Applied Mathematics E2101

Introduction to Applied Mathematics

CourseNo: APMAE2101_001_2016_1
Meeting Time: TR 01:10P-02:25P
Meeting Location: Mudd 833
Instructor Information: Michael K. Tippett mkt14@columbia.edu

Course Logistics:
2 Lectures per week
1 Homework per week (Due Tuesdays, 20% of grade, no late HW)
Text:
Advanced Engineering Mathematics, Zill & Wright, 5th edition. HW and reading. (Required).
Strang - Introduction to Linear Algebra, 4rd Edition. (Supplementary).
2 Quizes (40% of grade)
1 Final (40% of grade)
Grading scale: 90-100 A; 80-90 B; 70-80 C; 60-70 D.
TA office hours: TBA
My office hours Tue 5-6pm/Thur 4-5pm 283C ET

In mathematics you dont understand things. You just get used to them
John von Neumann

Doing homework is how you get used to mathematics.

Syllabus

Tuesday

Thursday

Jan 19th
1 21st
2
Course introduction and overview. 1.1, 1.2
First-order ODEs: Classification, existence
and uniqueness, homogeneous linear
equations. 1.1,1.2,2.2
26th
3 28th
First-order linear ODEs: non-homogeneous
First-order non-linear ODEs: Introduction
problems, integrating Factors and
and overview, separable, Bernoulli,
applications. 2.3
non-homogeneous equations. 2.2

Feb 2nd
First-order non-linear ODEs: Additional
Substitutions. 2.2

5 4th

9th
Graphical stability analysis of non-linear
problems. 2.1.2

7 11th

First order nonlinear ODEs: exact equations

and exact with integrating factors. 2.4
8

Introduction to Numerical Solution of ODEs:

Eulers method, Taylor series.

16th
9
Numerical Solution of ODEs: Improved
Euler, Mid-point methods and quadrature.
2.6, 6.1
23rd
11
Introduction to higher-order ODEs and linear
algebra: Basic operations with vectors.
7.1-7.3, S1

18th
10
Numerical Solution of ODEs: Runge-Kutta,
multi-step, accuracy and stability. 6.2, 6.3.
25th
Quiz #1: First order ODEs

Mar 1st
13 3rd
Solution of Linear systems Ax = b,
Properties of Matrices: multiplication,
introduction to Matrices. 8.1-8.3, S2.1-2.4
powers, the matrix inverse. 8.9, S2.5

12

14

8th
15 10th
16
The bigger picture of Ax = b. 7.6, S3.1-3.5
The Big picture continued: Orthonormal
bases and Gram-Schmidt orthogonalization.
7.7,8.10,
15th
17th
Spring Recess
Spring Recess

Tuesday

Thursday

22nd
17
Applications of Orthonormal bases:
projection and linear least-squares problems.
8.15, S4.3
29th
19
Introduction to Eigensystems: Ax = x. 8.8,
S6.1,6.2.

24th
18
The Determinant: Properties, Cramers Rule,
geometry. 8.4, 8.5, S5

Apr 5th
21
Application of Eigensystems #2: Systems of
first-order linear ODEs. 10.1-10.3, S6.3
12th
23
Determinants

7th
Quiz #2: Linear Algebra

May 3rd
Study days

5th
Study days

10th
Finals week

12th
Finals week

31st
20
Application of Eigensystems #1: Matrix
products, change of basis, Markov Matrices
(the Google problem). S8.3
22

14th
24
Introduction to Eigensystems: Ax = x. 8.8,
S6.1,6.2.
19th
25 21st
26
Diagonalization. 8.12, Systems of first-order 2nd-order linear ODE IVPs: Wronskian,
linear ODEs
reduction of order. 3.1-3.2
26th
27 28th
28
2nd-order linear ODE IVPs: constant
2nd-order linear ODE IVPs: variation of
coefficients, undetermined coefficients, the
parameters. 3.5,3.6
resonance problem. 3.3, 3.4, 3.8.