MAS211 Advanced Calculus and Linear Algebra

Semester 1, 2018/19 20 Credits
Lecturer: Prof Neil Dummigan Home page (also MOLE) Timetable Reading List
Aims Outcomes Teaching Methods Assessment Full Syllabus

Advanced Calculus and Linear Algebra are basic to most further work in pure and applied mathematics and to much of statistics. This course provides the basic tools and techniques and includes sufficient theory to enable the methods to be used in situations not covered in the course. The material in this course is essential for further study in mathematics and statistics.

Prerequisites: MAS111 (Mathematics Core II)

The following modules have this module as a prerequisite:

MAS212Scientific Computing and Simulation
MAS220Algebra
MAS221Analysis
MAS222Differential Equations
MAS223Statistical Inference and Modelling
MAS275Probability Modelling
MAS279Career Development Skills
MAS280Mechanics and Fluids
MAS301Group Project
MAS322Operations Research
MAS325Mathematical Methods
MAS330Topics in Number Theory
MAS332Complex Analysis
MAS334Combinatorics
MAS336Differential Geometry
MAS341Graph Theory
MAS345Codes and Cryptography
MAS346Groups and Symmetry
MAS348Game Theory
MAS350Measure and Probability
MAS420Signal Processing
MAS423Advanced Operations Research
MAS441Optics and Symplectic Geometry


Outline syllabus

1. Introduction to triple integrals.
2. Determinants.
3. Coordinate changes.
4. Subspaces of Rn
5. Linear maps from Rn to Rm.
6. Derivatives of general maps from Rn to Rm.
7. Line integrals in the plane and space.
8. Gradient of a scalar function, and stationary points of functions.
9. Quadratic forms, max and min in several variables.
10. Divergence and curl of vector fields.
11. Surface integrals.
12. Introduction to Fourier series.

Office hours

For the first six weeks, Friday 2-3pm in J8 Hicks.



Aims

To introduce various techniques of Advanced Calculus and Linear Algebra

Learning outcomes

  1. Calculate determinants of constants and of functions.
  2. Use the rank/nullity theorem in the calculation of dimensions.
  3. Find the rank of matrices of constants and of functions.
  4. Find the inverse of a square matrix (if it exists).
  5. Understand and use curvilinear coordinate systems in the plane and space.
  6. Understand and use the Chain Rules for maps of several variables.
  7. Find the derivative matrix of a vector-valued function.
  8. Compute double and triple integrals and evaluate them using substitutions.
  9. Compute line and surface integrals and use Green's theorem to evaluate line integrals and areas.
  10. Calculate line integrals along parametrised curves.
  11. Evaluate line integrals of exact differentials by changing the path or finding a potential function.
  12. Apply Stokes' and the Divergence Theorem to evaluate multiple integrals.
  13. Find and classify the critical points of functions of two (or more) variables.
  14. Find the canonical form of a quadratic form.
  15. Use Lagrange multipliers to find critical points subject to constraints.

Teaching methods

44 lectures, 11 tutorials, 0 practicals.


44 lectures, 11 tutorials

Assessment

Formal 2.5 hour written examination with all questions to be attempted

Full syllabus

1. Introduction to triple integrals. (2 lectures)
Easy examples. Average values.

2. Determinants. (4 lectures)
Determinants for square matrices of any size. Computation via Laplace expansion or row reduction. Multiplicative property. Criterion for invertibility. Relation to scaling and orientation in two and three dimensions.
3. Coordinate changes. (4 lectures)
Linear coordinate changes, polar coordinates, spherical and cylindrical polar coordinates. Local approximate linearity for increments. Local scaling of volume. Jacobian matrix and determinant. Application to triple integrals. General coordinate changes.
4. Subspaces of Rn. (3 lectures)
Explicit and implicit descriptions of subspaces of Rn (spans and null spaces). Existence of a basis for any subspace. Dimension of a subspace.
5. Linear maps from Rn to Rm. (4 lectures)
Image and kernel. Rank-nullity theorem. Affine maps.
6. Derivatives of general maps from Rn to Rm. (5 lectures)
Examples: scalar fields, parametrised curves and surfaces. Zero sets, level sets, images, graphs. Derivative matrices, examples including gradient, velocity, Jacobian matrices and complex derivatives. Local linearity for increments, tangent space to a graph. General Chain Rule.

7. Line integrals in the plane and space (4 lectures)
Line integrals and work done. Basic properties. Calculating line integrals using parametrised curves. Green's theorem in the plane, including application to calculating areas. Integrals of exact differentials in the plane, finding potential functions. Criterion for exactness. Independence of path.
8. Gradient of a scalar function and stationary points of functions (5 lectures)
Gradient as a vector corresponding to derivative, directional derivative. Local extrema and saddle points, classifying stationary points; constrained maxima and minima; Lagrangian multipliers.
9. Quadratic forms, max and min in several variables (5 lectures)
Orthogonal and symmetric matrices. Diagonalization of quadratic forms. Classification of critical points with description of n variable case, and details for n = 2,3.
10. Divergence and Curl of vector fields (2 lectures)
Definition of the curl and the divergence of a vector field; the del and Laplace operators.
11. Surface integrals (3 lectures)
Smooth surfaces; surface integrals; Gauss's theorem; Stokes' theorem.
12. Introduction to Fourier Series (3 lectures)

Reading list

Type Author(s) Title Library Blackwells Amazon
B D.W. Jordan and P. Smith Mathematical Techniques 10 (J) Blackwells Amazon
B E. Kreyszig Advanced Engineering Mathematics Q 510 (K) Blackwells Amazon
B M.R. Spiegel Advanced Calculus Q 515.076 (W) Blackwells Amazon

(A = essential, B = recommended, C = background.)

Most books on reading lists should also be available from the Blackwells shop at Jessop West.

Timetable

Mon 10:00 - 10:50 tutorial (group 401) Hicks Lecture Theatre 9
Mon 16:00 - 16:50 lecture   Alfred Denny Building Lecture Theatre 1
Tue 13:00 - 13:50 lecture   Alfred Denny Building Lecture Theatre 1
Wed 09:00 - 09:50 tutorial (group 402) Hicks Lecture Theatre 9
Wed 09:00 - 09:50 tutorial (group 407) Hicks Lecture Theatre 10
Wed 11:00 - 11:50 tutorial (group 403) Hicks Seminar Room F24
Wed 11:00 - 11:50 tutorial (group 404) Hicks Seminar Room F28
Thu 12:00 - 12:50 lecture   Alfred Denny Building Lecture Theatre 2
Fri 10:00 - 10:50 tutorial (group 405) Hicks Lecture Theatre 9
Fri 10:00 - 10:50 tutorial (group 406) Hicks Lecture Theatre 10
Fri 12:00 - 12:50 lecture   Alfred Denny Building Lecture Theatre 2