GRA 6035 Mathematics

Reading material

Exams

Lecture plan

Date: Topic: Reading: Exercises:
Aug 05 - Aug 07 FORK 1003: Preparatory course in Mathematics, Economics and Econometrics
Fri Aug 23: 12-15, A1-040 Lecture 1: Linear systems and Gaussian elimination. Rank. [E] 1.1 - 1.6 Problem set 1: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065
Fri Aug 30: 12-15, A1-040 Lecture 2: Vectors spaces. Span and linear Independence. Orthogonal projection. [E] 2.1 - 2.7 Problem set 2: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065
Fri Sep 06: 12-15, A1-040 Lecture 3: Matrices, determinants and minors. [E] 3.1 - 3.4 Problem set 3: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065
Fri Sep 13: 12-15, A1-040 Lecture 4: Eigenvalues and eigenvectors. Diagonalization. Powers. [E] 4.1 - 4.4 Problem set 4: Fri 16-18 D1-065
Mon Sep 16: 16-19, A1-040 Plenary Session 1: Problems from Lecture 1-4 Key problems 1.4, 2.1bdf, 2.3, 2.4cd, 2.5bc, 3.2bc, 3.3b, 3.4b, 4.1def, 4.2, 4.3, 4.4, 4.5 Midterm 01/'20 Q4,Q8, 10/'22 Q6,Q8
Fri Sep 20: 12-15, A1-040 Lecture 5: Markov chains. Definiteness of quadratic forms. Orthogonal diagonalization. [E] 2.5, 4.4 - 4.6 Problem set 5: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065
Fri Sep 27: 12-15, A1-040 Lecture 6: Orthogonal diagonalization. Unconstrained Optimization. Convexity. [E] 5.1 - 5.6 Problem set 6: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065
Fri Oct 04: 10-11 Mock Midterm Exam - Solutions
Fri Oct 04: 12-15, A1-040 Lecture 7: Constrained Optimization. Lagrange problems. [E] 6.1 - 6.4 Problem set 7: Fri 16-18 D1-065
Mon Oct 07: 16-19, A1-040 Plenary Session 2: Problems from Lecture 5-7 Key problems 5.1cde, 5.2d, 5.3, 5.4bc, 5.5bf, 6.2b, 6.3cd, 6.4bce, 6.5ab, 7.1d, 7.2b, 7.3b, 7.4d
Fri Oct 11: 12-15, A1-040 Lecture 8: Kuhn-Tucker problems. [E] 6.5 Problem set 8: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065
Fri Oct 18: 12-15, A1-040 Lecture 9: Envelope theorems. Minimum variance portfolio. [E] 5.7, 6.6 - 6.7 Problem set 9: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065
Fri Oct 25: 12-15, A1-040 Lecture 10: First order differential equations. [E] 7.1 - 7.7 Problem set 10: Fri 16-18 D1-065
Thu Oct 31: 16-19, A1-040 Plenary Session 3: Problems from Lecture 8-10 Key problems TBA
Fri Nov 01: 12-15, A1-040 Lecture 11: Stability. Second order differential equations. [E] 7.8 - 7.10 Problem set 11: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065
Fri Nov 08: 12-15, A1-040 Lecture 12: Systems of differential equations. [E] 9.1 - 9.3 Problem set 12: Fri 16-18 D1-065
Mon Nov 11: 16-19, A1-040 Plenary Session 4: Problems from Lecture 10-12 Key problems TBA
Fri Nov 15: 12-15, A1-040 Lecture 13: Difference equations. Systems of difference equations. [E] 8.1 - 8.4, 9.4 - 9.5 Problem set 13: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065
Fri Nov 22: 12-15, A1-040 Lecture 14: Revision, exam problems Extra exercise session: Fri 16-18 D1-065
Mon Nov 25: 09-14 Final exam for GRA6035 and ELE3781

Jan 2025 (date/time TBA) Final exam (retake for GRA6035)