Advanced Calculus and Methods of Mathematical Physics

Course number: CH-202-A

Constructor University, Spring 2023

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Contact Information

Instructor: Prof. Sören Petrat
Email: spetrat AT constructor.university
Office: 112, Research I

Teaching Assistant: Abdullah Irfan Basheer

Time and Place

Class:
Tue. 11:15 - 12:30, Research I lecture hall
Fri. 08:15 - 09:30, Research I lecture hall
Tutorial:
Tue. 15:45 - 17:00, Research I lecture hall

Syllabus

All the most recent information about class can be found on this website.

Official Course Description

This module covers advanced topics from calculus that are part of the core mathematics education of every Physicist and also forms a fundamental part of the mathematics major. It features examples and applications from the physical sciences. The module is designed to be taken with minimal pre-requisites and is tightly coordinated with the parallel module Calculus and Elements of Linear Algebra II. The style of development strives for rigor, but avoids abstraction and prefers simplicity over generality.

Textbooks

For more related material, see the lecture notes on the class website of Calculus and Linear Algebra II (Spring 2020).

Total Grade

The total grade is only based on the final exam. There is the possibility for bonus points (up to 10% in the percentage grading scheme), see below. Note that the module "Applied Mathematics" consists of this class and the "Numerical Software Lab". The total module grade is 2/3 the grade of this class and 1/3 the grade of the lab.

Exams

There will be one final exam and one make-up final exam. All topics discussed in class are relevant for the exams. Note that this class uses gradescope for grading exams, see here for more information. (Note: Just talk to the instructor if you prefer that gradescope is not used for your exam.)

For practice, here are some exams (with solutions) from the Spring 2020 class.

Homework Sheets

There will be regular homework assignment. These are an integral part of the coursework and working on the exercise sheets consistently is the best preparation for the exam. As an additional motivation to work on the homework sheets there are bonus points. These are obtained in the following way. An average homework grade in percentage scale is computed out of all but the two worst homework sheets; it is rounded up to the next integer. The bonus points are attributed in the following way:
Total homework grade Bonus
0% - 10% and at least one homework sheet with at least one point for each exercise. 1%
11% - 20% 2%
21% - 30% 3%
31% - 40% 4%
41% - 50% 5%
51% - 60% 6%
61% - 70% 7%
71% - 80% 8%
81% - 90% 9%
91% - 100% 10%
Important: The bonus cannot change a failing grade into a passing grade; e.g., if you got a total bonus of 10% but only 35% in the exam, you have still failed the class with this 35% grade. (And also note that the maximum possible grade for any class is 100%.)

The homeworks can be handed in in class before the due date.

Date Sheet Number Due Date
Feb 07, 2023 Sheet 1 Feb 14, 2023
Feb 14, 2023 Sheet 2 Feb 21, 2023
Feb 21, 2023 Sheet 3 Feb 28, 2023
Feb 28, 2023 Sheet 4 Mar 7, 2023
Mar 7, 2023 Sheet 5 Mar 14, 2023
Mar 14, 2023 Sheet 6 Mar 21, 2023
Mar 21, 2023 Sheet 7 Mar 28, 2023
Mar 28, 2023 Sheet 8 Apr 11, 2023
Apr 11, 2023 Sheet 9
See here for a picture regarding Problem 4.
Apr 18, 2023
Apr 18, 2023 Sheet 10 Apr 25, 2023
Apr 25, 2023 Sheet 11 May 02, 2023
May 02, 2023 Sheet 12 May 09, 2023
May 09, 2023 Sheet 13. See here for solutions (except exercise 3). not for credit

Table of Contents

Chapter 1: Sequences and Series of Functions
1.1: Review of Differentiation, Integration, and Taylor's Theorem
1.2: Sequences of Functions
1.3: Power Series
1.4: Metric and Normed Spaces

Chapter 2: Derivatives
2.1: Total and Partial Derivatives
2.2: Higher Order Derivatives
2.3: The Inverse and Implicit Function Theorems

Chapter 3: Integrals
3.1: Partial Integrals
3.2: The Riemann Integral in R^n
3.3: Line Integrals
3.4: Green's Theorem
3.5: Surface Integrals
3.6: Divergence Theorem

Chapter 4: Fourier Series

Chapter 5: Complex Analysis

Class Schedule

Will be updated while class is progressing.

Below, please click on the date to download the lecture notes of this day.

(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
Feb. 03, 2023 Organization and brief review of continuity and differentiability
Any Analysis or Calculus textbook.
Feb. 07, 2023 Brief review of Riemann integral and Taylor series
See the lecture notes by Sloughter and the ones by Folland.
Feb. 10, 2023 Taylor series ctd; uniform covergence
For Taylor series, see the references from Feb 4. For uniform convergence, see, e.g., the lecture notes by Levermore (Sections 12.1 and beginning of 12.2) and Ramakrishnan (beginning of Section 11.1).
Feb. 14, 2023 Uniform covergence ctd; Convergence tests for series
For uniform convergence, see the references from Feb 10. For infinite series, see, e.g., some of my old lecture notes: Session 2 (Calculus and Linear Algebra II, Spring 2020) and Session 6 (Advanced Calculus, Fall 2018).
Feb. 17, 2023 Power series
Power series: See lecture notes above and Session 7 (Advanced Calculus, Fall 2018).
Feb. 21, 2023 Topological spaces, metric spaces, normed spaces, inner product spaces
See parts of Chapter 1.1 in Kantorovitz.
Feb. 24, 2023 Compactness; The derivative as a linear map
A more detailed exposition of compactness is in Chapter 1.2 in Kantorovitz. The derivative is introduced in Kantorovitz in Chapter 2.1 in two steps: first for real-valued functions in "The Differential", and only later for vector-valued functions in "The Differential of a Vector Valued Function". In class, we gave the latter more general definition right away. A good reference for the approach in class is also Rudin Chapter 9: "Differentiation".
Feb. 28, 2023 Total, partial and directional derivatives
See Kantorovitz: Chapter 2.1. (Also Rudin: Chapter 9: "Differentiation").
Mar. 03, 2023 Total, partial and directional derivatives
See Kantorovitz: Chapter 2.1. (Also Rudin: Chapter 9: "Differentiation").
Mar. 07, 2023 Gradient; Higher derivatives and Taylor series in many variables
See Kantorovitz: parts of Chapter 2.2. (Also Rudin: parts of Chapter 9: "Derivatives of Higher Order").
Mar. 10, 2023 The Hessian; Maxima and Minima
See Kantorovitz: parts of Chapter 2.2 (Local Extrema).
Mar. 14, 2023 Inverse and implicit function theorems
Kantorovitz proves the Implicit Function Theorem first, and then the Inverse Function Theorem as a corollary. This is done in Chapters 3.1-3.3. In class, we rather follow the approach by Rudin in Chapter 9 "The Inverse Function Theorem", where the Implicit Function Theorem is proved after the Inverse Function Theorem.
Mar. 17, 2023 Inverse and implicit function theorems (proofs)
Same references as for previous class.
Mar. 21, 2023 Partial Integrals (uniform continuity, Leibniz rules I and II)
Kantorovitz Chapter 4.1 (up to Example 4.1.5).
Mar. 24, 2023 Partial integrals (Examples, Leibniz rule III, and order of integration)
Kantorovitz Chapter 4.1 (from Example 4.1.5 to Example 4.1.11).
Mar. 28, 2023 The Riemann integral in several dimensions
Reference: Kantorovitz Chapter 4.2 (until Theorem 4.2.4).
Mar. 31, 2023 Properties of the Riemann integral; Normal domains; Change of variables
Kantorovitz Chapter 4.2 (from Theorem 4.2.4 onwards). Note: This chapter covers many more interesting examples.
Apr. 04, 2023 No class (spring break)
Apr. 07, 2023 No class (spring break)
Apr. 11, 2023 Polar/spherical/cylindrical coordinates; Curves and their length
Kantorovitz Chapter 4.3 (first part).
Apr. 14, 2023 Line integrals; Conservative vector fields
Kantorovitz Chapter 4.3 (Line Integrals and beginning of Conservative Fields.
Apr. 18, 2023 Potentials and conservative vector fields
Kantorovitz Chapter 4.4 (and 4.3.9 Exact Differential Form and Potential).
Apr. 21, 2023 Green's theorem
Kantorovitz Chapter 4.4.
Apr. 25, 2023 Surface integrals
Kantorovitz Chapter 4.5 (first 4 pages).
April 28, 2023 Divergence theorem, Stokes' theorem
Kantorovitz Chapter 4.5.
May 02, 2023 Divergence theorem, Stokes' theorem (Continuity equation, Maxwell's equations); Fourier series
Kantorovitz Chapter 4.5.
May 05, 2023 Fourier Series
See the lecture notes from Sessions 21-24 from Advanced Calculus (Fall 2018). Good references for Fourier Series are: "Tao - Analysis 2" (Chapter 5), and Riley, Hobson, Bence Chapter 12 (mostly for applications); the exposition in Courant's book "Differential and Integral Calculus Volume I" (Chapter IX) is also very nice.
May 09, 2023 Complex Analysis (holomorphic functions, Cauchy's integral theorem)
A good exposition is in Riley, Hobson, Bence, Chapter 24: Complex variables. Complex Analysis is its own field, and there are many good books about it, e.g., Stein and Shakarchi - Complex Analysis.
May 12, 2023 Complex Analysis (Cauchy's integral formula, Laurent series, residue theorem)
See previous session.
May 26, 2023 Final exam
Aug 25, 2023 Make-up Final exam

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