Advanced Calculus

Jacobs University, Fall 2018

News

Contact Information

Instructor: Prof. Sören Petrat
Email: s.petrat AT jacobs-university.de
Office: 112, Research I
Office hours: Wednesdays, 16:30 - 17:30

Teaching Assistant: Maria Oprea
Email: m.oprea AT jacobs-university.de
Office hours: by email appointment

Teaching Assistant: Benedikt Stock
Email: b.stock AT jacobs-university.de
Office hours: by email appointment

Time and Place

Class: Mon 11:15 - 12:30, Lecture Hall Research I; Wed 11:15 - 12:30, Lecture Hall Research I

Tutorial Session: Tue 19:15 - 20:30, Room 120 in Research I

Syllabus

Syllabus (as of Sep. 1, 2018) available here. (Note that the Syllabus will not be updated, the most recent information can be found on this website.)

Textbooks

This class does not follow one particular textbook, but takes some material from several different ones:

Grading

See the Syllabus.

Exams

There will be two exams, a midterm and a final. The midterm will cover the material from the first half of the course and the final will cover all material with emphasis on the second half. Note that this class uses gradescope for grading exams, see here for more information.

Midterm Exam: Wed, Oct. 24, 2018, 11:15 - 12:30, Lecture Hall Research I

The exam begins at 11:15 sharp, so please come a few minutes earlier to be seated at 11:15. The midterm is about all material up to the Oct. 10 session. You only need to bring a pen, no calculators or notes! Please be aware of the University policy regarding missing exams: Policies for Undergraduate Studies. In particular, in case you are missing an exam due to illness (only with doctor's note) or an emergency, you have to notify me (by email) before the beginning of the exam!

Final Exam: Thu, Dec. 13, 2018, 9:00 - 11:00, Lecture Hall Research III

The exam begins at 9:00 sharp, so please come a few minutes earlier to be seated at 9:00. The final is about all material up to and including the Dec. 5 session, with an emphasis on the material of part II of this course. You only need to bring a pen, no calculators or notes! Please be aware of the University policy regarding missing exams: Policies for Undergraduate Studies. In particular, in case you are missing an exam due to illness (only with doctor's note) or an emergency, you have to notify me (by email) before the beginning of the exam!

Homework Sheets

Each week on Monday (with exceptions) there will be a homework assignment. These are an integral part of the coursework and working on the exercise sheets consistently is the best preparation for the exams. Note that

Homework Sheets are to be handed in individually at the beginning of class. Alternatively, they can be deposited in a mailbox at the main entrance of Research I at some point before class on Monday (right next to the entrance there is a mailbox labeled "Advanced Calculus"). No late hand ins except with a doctor's note that proves you were sick several days during the time you had working on the homework sheet!

Date Sheet Number Due Date
Sep. 10, 2018 Sheet 1 Sep. 17, 2018
Sep. 17, 2018 Sheet 2 Sep. 24, 2018
Sep. 24, 2018 Sheet 3 Oct. 01, 2018
Oct. 01, 2018 Sheet 4 Oct. 08, 2018
Oct. 08, 2018 Sheet 5 Oct. 15, 2018
Oct. 29, 2018 Sheet 6 Nov. 05, 2018
Nov. 05, 2018 Sheet 7 Nov. 12, 2018
Nov. 12, 2018 Sheet 8 Nov. 19, 2018
Nov. 19, 2018 Sheet 9 Nov. 26, 2018
Nov. 26, 2018 Sheet 10 Dec. 03, 2018

Class Schedule

Will be updated while class is progressing.

Click on the date to download the lecture notes of this day.

RHB = Riley, Hobson, Bence - Mathematical Methods for Physics and Engineering
HW = Hairer, Wanner - Analysis by its History

(Note that the book references given below offer only a rough orientation. Sometimes, only parts of a particular chapter are covered in class.)

Date Topics
Sep. 03, 2018 Polynomials (roots, factorization)
HW I.1 (Polynomial Functions); RHB 1.1
Sep. 05, 2018 Polynomials (polynomial interpolation); Binomial Expansion
HW I.2 (Binomial Theorem); RHB 1.5, 1.6
Sep. 10, 2018 Limits (sequences and their convergence properties)
HW III.1 (Convergence of a Sequence)
Sep. 12, 2018 Limits (sup, inf, limsup, liminf), Continuity (definition, properties, examples, intermediate value theorem)
HW III.1 (Convergence of a Sequence), HW III.3 (Continuous Functions, The Intermediate Value Theorem)
Sep. 17, 2018 Continuity (maximum theorem, limits of functions); Infinite Series (partial sums, difference method)
HW III.3 (The Maximum Theorem, Limit of a Function), HW III.2 (beginning of the chapter); RHB 4.1, 4.2
Sep. 19, 2018 Infinite Series (absolute convergence, rearrangements, convergence criteria)
HW III.2 (Criteria for Convergence, Absolute Convergence); RHB 4.3
Sep. 24, 2018 Infinite Series (Cauchy product); Power Series (radius of convergence, power series of exponential function)
HW III.2 (The Cauchy Product of Two Series; for deeper understanding: Exchange of Infinite Series and Limits), HW I.2 (Exponential Function), HW III.3 (Monotone and Inverse Functions); RHB 4.4, 4.5
Sep. 26, 2018 Inverse Functions (logarithm); Landau Symbols; Complex Numbers
HW parts of I.3 and parts of I.5, HW III.3 (Monotone and Inverse Functions); RHB 3.1-3.3
Oct. 01, 2018 Complex Numbers ctd
HW I.5 (except the Euler's product part); RHB 3.3-3.5
Oct. 03, 2018 German Unity Day, no classes
Oct. 08, 2018 Differentiation (definition, differentiation rules, examples)
HW II.1, III.6 (first section); RHB 2.1.1 - 2.1.4
Oct. 10, 2018 Differentiation (examples, differentiation of power series, implicit differentiation and parametric representation, theorems of Rolle, Lagrange, Cauchy, L'Hospital)
HW III.6 (only parts of it); RHB 2.1.5 - 2.1.7, 2.1.10, 4.6, 4.7
Oct. 15, 2018 Differentiation (L'Hospital, Taylor expansion)
HW II.2 (parts of it), III.6 (The Rules of de L'Hospital), III.7 (Taylor Series); RHB 4.6, 4.7
Oct. 17, 2018 Differentiation (Taylor expansion, minimization and maximization problems, Newton's method)
HW II.2, III.7 (Taylor Series); RHB 2.1.8, 4.6, 27.1.4
Oct. 22, 2018 Reading Day, no classes
Oct. 24, 2018 Midterm Exam (here are some extra exercises for practice, and here are the solutions; let me know if you find or suspect mistakes/typos)
Oct. 29, 2018 Newton Method and Convergence Rate; Integration (Definition of Riemann integral)
HW III.5 (only some parts of Definitions and Criteria of Integrability); RHB 27.2, 2.2.1
Oct. 31, 2018 Day of Reformation, no classes
Nov. 05, 2018 Integration (mean-value theorem, Fundamental Theorem of Differential Calculus, integration by inspection, substitution)
HW II.4 (Primitives, parts of Applications, parts of Integration Techniques), HW III.5 (Integrable Functions, Inequalities and the Mean Value Theorem), III.6 (only parts of The Fundamental Theorem of Differential Calculus); RHB 2.2.2, 2.2.3, 2.2.5, 2.2.7
Nov. 07, 2018 Integration (integration by parts, areas, curve length, recurrence relations, rational functions and partial fractions)
HW II.4 (parts of Integration Techniques), HW II.5 (Integration of Rational Functions); RHB 1.4, 2.2.4, 2.2.6, 2.2.8, 2.2.9, 2.2.13 (Finding the length of a curve)
Nov. 12, 2018 Integration (power series, Taylor series, improper integrals)
HW II.4 (Taylor's Formula with Remainder), III.5 (Integration of Infinite Series), III.6 (Derivatives of Infinite Series) HW III.7 (Differentiation and Integration, Taylor Series), HW III.8; RHB 2.2.10
Nov. 14, 2018 Sequences of Functions (uniform convergence)
HW III.4 (The Limit of a Sequence of Functions)
Nov. 19, 2018 Differential Equations: Introduction and types of integrable ODEs
HW II.7; RHB 14.2.1, 14.2.7 (take a look at other nearby chapters for more methods to find solutions)
Nov. 21, 2018 Differential Equations: Linear homogeneous and inhomogeneous equations
HW II.8; RHB 15-15.1.3; if you would like to know more about differential equations maybe a good start would be the first chapter (specifically the first section about "Phase Spaces") of "Arnol'd - Ordinary Differential Equations"
Nov. 26, 2018 Final remarks about ODEs; Fourier series
concerning Fourier series we are deviating from the books here; a good reference is "Tao - Analysis 2 (Chapter 5)"; see also RHB 12, mostly for applications; the exposition in Courant's book (Chapter IX) is also very nice
Nov. 28, 2018 Fourier series
see above for book references
Dec. 03, 2018 Fourier series
see above for book references
Dec. 05, 2018 Fourier series and PDEs
see above for book references
Dec. 13, 2018 Final Exam (here are some extra exercises for practice, and here are the solutions; let me know if you find or suspect mistakes/typos)

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