## APM Applied Mathematics Courses
Programming
Sturm-Liouville problems, Green’s functions, special functions (Bessel, Legendre), partial differential equations of second order, separation of variables, integral equations, Fourier transform, stationary phase method.
Diffusion and wave equations. Separation of variables. Fourier series. Laplace’s equation; Green’s function. Schrödinger equations. Boundary problems in plane and space. General eigenvalue problems; minimum principle for eigenvalues. Distributions and Fourier transforms. Laplace transforms. Differential equations of physics (electromagnetism, fluids, acoustic waves, scattering). Introduction to nonlinear equations (shock waves, solitary waves).
An introduction to first and second order conditions for finite and infinite dimensional optimization problems with mention of available software. Topics include Lagrange multipliers, Kuhn-Tucker conditions, convexity and calculus variations. Basic numerical search methods and software packages which implement them will be discussed.
Quantum
Einstein’s theory of gravity. Special relativity and the geometry of Lorentz manifolds. Gravity as a manisfestation of spacetime curvature. Einstein’s equations. Cosmological implications: big bang and inflationary universe. Schwarzschild stars: bending of light and perihelion precession of Mercury. Topics from black hole dynamics and gravity waves.
Boltzmann, Euler and Navier-Stokes equations. Viscous and non-viscous flow. Vorticity. Exact solutions. Boundary layers. Wave propagation. Analysis of one dimensional gas flow.
Perturbation Methods
Nonlinear partial differential equations and their physical origin. Fourier transform; Green’s function; variational methods; symmetries and conservation laws. Special solutions (steady states, solitary waves, travelling waves, self-similar solutions). Calculus of maps; bifurcations; stability, dynamics near equilibrium. Propogation of nonlinear waves; dispersion, modulation, optical bistability. Global behaviour solutions; asymptotics and blow-up.
Differential systems with controls and reachable sets. Non-commutativity, Lie bracket and controllability. Optimality and maximum principle. Hamiltonian formalism and symplectic geometry. Integrability. Applications to engineering, mechanics and geometry.
A selection of topics from such areas as graph theory, combinatorial algorithms, enumeration, construction of combinatorial identities.
Introduction to the basic mathematical techniques in pricing theory and risk management: Stochastic calculus, single-period finance, financial derivatives (tree-approximation and Black-Scholes model for equity derivatives, American derivatives, numerical methods, lattice models for interest-rate derivatives), value at risk, credit risk, portfolio theory.
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