Suggestions for Qualifier Course
Calculus of Variations
- Functionals, Frechet and Gateaux derivatives. Derive
Euler-Lagrange equations. Examples+ ODE motivation (1 wk)
- ODEs. Existence, uniqueness + Green's functions (2 wks)
- Variational problems: constrained and unconstrained problems;
various are subject to various boundary conditions. Chain rule for
functionals and coordinate invariance. Examples. (2 wks)
- Lagrangians, Hamiltonians, and use in mechanics and continuum
problems (vibrating strings, drum heads). (1 wk)
- Rayleigh-Ritz principle, Courant-Fischer minimax theorem;
variation methods for finding eigenvalues and eigenfunctions. (1 wk)
Operators on Hilbert space
- Unbounded operators, self-adjoint operators (1 wk)
- Spectral theorem, spectral transform; derive Fourier transform,
plus other transforms (2 wks)
Fourier transforms
- Definition, inverse transform, convolution theorem, Parseval's
Theorem.
- Sampling theorem and uncertainty principle
Schwartz space and tempered distributions
- Schwartz space, tempered distributions,
- Fourier transforms of tempered distributions
PDEs
- Wave equation
- heat equation
- potential equation
- Helmholtz equation