Proceedings of the 26th Academic Council held on 18.5.

2012

MAT506AdvancedMathematics VersionNo.:1.00 Aims The course aims to develop the skills in the areas of dynamics of systems in state space, non-linear analysis, and finite element method. The focus is also on providing in-depth knowledge on optimization methods and Fourier and wavelet transformations. Objectives Oncompletionofthecoursethestudentsshouldbeableto: Mathematically formulate practical problems in terms of differential equations and solve them Solve a given problem by steepest descent and conjugate gradient methods Understand in depth about Fourier and Wavelet transforms starting from the conceptual level. Formulate and identify certain boundary value problems encountered in engineering practices.

AppliedLinearAlgebrainElectricalEngineering Vector spaces, linear dependence, basis; Representation of linear transformations with respect to a basis. Inner product spaces, Hilbert spaces, linear functions; Riesz representation theorem and adjoints. Orthogonal projections, products of projections, orthogonal direct sums; Unitary and orthogonal transformations, complete orthonormal sets and Parseval's identity; Closed subspaces and the projection theorem for Hilbert spaces. Polynomials: The algebra of polynomials, matrix polynomials, annihilating polynomials and invariant subspaces, Jordan forms. MatrixComputations Basic iterative methods for solutions of linear systems and their rates of convergence. Generalized conjugate gradient, Krylov space and Lanczos methods. Iterative methods for symmetric, non-symmetric and generalized eigenvalue problems. Singular value decompositions. Fast computations for structured matrices. Polynomial matrix computations. Perturbation bounds for eigenvalues. Optimizationmethods Basic concepts of optimization, unconstrained multivariable optimization steepst descent and conjugate gradient methods Constrained optimization: Lagrange multiplier method sensitivity interpretation of Lagrange multipliers, Kuhn Tucker conditions interpretation. Functional Calculus of variations, Eulers equation Lagranges equations Applications to dynamics, Lagrangian density for electromagnetic fields, Rayleigh Ritz method.

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Proceedings of the 26th Academic Council held on 18.5.2012

FourierandWaveletTransforms Fourier analysis Fourier and inverse Fourier transforms, uncertainty relation power spectral density, errors and noise, Discrete Fourier transform Fast Fourier transform. Short time Fourier transform window measures time frequency analysis. Wavelet transform inversion formula, scaling functions Haar wavelets Othonormal wavelets wavelet decomposition Multiresolution analysis, Relationship between scaling functions and wavelets, Daubechies wavelets high and low pass filters Mallats pyramid algorithm reconstruction of the decomposed signal. References&Texts: 1. K. Ogata, System Dynamics, 3 ed., International students edition. 2. L.A. Pipes and L.R. Harvill, "Applied mathematics for Engineers and Physisits, TMH International, 3 Edition. 3. P. Hagedorn, Nonlinear Oscillations, Clarendon Press. 4. F. B. Hildebrand, Method of Applied Mathematics, 2 ed., Dover publications. 5. C. F. Gerald and P. O. Wheately, Applied Numerical Analysis, 5 ed., Addison Wesley publication. 6. C. K. Chui, An Introduction to wavelets, Academic press. 7. K. Hoffman and R. Kunze, Linear Algebra, Prentice-Hall (India), (1986). 8. G.H. Golub and C.F. Van Loan, Matrix Computations, North Oxford Academic, 1983. 9. G. Bachman and L. Narici, Functional Analysis, Academic Press, 1966. 10. E.Kreyszig, Introductory functional analysis with applications John Wiley, 1978. 11. Owe Axelsson, Iterative solution methods. Cambridge.1994. 12. G. Meurant: Computer solution of large linear systems. North Holland, 1999. 13. G. W. Stewart and J. Sun: Matrix perturbation theory. Academic press,1990 14. Agostino Abbate, C.M.Decusatis, P.K.Das. "Wavelets and Sub-bands-Fundamentals and applications", Birkhanser (2002).
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