Methods of Applied Mathematics

Catalog description

This version has ended; see updated course, below. Course Description: Ordinary differential equations and dynamical systems. Variational principles. Eigenfunctions, integral equations and Green's functions. Complex analysis and contour integration. Laplace's equation. Diffusion equations. Wave phenomena. Dimensional analysis and scaling. Asymptotic expansions and perturbation theory. Stochastic processes and Brownian motion.