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2011-2012 Bulletin – 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>

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