advanced undergraduate students<br />
and graduate students in engineering, physical<br />
sciences, biological sciences, and other fields.<br />
APMA E6209x Approximation theory<br />
3 pts. Lect: 2. Not offered in <strong>2011</strong>–<strong>2012</strong>.<br />
Prerequisite: MATH W4061 or some knowledge<br />
of modern analysis. Theory and application<br />
of approximate methods of analysis from the<br />
viewpoint of functional analysis. Approximate<br />
numerical and analytical treatment of linear and<br />
nonlinear algebraic, differential, and integral<br />
equations. Topics include function spaces,<br />
operators in normed and metric spaces, fixed<br />
point theorems and their applications.<br />
APMA E6301y Analytic methods for partial<br />
differential equations<br />
3 pts. Lect: 2. Professor Weinstein.<br />
Prerequisites: Advanced calculus, basic<br />
concepts in analysis, APMA E3101, and<br />
E4200 or their equivalents, or permission of<br />
the instructor. Introduction to analytic theory of<br />
PDEs of fundamental and applied science; wave<br />
(hyperbolic), Laplace and Poisson equations<br />
67<br />
engineering <strong>2011</strong>–<strong>2012</strong>