Advanced Methods in Applied Mathematics III (AMATH 572) AMATH 572
SLN 1191, MWF 10:00-10:50, Mechanical Engineering Building 243

Advanced Methods in Applied Mathematics III:

Deterministic and Stochastic Dynamical Systems





Instructor:

Professor Hong Qian
Guggenheim 408K
tel: 543-2584
fax: 685-1440
qian@amath.washington.edu
office hours: TBA

Homework Grades Message Board 2002 Web Page

Course description Reference Books & Reading Material Syllabus Objectives Course Notes Schedule

Course Description

This course introduces advanced methods in applied mathematics focusing on nonlinear ordinary differential equations and elementary bifurcation theory, deterministic and non-deterministic dynamics from the distribution point of view, and stochastic processes, especially Markov chains.

Reference Books

Perko, L. Differential Equations and Dynamical Systems. 3rd Ed., Texts in Applied Mathematics 7, Springer, New York (2001)

Berger, A. Chaos and Chance: An Introduction to Stochastic Aspects of Dynamics. Walter de Gruyter, New York (2001)

Gardiner, C.W. Handbook of Stochastic Methods: For Physics, Chemistry and the Natural Sciences. 2nd Ed., Springer Series in Synergetics 13, Springer, New York (1996)

More Reference Books

Reading Material

S. Smale (2001)
D. Aubin & A.D. Dalmedico (2002)
H.I. Freedman & P. Waltman (1975)
I. Stakgold (1971)
B.J. Matkowsky (1977)
T.-Y. Li & J.A. Yorke (1975)
B.O. Koopman (1931)
G.D. Birkhoff I (1931)
G.D. Birkhoff II (1931)
B.O. Koopman & J. von Neumann (1932)
J. von Neumann (1932)
M.C. Mackey (1989)
Martin, Siggia & Rose (1973)
Z. Schuss (1980)

Syllabus

Course Outline

Learning Objectives and Instructor Expectations

Although the subject matter of Nonlinear Dynamics and Stochastic Processes can be made rather abstract and difficult, I will attempt to present the course material in as simple a manner as possible. The focus is the students learning of certain useful methods as well as their exposure to advanced modern mathematical concepts. More theoretical aspects, such as proofs, will not be presented. Applications will be emphasized.

Course Notes

Course Notes

Schedule and Homework

Follow links in the table below to obtain a copy of the homework in PostScript (.ps) or Adobe Acrobat (.pdf) format. You may also obtain here solutions to some of the homework and exam problems. An item shown below in plain text is not yet available. For additional information regarding viewing and printing the homework and solution sets, click here.

Homework and Exams Homework Due Date Homework Problem Sets Homework Solutions
First day of classes Monday, March 31
Homework #1 Friday, April 11 #1 (.ps, .pdf)
Homework #2 Friday, April 18 #2 (.ps, .pdf)
Homework#3 Wednesday, April 30 #3 (.ps, .pdf)
Homework#4 Monday, May 12 #4 (.ps, .pdf)
Homework#5 Monday, May 19 #5 (.ps, .pdf)
Memorial Day Monday, May 26 No class
Homework#6 Friday, June 6 #6 (.ps, .pdf)
Last day of classes Friday, June 6

Grading

You may view your homework and exam grades on-line. Before doing so for the first time, you must request a password.

Tutorials

No on-line tutorials have been assigned for AMATH 572.


<qian@amath.washington.edu> Tue Jan 29 13:45:48 PST 2002