Applied Mathematics Courses
See page 27 for Key to Course Descriptions. |
APM236H1 Introduction to linear programming including a rapid review of linear algebra (row reduction, linear independence), the simplex method, the duality theorem, complementary slackness, and the dual simplex method. A selection of the following topics are covered: the revised simplex method, sensitivity analysis, integer programming, the transportation algorithm. APM346H1 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. APM351Y1 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). APM362H1 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. APM421H1 The general formulation of non-relativistic quantum mechanics based on the theory of linear operators in a Hilbert space, self-adjoint operators, spectral measures and the statistical interpretation of quantum mechanics; functions of compatible observables. Schrödinger and Heisenberg pictures, complete sets of observables, representations of the canonical commutative relations; essential self-adjointedness of Schrödinger operators, density operators, elements of scattring theory. APM426H1 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. APM436H1 Boltzmann, Euler and Navier-Stokes equations. Viscous and non-viscous flow. Vorticity. Exact solutions. Boundary layers. Wave propagation. Analysis of one dimensional gas flow. APM441H1 Asymptotic series. Asymptotic methods for integrals: stationary phase and steepest descent. Regular perturbations for algebraic and differential equations. Singular perturbation methods for ordinary differential equations: W.K.B., strained co-ordinates, matched asymptotics, multiple scales. (Emphasizes techniques; problems drawn from physics and engineering) APM446H1 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. APM456H1 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. APM461H1 A selection of topics from such areas as graph theory, combinatorial algorithms, enumeration, construction of combinatorial identities. APM466H1 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. APM496H1/497H1/498Y1/499Y1 Independent study under the direction of a faculty member. Topic must be outside undergraduate offerings. |
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