MAE/APC 501: Mathematical Methods of Engineering Analysis I

Course information, Fall 2014

Instructors
Clancy Rowley (Lectures)
cwrowley@princeton.edu
Oce hours: Fri, 910a, E-quad D232
Sebastin Rojas Mata (AI)
srmata@princeton.edu
Oce hours: Wed, 46p, E-quad J-wing atrium
Schedule
Time: TTh, 910:20am
Place: Friend Center 006
Course summary
The rst half of the course covers linear algebra, including Banach spaces and Hilbert spaces,
linear operators, and their spectral properties. The second half of the course covers ordinary
dierential equations, Greens functions, and variational methods. A detailed syllabus is given
below.
Prerequisites
Undergraduate-level engineering mathematics: elementary linear algebra, multivariable calcu-
lus, and ordinary dierential equations.
Grading
There will be approximately bi-weekly homework assignments (35%), a midterm (30%), and a
nal exam (35%). Exams will be open book/open notes, take home, 34 hour total duration.
Course text and references
There is no required text for this course. The lecture notes are available as a PDF le on the
courses Blackboard site. There are two versions: a regular version formatted for letter-sized
paper, and an iPad-optimized version. If you would like a hard copy of the lecture notes,
spiral-bound copies are available at Pequod (in the on-campus U-store) for a reasonable price.
I do recommend purchasing a hard copy if you would like to use the notes for the open-book
exams, as electronic devices are not permitted during exams. Please do not print out the
lecture notes on a University printer.
The lecture notes are intended to be self-contained, but if you would like more information,
many references are given in the notes. Some of these are on reserve in the Engineering Library:
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1. L. Debnath and P. Mikusi nski, Introduction to Hilbert Spaces with Applications, Elsevier
Academic Press, 3rd Edition, 2005.
2. D. G. Luenberger, Optimization by Vector Space Methods, John Wiley and Sons, 1997.
3. R.A. Horn and C.R. Johnson, Matrix Analysis, Cambridge University Press, 1985, last
reprinted 1996.
4. W.E. Boyce and R.C. DiPrima, Elementary Dierential Equations and Boundary Value Prob-
lems, John Wiley and Sons, 5th ed, 1992.
5. A.W. Naylor and G.R. Sell, Linear Operator Theory in Engineering and Science, Springer,
1982.
6. L.N. Trefethen and D.I. Bau, Numerical Linear Algebra, SIAM, 1997.
Detailed syllabus and readings
Below is an approximate schedule of the topics to be covered at each lecture, with the corre-
sponding sections in the lecture notes.
Lecture Topic Sections
1 Groups, elds, metric spaces 0.4-1.3
2 Vector spaces, linear independence, dimension 2.1-3
3 Normed spaces and Banach spaces 2.4-6
4 Linear functionals; inner products and Hilbert spaces 2.7-9
5 Projection theorem; orthogonal complements 2.10-11
6 Gram-Schmidt, normal equations 2.12-14
7 Fourier series; Riesz representation theorem 2.15-17
8 Linear operators and matrix representations 3.1-3
9 Solution of linear systems, determinants 3.4-5
10 Adjoints; four fundamental subspaces 3.6-7
11 Eigenvalues; unitary and self-adjoint matrices 3.8-10
12 Normal operators; Jordan form 3.11-13
13 SVD, least-squares solutions 3.14-16
14 Operators on function spaces 4.1-2
15 Compactness; the Laplacian and its inverse 4.3-4
16 Sturm-Liouville problems 4.5
17 Existence and uniqueness of ODEs 6.1
18 Linear ODEs 6.2-3
19 ODEs, linearization 6.4-5
20 Numerical methods for ODEs 7.1-4
21 Greens functions for ODEs 8.1-3
22 Greens functions for PDEs 8.4
23 Calculus of variations 9.1-2
24 Extremization with constraints 9.3
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