OVERVIEW

The course deals with mathematical methods allowing to formalize and solve problems coming from the real world. For instance, the course will investigate how to model physical phenomena such as heat diffusion or wave propagation, as well as how to control in an optimal way a given process.

 

Teaching methods

Traditional lessons

 

SYLLABUS/CONTENT

After the first part of the course the students will be able to use mathematical methods to describe real-world phenomena, such as heat diffusion and wave propagation. More specifically, they will be able to classify and manage the main analytical solution methods for linear partial differential equations. In the second part, the students will learn to manage multistage optimal control problems by means of dynamic programming. Lastly, basic notions of nonlinear programming tools will be investigated to better understand their use in the first two parts of the course.

 

RECOMMENDED READING/BIBLIOGRAPHY

[1] D.P. Bertsekas, “Dynamic Programming and Optimal Control”, Athena Scientific, 2005.

[2] F.S. Hillier, G.J. Lieberman, “Introduction to Operations Research”, McGraw-Hill, 2001.

[3] R. Courant, D. Hilbert, “Methods of Mathematical Physics”, Interscience Publishers, 1973.

[4] R. Bracewell, “The Fourier Transform and its Applications”, McGraw Hill, 1999.

[5] P.V. O’Neil, “Advanced Engineering Mathematics”, Brooks Cole, 2003.

 

Exam Board

MAURO GAGGERO (President)

MASSIMO PAOLUCCI (President)

MARCELLO SANGUINETI

Teaching methods

Traditional lessons

 

LESSONS START

19/9/2016

Exam description

The examination mode consists of an oral test to ensure learning of the course content.

Assessment methods

The oral exam focuses on the learning of one or two subjects from those discussed in class.

Exam schedule