ELE 3781 Mathematics elective

Reading material

Exams

Lecture plan

Lecture plan Lecturer Eivind Eriksen (Office B4-032), Office hours: Thu 12-14 Reading Exercises
All lectures Live stream A1-040 - Live stream B2-040 - Python code
Fri Aug 21: 0800-0945, A1-040 Lecture 1: Linear systems and Gaussian elimination. Rank. [ME] 6.1, (6.2), 7.1 - 7.4, (7.5) Alternative: [E] Ch. 1 Problem set 1 - Solutions
Fri Aug 28: 0800-0945, A1-040 Lecture 2: Vectors and Linear Independence. Vector spaces. [ME] 10.1 - 10.3, (10.4 - 10.7), 11.1 Alternative: [E] Ch. 2 Problem set 2 - Solutions
Thu Sep 03: 1300-1445, A2-030 Lecture A: NumPy and NDarrays. Complex numbers. [PA] 4.1 - 4.8, [ME] A3.1 - A3.5 Alternative: [E] Ch. A.1 - A.3 Problem set A - Solutions
Fri Sep 04: 0800-0945, A1-040 Lecture 3: Matrices, determinants and minors. [ME] 8.1 - 8.4, 9.1 - 9.2, 26.1 - 26.3, 26.5 Alternative: [E] Ch. 3 Problem set 3 - Solutions
Fri Sep 11: 0800-0945, A1-040 Lecture 4: Eigenvalues and eigenvectors. Diagonalization. Markov chains. [ME] 23.1 - 23.4, 23.6 -23.7, (23.9) Problem set 4 - Solutions
Mon Sep 14: 1700-1945, A1-040 Plenary Session 1: Problems from Lecture 1-4 Key Pb 1.3, 3.3c, 3.4b, 4.1cdf, 4.2de, 4.3, 4.4 [E] 2.11, 3.13, 3.15
Fri Sep 18: 0800-0945, A1-040 Lecture 5: Non-negative matrices. Definiteness of quadratic forms. [ME] 13.1 - 13.5, 16.1 - 16.4, 23.8, (Google's Pagerank algorithm ) Problem set 5 - Solutions
Fri Sep 25: 0800-0945, A1-040 Lecture 6: Unconstrained Optimization. [ME] 14.1 - 14.4, 14.8, 17.1 - 17.5, 30.1 Problem set 6 - Solutions
Thu Oct 01: 1300-1445, B2-040 Lecture B: Non-negative matrices and applications Problem set B - Solutions
Fri Oct 02: 0800-0945, A1-040 Lecture 7: Constrained Optimization. First Order Conditions. [ME] 18.1 - 18.7, (12.3 - 12.5), 21.1 Problem set 7 - Solutions
Mon Oct 05: 1700-1945, A1-040 Plenary Session 2: Problems from Lecture 4-6 + Midterm exam 10/2018 Key Pb 6.3a,6.4be [WB] 4.3b, 4.11, 5.7, 5.13, 5.14, 6.4, 6.5 Midterm Exam 01/2018 Q5, 10/2018 Q8
Fri Oct 09: 0800-0945, A1-040 Lecture 8: Constrained Optimization. Second Order Conditions. [ME] 19.1, (19.4) Problem set 8 - Solutions
Fri Oct 16: 0800-0945, A1-040 Lecture 9: Envelope Theorems. [ME] 19.2 - 19.3, (19.4 - 19.6) Problem set 9 - Solutions
Oct 19 - Oct 26 Midterm exam - Solution Home exam (with programming in python)
Fri Oct 23: 0800-0945, A1-040 Lecture 10: First order differential equations. [ME] 24.1 - 24.2, (24.4 - 24.6) Alternative: [E] 9.1-9.7 Problem set 10 - Solutions
Mon Oct 26: 1700-1945, A1-040 Plenary Session 3: Problems from Lecture 7-9 Key problems 7.3b, 7.4, 8.1b, 8.2d, 8.3b, 9.2, 9.3a [WB] 7.9, 8.7, 8.12-13 Final Exam 2018/11 3-4
Fri Oct 30: 0800-0945, C1-060 Lecture 11: Stability. Second order differential equations. [ME] 24.1 - 24.3, (24.4 - 24.6) Alternative: [E] 9.8-9.10 Problem set 11 - Solutions
Thu Nov 05: 1300-1445, B2-040 Lecture C: Optimal control theory. Portfolio optimization. Notes on optimal portfolio theory Problem set C - Solutions
Fri Nov 06: 0800-0945, A1-040 Lecture 12: Systems of differential equations and difference equations. [ME] 23.2 Problem set 12 - Solutions
Fri Nov 13 Lecture 13: Final exam 11/2019.
Thu Nov 19 Plenary Session 4: Problems from Lecture 10-12 Key problems 10.4c, 11.1c, 12.3 [E] 9.14, 9.18 [WB] 10.8cd, 11.8, 12.7
Fri Nov 20 Lecture 14: Review of important topics for the final exam.
Jan 2021: Not confirmed Final exam - Padlet: Exam questions and information

Spring 2021: Not confirmed Midterm exam (retake)
Spring 2021: Not confirmed Final exam (retake)