Lecture plan 
Lecturer Eivind Eriksen (Office B4032), Office hours: Thu 1214 
Reading 
Exercises 
Fri Aug 21: 08001045, A1040 
Lecture 1: Linear systems and Gaussian elimination. Rank. 
[ME] 6.1, (6.2), 7.1  7.4, (7.5) [GE] 13 
Problem set 1: Mon 1719, C2020/030 
Fri Aug 28: 08001045, A1040 
Lecture 2: Matrices and matrix algebra. Determinants and minors. 
[ME] 8.1  8.4, (8.5  8.6), 9.1  9.2, (9.3), 26.1  26.3, (26.4), 26.5 
Problem set 2: Mon 1719, C2020/030 
TBA 
Lecture A1: Complex numbers. Mathematics into Python. 


Fri Sep 04: 08001045, A1040 
Lecture 3: Vectors and Linear Independence. 
[ME] 10.1  10.3, (10.4  10.7), 11.1 
Problem set 3: Mon 1719, C2020/030 
Fri Sep 11: 08001045, A1040 
Lecture 4: Eigenvalues and eigenvectors. Diagonalization. 
[ME] 23.1  23.4, 23.6 23.7, (23.9) 
Problem set 4 
Mon Sep 14: 17001945, A1040 
Plenary Session 1: Problems from Lecture 14 
Key problems TBA [WB] TBA Midterm Exam TBA 
Fri Sep 18: 08001045, A1040 
Lecture 5: Markov chains. Quadratic Forms and Definiteness. 
[ME] 13.1  13.5, 16.1  16.4, 23.8, (Google's Pagerank algorithm) 
Problem set 5: Mon 1719, C2020/030 
Fri Sep 25: 08001045, A1040 
Lecture 6: Unconstrained Optimization. 
[ME] 14.1  14.4, 14.8, 17.1  17.5, 30.1 
Problem set 6: Mon 1719, C2020/030 
TBA 
Lecture A2: Using Python to implement mathematical models. 


Fri Oct 02: 08001045, A1040 
Lecture 7: Constrained Optimization. First Order Conditions. 
[ME] 18.1  18.7, (12.3  12.5), 21.1 
Problem set 7 
Mon Oct 05: 17001945, A1040 
Plenary Session 2: Problems from Lecture 56 + Midterm exam 10/2018 
Key problems TBA [WB] TBA Midterm Exam TBA 
Fri Oct 09: 08001045, A1040 
Lecture 8: Constrained Optimization. Second Order Conditions. 
[ME] 19.1, (19.4) 
Problem set 8: Mon 1719, C2020/030 
TBA: Not confirmed 
Home exam 
Lecture 16 + A1 (including the corresponding problems) is relevant for the midterm exam 
Fri Oct 16: 08001045, A1040 
Lecture 9: Envelope Theorems. 
[ME] 19.2  19.3, (19.4  19.6), (Kelly Criterion) 
Problem set 9: Mon 1719, C2020/030 
Fri Oct 23: 08001045, A1040 
Lecture 10: First order differential equations. Separable and linear differential equations. 
[DE] 1.1  1.6 [ME] 24.1  24.2, (24.4  24.6) 
Problem set 10 
Mon Oct 26: 17001945, A1040 
Plenary Session 3: Problems from Lecture 79 
Key problems TBA [WB] TBA Final Exam TBA 
Fri Oct 30: 08001045, A1040 
Lecture 11: Exact differential equations. Stability. Second order differential equations. 
[DE] 1.6  1.10 [ME] 24.1  24.3, (24.4  24.6) 
Problem set 11: Mon 1719, C2020/030 
TBA 
Lecture A3: Optimal control theory. More Python implementations. 


Fri Nov 06: 08001045, A1040 
Lecture 12: Systems of differential equations. Difference equations. 
[DE] 2.1  2.3 [ME] 23.2 
Problem set 12: Mon 1719, C2020/030 
Mon Nov 09: 17001945, A1040 
Plenary Session 4: Problems from Lecture 1012 
Key problems TBA [DE] TBA Final Exam TBA 
Fri Nov 13: 08001045, A1040 
Lecture 13: Final exam 11/2019. 


Fri Nov 20: 08001045, A1040 
Lecture 14: Review of important topics for the final exam. 


TBA: Not confirmed 
Final exam 



January 2021: Not confirmed 
Home exam (retake) 


January 2021: Not confirmed 
Final exam (retake) 

