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Бакалавриат 2019/2020

Методы математического анализа

Направление: 38.03.01. Экономика
Когда читается: 3-й курс, 1, 2 модуль
Формат изучения: без онлайн-курса
Язык: английский
Кредиты: 5
Контактные часы: 64

Course Syllabus

Abstract

This course is a continuation of Calculus MT1 174 which is taught for the second-year students. It lasts for one (fall) semester. Upon completion of Further Calculus students will have to take the University of London (UoL) exam at the end of the fourth semester of their studies at ICEF.
Learning Objectives

Learning Objectives

  • Enable students to acquire further skills in the techniques of calculus
  • Prepare students for further courses in mathematics and related subjects like econometrics and actuarial science
  • Enable understanding of the principles underlying the subject of calculus
Expected Learning Outcomes

Expected Learning Outcomes

  • handle the evaluation of the limits by performing changes of the variables/ employing Taylor; expansion and L’Hopitale rule
  • approximate the value of definite integral by the upper and lower estimates of sums
  • apply Direct Comparison and Limit Comparison Test enabling to assess the convergence of such integrals
  • change the variables technique along with the change in order of integration in repeated integrals
  • check the uniform convergence of the improper integrals with parameter, manipulations include: differentiation and integration with respect to parameter along with the continuity of such integrals
  • Appyly Laplace transform to the solution of differential equations
Course Contents

Course Contents

  • Limits
  • The Riemann integral
  • Improper integrals
  • Double integrals
  • Manipulation of integrals. An introduction to the Lebesgue integral
  • Laplace transforms
Assessment Elements

Assessment Elements

  • non-blocking home assignments
  • non-blocking Mid-term test
  • non-blocking December exam
  • blocking UOL exam in May
Interim Assessment

Interim Assessment

  • Interim assessment (2 module)
    0.25 * December exam + 0.25 * home assignments + 0.25 * Mid-term test + 0.25 * UOL exam in May
Bibliography

Bibliography

Recommended Core Bibliography

  • Advanced mathematical methods, Ostaszewski, A., 2002

Recommended Additional Bibliography

  • Calculus : concepts and methods, Binmore, K., 2001