Fourier Series and Boundary Value Problems
Fall 2008, Math 115 (http://www.math.hmc.edu/math115) (Muddshots)
MW 2:45-4:00 pm, Jacobs B132
Prof. Darryl Yong (dyong@hmc.edu), Olin 1265, x72844
Office Hours: TBA (open door policy)
Grader: Nate Jones

Course description

Objective: By the end of this course, I hope that

Topics covered (tentative): Complex variables and residue calculus, Laplace transforms, Fourier transforms, Separation of variables, Fourier series, Sturm-Liouville eigenvalue problems, Bessel functions, orthogonal polynomials, the heat equation, wave equation, and Laplace's equation.

Course Materials

Lecture notes are available to students in this class accessing this web site using a computer on the Claremont Colleges.

Week Mon Wed Fri
1 9/1
(Labor Day)
9/3
Complex Arithmetic, Functions
9/5
2 9/8
Exp, Log, multiple-valued functions;
differentiability, analyticity
9/10
Cauchy-Riemann eqs; complex integration
9/12
Prob Set 1 due
3 9/15
Cauchy's Theorem;
Cauchy's Integral Formula; Taylor series
9/17
Isolated singularities; Laurent series
9/19
Prob Set 2 due
4 9/22
Residues;
Residue Theorem
9/24
More residue calculus examples
9/26
Prob Set 3 due
5 9/29
Intro to integral transforms
10/1
Solving DEs with
integral transforms
10/3
Prob Set 4 due
6 10/6
Free space Green's function
for 1-D heat equation
10/8
Free space Green's function using Laplace
Application to Black-Scholes PDE
10/10
Prob Set 5 due
7 10/13
Half space Dirichlet problem for Laplace's eq
10/15
Half space Neumann problem for heat eq
Method of images
10/17
Prob Set 6 due
8 10/20
(Fall Break)
10/22
Derivation of PDE with
reaction, diffusion and convection
10/24
9 10/27
Deriv of heat eq
1st separation of variables example
10/29
More separation of variables
Self-adjoint eigenvalue problems
10/31
Prob Set 7 due
10 11/3
Fourier series
11/5
Inhomogeneous problems
Eigenfunction expansions
11/7
Prob Set 8 due
11 11/10
Inhomog heat eq
Wave equation deriv & sep
11/12
Laplace and Poisson eq in a disc
11/14
Prob Set 9 due
12 11/17
Vibrations of a circular membrane
11/19 11/21
(Thanksgiving)
13 11/24
Vibrating modes of a hanging chain
11/26
Sturm-Liouville eigenvalue problems
Heat eq w/ Robin BC
11/28
Prob Set 10 due
14 12/1
Laplace eq in spherical coords
12/3
Shape of the earth
12/5
Prob Set 11 due
15 12/8
Energy states of H atom
12/10
Vibrational modes of a beam
12/12
Prob Set 12 due

There is no required textbook for this course, but you may find some of the books in the list below helpful. I personally own these and many more textbooks and am happy to recommend some to you based on your preferences.

Grading

Exam 1
Take home due on Monday, Oct 27
25%
Exam 2
Take home due on Friday, Dec 19
25%
Homework 50%

Homework

Most of your learning will occur while completing your homework assignments, so take them seriously, and complete them thoroughly. Your homework should show clearly your solution processes. I encourage you to describe your solution process in words. Poor presentation may result in loss of credit.

No late homeworks will be accepted except for family or medical emergencies. Your lowest homework grade will be dropped.

You are encouraged to work cooperatively on your homework assignments with your classmates. However, every student MUST write up his/her own homework separately. In addition, you must cite any sources of help that you use. If you work with one of your classmates on a problem, be sure to acknowledge that person in your homework write-up; if you use any textbooks or websites, acknowledge that too. Harvey Mudd's honor code is in effect for all students in this course.

I encourage you to use a computer algebra system (CAS) such as Mathematica on your homework, when it is appropriate. The Claremont Consortium has a site-wide license for Mathematica. To install it on your personal computer, look in the Dist-Software directory on charlie.hmc.edu. Try this Google search to look for Mathematica tutorials.


<dyong@hmc.edu> Last modified: Tue Aug 26 14:42:29 Pacific Daylight Time 2008