ENGS 200/PHYS 110:  Syllabus



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ENGS 200/PHYS 110. Methods in Applied Mathematics II

 

 

Class Time

MW 1:45 - 3:45p, X-Hour periods Thu 1 - 1:50p, Fri 1:45-2:50p

Classroom

200 Cummings

Instructor

William Lotko

Textbooks

 

Advanced Mathematical Methods for Scientists and Engineers I: Asymptotic Methods and Perturbation Theory by Carl M. Bender, Steven A. Orszag, Springer (1999)

Methods of Applied Mathematics, 2nd Ed., Francis B. Hildebrand, Dover (1992)

Grade Basis

Weekly homework (50%); Final Exam (50%)

 

 

Topic 1

Asymptotic Analysis

 

Week 1

Order; Asymptotic expansion

 

 

 

Watson's Lemma

 

 

Week 2

Method of steepest descents, stationary phase

 

 

 

Examples

 

 

 

Topic 2

Global Perturbation Methods

 

Week 3

Regular/singular perturbation; Poincaré-Lindstedt method

 

 

 

Multiple-scale analysis

 

 

Week 4

Matched asymptotic expansions

 

 

 

Boundary layer theory

 

 

Week 5

WKB theory

 

 

 

Examples

 

 

 

Topic 3

Calculus of Variations

 

Week 6

Functionals; necessary conditions for extrema; variational derivative

 

 

 

Euler-Lagrange equation; examples

 

 

Week 7

Higher derivatives; boundary conditions; constraints

 

 

 

Hamilton's Principle; canonical formulation

 

 

Week 8 Rayleigh-Ritz method; eigenvalue problem  

 

 

Examples

 

 

 

Topic 4

Integral Equations

 

Week 9

Classification; origin; relation to differential equations

 

 

 

Convolution kernels; integral transforms

 

 

 

Fredholm theory

 

 

Week 10

Degenerate kernels; Neumann and Fredholm series

 

 

 

Hilbert-Schmidt method

 

 

 

Examples

 

 

 

 

 

Extended Reference List

 

General Mathematical Methods including Course Topics

Arfken, G.B. and H.J. Weber, Mathematical Methods for Physicists, 6th Edition, Elsevier Academic Press (2005)

Courant, R. and D. Hilbert, Methods of Mathematical Physics, Wiley-Interscience, New York (1953)

Greenberg, M.D., Foundations of Applied Mathematics, Prentice-Hall Inc., Englewood Cliffs, N.J. (1978)

Logan, J.D., Applied Mathematics, 3rd Edition, Wiley-Interscience (2006)

Riley, K.F., M.P. Hobson and S.J. Bence, Mathematical Methods for Physics and Engineering, 3rd ed., Cambridge University Press (2006)

Asymptotic Methods

Awrejcewicz, J. and V.A. Krysko, Introduction to Asypmtotic Methods, Chapman & Hall/CRC (2006)

Bender, C.M. and S.A. Orszag, Advanced Mathematical Methods for Scientists and Engineers I: Asymptotic Methods and Perturbation Theory, Carl M. Bender, Steven A. Orszag, Springer Verlag (1999)

Bush, A.W. Perturbation Methods for Engineers and Scientists, CRC Press, Boca Raton (1992)

Hinch, E.J., Perturbation Methods, Cambridge University Press, New York (1991)

Holmes, M.H., Introduction to Perturbation Methods, Springer (1995)

Kevorkian, J. and J.D. Cole, Perturbation Methods in Applied Mathematics, Springer (1985)

Miller, P.D., Applied Asymptotic Analysis, American Mathematical Society V. 75 (2006)

Murdock, J.A., Perturbations: Theory and Methods, SIAM (1999)

Murray, J.D., Asymptoptic Analysis, Springer-Verlag Inc., New York (1984)

Nayfeh, A.H., Introduction to Perturbation Methods, Wiley Interscience, New York (1981)

Kevorkian, J. and J.D. Cole, Perturbation in Applied Mathematics, Springer-Verlag, New York (1981)

VanDyke, M., Perturbation Methods in Fluid Mechanics, Parabolic Press, Stanford, CA (1975)

Calculus of Variations

Brechtken-Manderschield, U., Introduction to the Calculus of Variations, Chapman and Hall, New York, (1991)

Hildebrand, F.B., Methods of Applied Mathematics, 2nd Edition, Dover (1992)

Troutman, J.L., Variational Calculus and Optimal Control, Springer (1996)

Weinstock, R., Calculus of Variations, Dover Publications, New York (1974)

Integral Equations

Hilldebrand, F.B., Methods of Applied Mathematics (Second Edition), Dover (1992)

Hochstadt, H. Integral Equations, John Wiley and Sons, Inc., New York (1983)

Jerri, A.J., Introduction to Integral Equations with Applications, 2nd ed., Wiley-Interscience (1999)

Pipkin, A.C., A Course on Integral Equations, Springer-Verlag, (1991)

Porter, D., and D.S.G. Sterling, Integral Equations, Cambridge University Press (1990)

Tricomi, F.G., Integral Equations, Dover (1983)

Wazwaz, A.-M., A First Course in Integral Equations, World Scientific (1997)

Handbooks

Abramowitz, M. and I.A. Stegun, Handbook of Mathematical Functions, National Bureau of Standards, Dover Publications, New York, (1972)

Erdelyi, A., W. Magnus, F. Oberhettinger, and F.G. Tricomi, Tables of Integral Transforms, Vol I and II, McGraw Hill (1954)

Gradshteyn, I.S., and Ryzhik, I.W., Tables of Integrals, Series, and Products, 7th ed., Academic Press, Inc. (2007)