GRA 6035 Mathematics

Reading material

Exams

Lecture plan

Lectures in Oslo Lecturer Eivind Eriksen (Office B4-032), Office hours: Thu 12-14 Reading Exercises
Jul 31- Aug 02 FORK 1003: Preparatory course, Mathematics
Fri Aug 23: 0800-1045, A1-040 Lecture 1: Linear systems and Gaussian elimination. Rank. [ME] 6.1, (6.2), 7.1 - 7.4, (7.5), (28.1), [LN] Ch. 1 Problem set 1 - Solutions
Fri Aug 30: 0800-1045, A1-040 Lecture 2: Matrices and matrix algebra. Determinants, minors and rank. [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 - Solutions
Fri Sep 06: 0800-1045, A1-040 Lecture 3: Vectors and Linear Independence. Linear subspaces and rank. [ME] 10.1 - 10.3, (10.4), 10.5, (10.6 - 10.7), 11.1 - 11.4, (27.1 - 27.5) Problem set 3 - Solutions
Fri Sep 13: 0800-1045, A1-040 Lecture 4: Eigenvalues and eigenvectors. Diagonalization. [ME] 23.1 - 23.4, 23.6-23.7, (23.9) Problem set 4 - Solutions
Mon Sep 16: 1700-1945, A1-040 Plenary Session 1: Problems from Lecture 1-4 Key problems 2.3c, 4.1ef, 4.3 [WB] 1.15, 2.18b, 2.21, 3.1, 3.5, 3.12, 3.14, 4.3b, 4.5, 4.6, 4.9, 4.10 Midterm Exam 10/2017 1-5
Fri Sep 20: 0800-1045, 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 - Solutions
Fri Sep 27: 1400-1645, A1-040 Lecture 6: Unconstrained Optimization. Convex and concave functions. [ME] 14.1 - 14.4, 14.8, 17.1 - 17.5, 30.1 Problem set 6 - Solutions
Fri Oct 04: 0800-1045, 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 07: 1700-1945, A1-040 Plenary Session 2: Problems from Lecture 5-6 + Midterm exam 10/2018 Key problems 5.1c, 5.2e, 5.3d, 6.1d, 6.3bd, 6.4d, 7.2c [WB] 5.15, 6.1c, 6.2a Midterm Exam 10/2018 1-8, 10/2016 5, 05/2017 8
Fri Oct 11: 0800-1045, A1-040 Lecture 8: Constrained Optimization. Second Order Conditions. NDCQ. [ME] 19.1, (19.4) Problem set 8 - Solutions
Fri Oct 11: 1500-1600 Midterm exam - Solutions - Results 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 18: 0800-1045, A1-040 Lecture 9: Envelope Theorems. Kelly Criterion. [ME] 19.2 - 19.3, (19.4 - 19.6), (Kelly Criterion) Problem set 9 - Solutions
Fri Oct 25: 0800-1045, A1-040 Lecture 10: First order differential equations. [DE] 1.1 - 1.6 [ME] 24.1 - 24.2, (24.4 - 24.6) Problem set 10 - Solutions
Mon Oct 28: 1700-1945, A1-040 Plenary Session 3: Problems from Lecture 7-9 Key problems 7.1d, 7.4b, 8.2d, 8.3b, 9.1, 9.3 [WB] 7.1f, 8.13 Final Exam 01/2017 3-4, 11/2017 3-4
Fri Nov 01: 0800-1045, A1-040 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 - Solutions
Fri Nov 08: 1400-1645, A1-040 Lecture 12: Systems of differential equations. Difference equations. [DE] 2.1 - 2.3 [ME] 23.2 Problem set 12 - Solutions
Mon Nov 11: 1700-1945, A1-040 Plenary Session 4: Problems from Lecture 10-12 Key problems 10.2c, 11.1bc, 11.3c, 12.2, 12.3 [WB] 10.15, 12.7 [DE] 1.20, 2.4 Exam Final exam 12/2012 3, 06/2018 2bc
Fri Nov 15: 0800-1045, A1-040 Lecture 13: Revision of Lecture 1-12. Problem set 13
Fri Nov 22: 0800-1045, A1-040 Lecture 14: Final exam 11/2018.
Wed Nov 27: 0900-1200 Final exam 27/11/2019 - Solutions

January 2020: Not confirmed Midterm exam (retake)
January 2020: Not confirmed Final exam (retake)
There will not be any retake exams for GRA 6035 Mathematics in May/June 2020.