Mathematical modelling

The mathematical modelling of physical systems is based upon differential equations and linear algebra. This unit will introduce fundamental techniques for studying linear systems and differential equations, focusing on applications to physical systems. The topics in linear algebra to be considered include eigenvalues and eigenvectors, diagonalisation of square matrices, matrix functions, LU-decomposition, applications. The topics in optimisation include Lagrange multipliers, the method of least-squares, linear programming, applications. Finally, the topics in differential equations include matrix solutions of constant coefficient systems of ordinary differential equations, conservative systems and phase-planes of simple non-linear ordinary differential equations. Solutions of first order partial differential equations will be analysed and applied to real world problems. You will be introduced to the Mathematica computer package, and learn how to use it for analytical and numerical calculations and graphics. Mathematica will be integrated into most activities.