GRA 6035 Mathematics

Reading material

Exams

Lecture plan

Date: Topic: Reading: Exercises:
Aug 08 - Aug 10 FORK 1003: Preparatory course in Mathematics, Economics and Econometrics (for GRA6035)
Fri Aug 26: 14-17, A1-040 Lecture 1: Linear systems and Gaussian elimination. Rank. [E] 1.1 - 1.6 Problem set 1: Mon 16-18, C2-010/020/030/D1-065
Fri Sep 02: 14-17, A1-040 Lecture 2: Vectors and Linear Independence. Vector spaces. [E] 2.1 - 2.4, 2.6 - 2.7 Problem set 2: Mon 16-18, C2-010/020/030/D1-065
Fri Sep 09: 14-17, A1-040 Lecture 3: Matrices, determinants and minors. [E] 3.1 - 3.4 Problem set 3: Mon 16-18, C2-010/020/030/D1-065
Fri Sep 16: 14-17, A1-040 Lecture 4: Eigenvalues and eigenvectors. Diagonalization. Markov chains. [E] 4.1 - 4.4 Problem set 4
Mon Sep 19: 16-19, A1-040 Plenary Session 1: Problems from Lecture 1-4 TBA
Fri Sep 23: 14-17, A1-040 Lecture 5: Definiteness of quadratic forms. Markov chains. [E] 2.5, 4.4 - 4.6 Problem set 5: Mon 16-18, C2-010/020/030/D1-065
Fri Sep 30: 14-17, A1-040 Lecture 6: Unconstrained Optimization. [E] 5.1 - 5.5, 5.7 Problem set 6: Mon 16-18, C2-010/020/030/D1-065
Fri Oct 07: 14-17, A1-040 Lecture 7: Constrained Optimization. Lagrange problems. [E] 6.1 - 6.4, 6.6 Problem set 7
Mon Oct 10: 16-19, A1-040 Plenary Session 2: Problems from Lecture 4-6 + Midterm exam problems TBA
Fri Oct 14: 09-10 (not confirmed) Midterm exam (for GRA6035) All material from Lecture 1 - Lecture 6 is relevant for the midterm exam.
Fri Oct 14: 14-17, A1-040 Lecture 8: Kuhn-Tucker problems. Envelope Theorems. [E] 6.5 - 6.6 Problem set 8: Mon 16-18, C2-010/020/030/D1-065
Fri Oct 21: 14-17, A1-040 Lecture 9: Matrix methods and optimization [E] 5.6, 6.7 Problem set 9: Mon 16-18, C2-010/020/030/D1-065
Fri Oct 28: 14-17, A1-040 Lecture 10: First order differential equations. [E] 7.1 - 7.7 Problem set 10
Mon Oct 31: 16-19, A1-040 Plenary Session 3: Problems from Lecture 7-9 TBA
Fri Nov 04: 14-17, A1-040 Lecture 11: Stability. Second order differential equations. [E] 7.8 - 7.10 Problem set 11: Mon 16-18, C2-010/020/030/D1-065
Fri Nov 11: 14-17, A1-040 Lecture 12: Systems of differential equations. [E] 9.1 - 9.3 Problem set 12
Mon Nov 14: 16-19, A1-040 Plenary Session 4: Problems from Lecture 10-12 TBA
Fri Nov 18: 14-17, A1-040 Lecture 13: Difference equations. Systems of difference equations. [E] 8.1 - 8.4, 9.4 - 9.5 Problem set 13: Mon 16-18, C2-010/020/030/D1-065
Fri Nov 25: 14-17, A1-040 Lecture 14: Revision, exam problems: Final exam 11/2019 1-4, 2021/01 2,3b Extra TA session: Mon 17-19, D1-065/CU1-067
Wed Nov 30: 09-12 (not confirmed) Common final exam (for GRA6035 and ELE3781)

Jan 2023 (date not decided) Midterm exam (retake for GRA6035)
Jan 2023 (date not decided) Final exam (retake for GRA6035)