Fourier Analysis

Catalog description

3 hours (3;0;0). Application oriented introduction to Fourier analysis, including Fourier series, Fourier transforms, discrete Fourier transforms, wavelets, orthogonal polynomials, and the Fast Fourier Transform (FFT) algorithm. The theoretical portions of this course will emphasize interconnections and operator algebraic formalism. Applications will be chosen from among differential equations, signal processing, probability, and high precision arithmetic. Prerequisite(s): MATH 2414 (formally MATH 2425) and MATH 3315 (formally MATH 3330). Prior or concurrent enrollment in MATH 2415 (formally MATH 2426) and MATH 3331 (formally MATH 3410) recommended. Course Typically Offered: On demand.