GRA 6035 Mathematics 2023/24

Reading material

Exams

Lecture plan

Date: Topic: Reading: Exercises:
Aug 07 - Aug 09 FORK 1003: Preparatory course in Mathematics, Economics and Econometrics
Fri Aug 25: 12-15, 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 01: 12-15, A1-040 Lecture 2: Vectors and vector spaces. Linear Independence, bases and dimension. [E] 2.1 - 2.4, 2.6 - 2.7 Problem set 2: Mon 16-18, C2-010/020/030/D1-065
Fri Sep 08: 12-15, 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 15: 12-15, A1-040 Lecture 4: Eigenvalues and eigenvectors. Diagonalization. Powers. [E] 4.1 - 4.4 Problem set 4
Mon Sep 18: 16-19, A1-040 Plenary Session 1: Problems from Lecture 1-4 Key problems 2.1bdf, 2.2, 2.4, 3.3bc, 3.4bc, 4.1def, 4.2d, 4.3, 4.4b, 4.5b [E] 2.7, 2.14 Midterm 10/2022 Q7
Fri Sep 22: 12-15, A1-040 Lecture 5: Markov chains. Definiteness of quadratic forms. Orthogonal diagonalization. [E] 2.5, 4.4 - 4.6 Problem set 5: Mon 16-18, C2-010/020/030/D1-065
Fri Sep 29: 12-15, A1-040 Lecture 6: Ortogonal diagonalization. Unconstrained Optimization. Convexity. [E] 5.1 - 5.6 Problem set 6: Mon 16-18, C2-010/020/030/D1-065
Fri Oct 06: 12-15, A1-040 Lecture 7: Constrained Optimization. Lagrange problems. [E] 6.1 - 6.4 Problem set 7
Mon Oct 09: 16-19, A1-040 Plenary Session 2: Problems from Lecture 5-7 + Midterm exam problems Key problems 5.1e, 5.2de, 5.3cd, 5.4, 5.5bc, 6.1, 6.2, 6.3, 6.4, 6.5, 7.2b
Thu Oct 12: 17-18 Mock midterm exam - Solutions All material from Lecture 1-6 is relevant for the mock midterm exam
Fri Oct 13: 12-15, 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 20: 12-15, A1-040 Lecture 9: Envelope Theorems. Matrix methods. Note on Minimum variance portfolios [E] 5.6, 6.6 - 6.7 Problem set 9: Fri 16-18 D1-065, Mon 16-18, C2-010/020/D1-065
Fri Oct 27: 12-15, A1-040 Lecture 10: First order differential equations. [E] 7.1 - 7.7 Problem set 10: Fri 16-18 D1-065
Mon Oct 30: 16-19, A1-040 Plenary Session 3: Problems from Lecture 7-9 Key problems 7.1, 7.3b, 7.4, 8.1b, 8.2, 9.2, 9.3, 9.4 Final exam 04/2022 Q3
Fri Nov 03: 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, C2-010/020/030/D1-065
Fri Nov 10: 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 13: 16-19, A1-040 Plenary Session 4: Problems from Lecture 10-12 Key problems 10.1c, 10.2bc, 10.3, 10.4, 11.1c, 11.2bcd, 11.3, 12.1c, 12.4 Final exam 12/2021 Q2
Fri Nov 17: 12-15, A1-040 Lecture 13: Difference equations. Systems of difference equations. [E] 8.1 - 8.4, 9.4 - 9.5 Problem set 13 - Solutions: Fri 16-18 D1-065, Mon 16-18, C2-010/020/030/D1-065
Fri Nov 24: 12-15, A1-040 Lecture 14: Revision, Final exam 11/2022 Extra exercise session: Fri 16-18 D1-065
Mon Nov 27: 14-16 Extra exercise session (Room A2 Blue 1 / Blue 4)
Tue Nov 28: 09-14 Final exam for GRA6035 and ELE3781 - Solutions - Results

Wed Jan 10: 09-14 Final exam (retake for GRA6035) - Solutions