math 3 for IPSP physics WS 2021/22

in-person lectures on Thursdays and Fridays 9:15-11, Theoretical Lecture Hall. some of these lectures are streamed via https://conf.fmi.uni-leipzig.de/b/jan-jvp-zhe-h5l

in-person tutorials on Fridays 13:30-15, Small Lecture Hall

office hours 15-16 on Fridays, room 225 (the same, physics building)

materials/literature I recommend taking notes at the lecture, I am not following a single source; having said that

for the first part of the course (multivariate integral)


overview of the semester:

Part A. Multivariate integration theory and vector calculus

  1. Recalling/updating integration theory from math1/2
    • Riemann/Darboux definitions, their equivalence
    • basic properties of integrals
  2. Peano-Jordan measure
    • elementary sets
    • inner/outer measure, its properties
    • pathological sets
    • definition of Peano-Jordan measure
    • zero-measure sets
    • set-theoretical properties of Peano-Jordan measure
    • equivalence of measurability and boundary having zero measure
    • graph of a continuous functions is zero measure
  3. Introduction to integration theory of multivariable, real functions
    • partitions of measurable sets
    • Riemann/Darboux definitions in multi-d
    • basic properties of multi-d integrals (algebraic ones, set-theoretic ones, continuity on closure implies integrability)
    • three important inequalities (Minkowski, Holder, Jensen)
  4. Iterated integrals and Fubini
    • 2d Fubini: normal sets, proof of 2d Fubini, examples
    • 3d and multi-d Fubini, examples
    • ultranormal sets, remarks on relaxing assumptions in Fubini theorem
  5. Change of variables
    • 1d motivation
    • diffeomorphisms
    • change of variables formula, sketch of proof
    • examples: angular, cylindrical, spherical
  6. Improper integrals
  7. Elements of more advanced material: more general assumptions (in Fubini, variable change) thanks to Lebesgue theory, example of ‘failure’ of Fubini, monotone and dominated convergence theorems, differentiation of integral with a parameter and ‘Feynman’s trick’
  8. Introduction to integration of real functions on manifolds
    • curves, tangent vector, regular and arc-length parametrisation, Frenet-Serret frame
    • manifold: definition, examples, tangent and normal spaces, zero sets
  9. Integrations of vector fields on manifolds
    • integrals along curves, conservative/ potential vector fields, curl-free fields, Green’s theorem
    • integration over manifolds of codimension-1, Gauss’ theorem
    • classical Stokes theorem

Part B. Ordinary Differential Equations

sources:

  • lecture notes,
  • oversimplified source: selected topics from two initial Chapters of Boyce&DiPrima Elementary Differential Equations and Boundary Value Problems, 11th edition
  • best-match source: selected topics from Chapter 1 of Nagy Ordinary Differential Equations, notes homepage https://users.math.msu.edu/users/gnagy/teaching/ode.pdf (with some links to related solution videos)
  • slightly more advanced reference: Teschl Ordinary Differential Equations and Dynamical Systems, book’s homepage: https://www.mat.univie.ac.at/~gerald/ftp/book-ode/
  1. notation, Initial Value Problem
  2. linear first order ODEs, examples
  3. Hadamard well posedness
  4. non-linear first order ODEs: examples of troublemakers, Bernoulli, exact and semi-exact ODEs
  5. general theory: Picard-Lindelof, its extensions, Peano, stability via Gronwall