Course Information - PRINCIPLES AND

TECHNIQUES OF APPLIED
MATHEMATICS - MATH 6319 - FALL 2005

• Contact: V. Ramakrishna, EC 3.906

• Campus Extension: 6873; email: vish@utdallas.edu

• Class Hours: Tu and Thu 8.30pm - 9.45pm, CB 1.120

•Office Hours: Tue and Thu 6-7pm and by Appointment.
Students are welcome to use other times to meet me. But to avoid
potential conflicts they should i) send me an email exactly a day
in advance; ii) if wishing to meet me on a Monday leave voicemail
the Sunday before before at my campus extension (6873). Both the
email and voicemail message must tell me how to get a hold of them
in case I am unable to make the meeting.

• Grading Policy:

• 3 midterms (33.3 percent each)

• Dates for midterms : September 29th, October 27th, November
17th in class (I may make the last one a take-home examination
if pressed for time).

• TEXT:

1. Class Notes - This will constitute bulk of the reading material

 and will be distributed during class hours.

NB: I will periodically mention other texts and sources which the
students may want to peruse.

• Aims, Pace and Style of the Course: This is a course

which was instituted with the following aims in mind. These aims
will dictate the contents of the course and the pace and style of the
course. So you should read this carefully:

1. Several topics which are widely used in applcations and within

mathematics itself seem, on the surface, to need a heavy prereq-
uisite structure for understanding. This is true if a fully rigorous
and all encompassing treatment of these topics is desired. But
to use these tools and come to grips with them at a first pass
these prerequisites are overkill. For instance, much of the the-
ory of distributions can be understood and indeed serves as one
motivation for functional analysis. Thus, in this course we will
discuss several such useful topics in the following two ways: i)
in a simpler setting (i.e., not in the most general setting); and
ii) where a fully rigorous proof is not possible a plausibility ar-
gument which should indicate why the result/concept is indeed
natural.
2. This course can be seen as a friendly introduction to the more
advanced courses in mathematics that you may take later. For
instance, the material covered here will ease your introduction
to Real Analysis courses.
3. It has been an universal experience in recent years, unfortunately,
that the typical undergraduate education does not fully cover the
subject material expected of it. This may be due to problems
in high school education, or the semester strcuture where much
 of the important aspects of the undergraduate courses gets a
skimpy treatment at the very end of the semester. For instance,
I have noticed that many Linear Algebra texts cover similarity
transforms and eigenvalues as a way of elucidating the structure
of linear transformations between vector spaces in only the most
superficial way. Thus, in this course we will cover such material
too in greater depth.
4. Many of the most interesting applications arise in engineering.
Thus, this course will cover topics which are important to these
applications. Examples are convex functions which are impor-
tant in optimization theory; the fundamental solution to the
heat equations (this solution, as opposed to the separation of
variables solutions, is important in finace and image processing).
Of course, we will also cover some of the traditional topics for
the usual applications.
5. Many little known, but useful facts get neglected in usual courses.
We will cover some of these. Examples are Faa di Bruno’s For-
mula. Similarly, many topics which are very important are never
covered because they became fashionable only recently and their
importance within and outside mathematics emerged only in the
last deacde. We will cover some of these.
6. While I will regularly mention applications, be forewarned that
fully motivating these applications is outside the scope of this
course. The paucity of times makes it cumbersome and some-
what artificial to mention the use of calculus in, say, shipbuilding.
Any look at IEEE journals (even the most applied of them) will
convince you of the ubiquity of material covered here. On the
other hand, I will certainly alert you to any spectacular or un-
usual application. Covering them will take too much time (since
I will have to acquaint you with the application area first), es-
 pecially since we have just 8 weeks of classes, and thus detract
from the first two aims. You are more than welcome to discuss
any such papers with me outside of class.

• Syllabus: The syllabus for both 6319 and the continuation 6320
is as follows. Remember that this is the first time this course is being
offered and thus it may occasionally happen that we will deviate
(both in order and content) from this syllabus. I will, of course, give
you adequate notice whenever this happens.

1. Linear Algebra: Complex Numbers, Real and Complex Euclidean

Spaces; Vector Spaces; Linear Transformations and Matrices;
Structured Linear Spaces; Eigenvalues and Various Canonical
Forms; Inner product spaces; Singular Value Decomposition;
Positive, Contraction and Unitary operators; Tensor Products
and Hadamard Products; Exponential of Matrices; The Chain
Rule for Matrices.
2. Solving cubics and quartics, Polynomial Systems of Equations:
Groebner Bases; Elimination Theory; Resultants; Sample Appli-
cations.
3. Harmonic Analysis: Fourier Series, Convergence Theorems, Gibbs’
Phenomenon, Discrete Fourier and Fast Fourier Transforms, Fourier
Integrals, Distributions, Brief Introduction to Signal Processing
Applications, Shannon’s theorem, Brief Introduction to Time-
Frequency and Wavelet Analysis
4. Integral Equations: Fredholm and Volterra Equations, Equa-
tions With Separable Kernels, Wiener-Hopf Equations, Brief
Discussion of the State Space Approach to Solving Singular In-
tegral Equations.
5. Ordinary Differential Equations: Systems, Sturmian Theorems,
 Power series solutions, Special Funtions (Legendre, Bessel, La-
guerre and Hermite),
6. Advanced topics chosen from:
• Lie Symmetries, Integrating Factors, Reduction of Order,
Group Invariant Solutions, Nonclassical Symmetries.
• Basic theory of Lie algebras and the representation of groups.
• More matrix theory: Non-negative matrices, Toeplitz, Han-
kel, Circulant matrices; Matrices with displacement struc-
ture.
• Grassmann and Flag manifolds with applications.
• Matrices with structure in Lie theory