description | syllabus | texts | web | presentations | problems | gallery |

Item | Date | Weight |
---|---|---|

Problem Sets | Every 1 or 2 weeks | 50% |

Midterm | 9-12 Oct | 20% |

Final | 9-13 Dec | 20% |

Report/Presentation | 12-19 Nov | 20% |

Problem sets will be handed out every one or two weeks; we'll see how that turns out in practice. Normally problems will be due on a Thursday, and the aim is to have them graded by Tuesday, when we will devote some portion of the class period to discussing the problems.

The midterm will be on Probability and Statistics, while the final will be on Differential Equations. Both midterm and final will be 24 hour take home exams, which you will complete in any consecutive 24 hour period over a certain time span.

In addition to the problem sets, you will each write a report, and deliver an associated 5-10 minute presentation in class, on Th 12 Nov, with overflow presentations going to Th 19 Nov. Details at Reports and Presentations.

The course will be divided into two parts:

- Probability & Statistics (6 weeks)
- Differential Equations (8 weeks)

**1. Probability & Statistics**

- The need for a prior
- Parameter estimation
- The Rules of Probability, Bayes Theorem
- Likelihood
- c
^{2} - Additivity of irreducible moments, Central Limit Theorem
- Marginalization, Fisher information matrix
- Maximum entropy

- Ordinary Differential Equations
- Numerical methods
- Basic theorems, boundary conditions
- Sturm-Liouville theory
- Green's Functions, transforms

- Partial Differential Equations
- Classification: elliptic, parabolic, hyperbolic, boundary conditions
- Characteristics
- Separation of variables, transforms, similarity

See texts.

p" ASTR 5540 Homepage

description | syllabus | texts | web | presentations | problems | gallery |

**Updated** 9 Sep 1998