GRA 6035 Mathematics

Reading material

Exams

Lecture plan

Lecture plan Lecturer Eivind Eriksen (Office B4-032), Office hours: Thu 12-14 Reading Exercises
Aug 03 - Aug 05 FORK 1003: Preparatory course, Mathematics
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) [GE] 1-3 Problem set 1: Mon 24/08 at 17-19, C2-020/030
Fri Aug 21: Afternoon 1h, Zoom Lecture 1: Continuation (video lecture, 1h)
Fri Aug 28: 0800-0945, A1-040 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 31/08 at 17-19, C2-020/030
Fri Aug 28: Afternoon 1h, Zoom Lecture 2: Continuation (video lecture, 1h)
Fri Sep 04: 0800-0945, A1-040 Lecture 3: Vectors and Linear Independence. [ME] 10.1 - 10.3, (10.4 - 10.7), 11.1 Problem set 3: Mon 07/09 at 17-19, C2-020/030
Fri Sep 04: Afternoon 1h, Zoom Lecture 3: Continuation (video lecture, 1h)
Fri Sep 11: 0800-0945, A1-040 Lecture 4: Eigenvalues and eigenvectors. Diagonalization. [ME] 23.1 - 23.4, 23.6 -23.7, (23.9) Problem set 4
Fri Sep 11: Afternoon 1h, Zoom Lecture 4: Continuation (video lecture, 1h)
Mon Sep 14: 1700-1945, A1-040 Plenary Session 1: Problems from Lecture 1-4 Key problems TBA [WB] TBA Midterm Exam TBA
Fri Sep 18: 0800-0945, A1-040 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 21/09 at 17-19, C2-020/030
Fri Sep 18: Afternoon 1h, Zoom Lecture 5: Continuation (video lecture, 1h)
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: Mon 28/09 at 17-19, C2-020/030
Fri Sep 25: Afternoon 1h, Zoom Lecture 6: Continuation (video lecture, 1h)
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
Fri Oct 02: Afternoon 1h, Zoom Lecture 7: Continuation (video lecture, 1h)
Mon Oct 05: 1700-1945, A1-040 Plenary Session 2: Problems from Lecture 5-6 + Midterm exam 10/2018 Key problems TBA [WB] TBA Midterm Exam TBA
Fri Oct 09: 0800-0945, A1-040 Lecture 8: Constrained Optimization. Second Order Conditions. [ME] 19.1, (19.4) Problem set 8: Mon 12/10 at 17-19, C2-020/030
Fri Oct 09: Afternoon 1h, Zoom Lecture 8: Continuation (video lecture, 1h)
Fri Oct 09: Not confirmed Midterm exam All material from Lecture 1-6, including Problems for Lecture 1-6 and Review of Lecture 6, is relevant for the midterm exam
Fri Oct 16: 0800-0945, A1-040 Lecture 9: Envelope Theorems. [ME] 19.2 - 19.3, (19.4 - 19.6), (Kelly Criterion) Problem set 9: Mon 19/10 at 17-19, C2-020/030
Fri Oct 16: Afternoon 1h, Zoom Lecture 9: Continuation (video lecture, 1h)
Fri Oct 23: 0800-0945, A1-040 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
Fri Oct 23: Afternoon 1h, Zoom Lecture 10: Continuation (video lecture, 1h)
Mon Oct 26: 1700-1945, A1-040 Plenary Session 3: Problems from Lecture 7-9 Key problems TBA [WB] TBA Final Exam TBA
Fri Oct 30: 0800-0945, C1-060 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 02/11 at 17-19, C2-020/030
Fri Oct 30: Afternoon 1h, Zoom Lecture 11: Continuation (video lecture, 1h)
Fri Nov 06: 0800-0945, A1-040 Lecture 12: Systems of differential equations. Difference equations. [DE] 2.1 - 2.3 [ME] 23.2 Problem set 12: Mon 16/11 at 17-19, C2-020/030
Fri Nov 06: Afternoon 1h, Zoom Lecture 12: Continuation (video lecture, 1h)
Mon Nov 09: 1700-1945, A1-040 Plenary Session 4: Problems from Lecture 10-12 Key problems TBA [DE] TBA Final Exam TBA
Fri Nov 13: 0800-0945, A1-040 Lecture 13: Final exam 11/2019.
Fri Nov 13: Afternoon 1h, Zoom Lecture 13: Continuation (video lecture, 1h)
Fri Nov 20: 0800-0945, A1-040 Lecture 14: Review of important topics for the final exam.
Fri Nov 20: Afternoon 1h, Zoom Lecture 14: Continuation (video lecture, 1h)
Thu Nov 26: Not confirmed Final exam

January 2020: Not confirmed Midterm exam (retake)
January 2020: Not confirmed Final exam (retake)