1. Measure and Integration Theory:
σ-algebra and product σ-algebra, measurable spaces and measurable
functions, measure, construction of the abstract Lebesgue integral,
convergence theorems, product measure and Fubini's theorem, Lp spaces, the
dual of the C(K) space, Jordan decomposition of signed measures, Lebesgue
decomposition into absolutely continuous and singular parts, invariant
measures on locally compact topological groups (existence, uniqueness, and
examples), generalizations of integration (Bochner and Pettis integrals).
Literature:
P. Malliavin, Integration and Probability (Chapters I-III), Springer.
D. L. Cohn, Measure Theory, Birkhäuser, 1980.
J. Diestel and J.J. Uhl, Vector Measures, AMS, 1977.
2. Operator Algebras:
Topologies on bounded operators in Hilbert spaces, elementary theory of
C*-algebras: positive linear functionals, commutative algebras, Gelfand
representation theorems, GNS construction; elementary theory of von
Neumann algebras: von Neumann's double commutant theorem, Kaplansky's
density theorem; geometry of projections, types of factors.
Literature:
R. V. Kadison, J. Ringrose, Fundamentals of the Theory of Operator
Algebras (Volume I), Academic Press.
G. K. Pedersen, C*-Algebras and Their Automorphism Groups, Academic Press,
1979.
3. Matrix Analysis:
Eigenvalues, singular values, and eigenvectors of matrices, positive
definite matrices, matrix norms, the majorization relation, operator
monotone and operator convex functions, differentiation of matrix
functions, nonnegative matrices.
Literature:
R. Bhatia, Matrix Analysis, Springer.
4. Complex Analysis:
Complex line integrals, Cauchy formulas, Liouville's theorem, maximum
principle and its variants (harmonic functions, Phragmén-Lindelöf theorems),
Morera's theorem, residue theorem and its applications, conformal mappings,
Weierstrass product, Mittag-Leffler theorem, analytic continuation.
Literature:
J. Bak, D. J. Newman, Complex Analysis, Springer.
J. Duncan, The elements of complex analysis, Wiley. 1968
H. A. Priestley, Introduction to Complex Analysis, Oxford Sci. Pub., 1990.
5. Fourier Analysis:
Convergence of Fourier series: Dirichlet kernel, Fejér kernel, convergence
criteria, divergence phenomena. Fourier coefficients. Bochner's theorem.
Properties of the Fourier transform. Fourier analysis on locally compact
Abelian groups: duality, structure theorem, multiplier problem.
Literature:
M. Rudin, Fourier Analysis on Groups (Chapters I-V), Intersciences Publ.
Edwards, Fourier Series I.
6. Functional Analysis:
Topological vector spaces, Banach spaces, dual spaces, the Fourier
transform and the space of rapidly decreasing functions, basics of
distribution theory, compact operators, elementary theory of Banach
algebras, bounded operators in Hilbert spaces, the spectral theorem, the
Cayley transform, self-adjoint operators, operator semigroups.
Literature:
W. Rudin, Functional Analysis, John Wiley.
J. B. Conway, A Course in Functional Analysis, Springer.
7. Linear Systems:
Linearization of problems. The transition matrix. Matrix exponential
functions and inhomogeneous linear differential equations. Periodic
equations. Asymptotic behavior. Linear time-varying and time-invariant
systems. Controllability. Observability. The weighting pattern and minimal
realizations. The time-invariant case: frequency response. Realization
theory, McMillan degree. Feedback. Positive linear systems. Application of
the least squares method. Stability. Digital filters and linear systems.
Hardy spaces. Approximation and interpolation. Hankel norm approximation
and minimization. System reduction.
Literature:
R. W. Brockett, Finite Dimensional Linear Systems, John Wiley, 1970.
C. K. Chui and G. Chen, Discrete Optimization, Springer, 1997.
8. Approximation Theory:
Existence and uniqueness of best approximation. Approximation by linear
operators, Korovkin's theorem, Bernstein operator. Lagrange interpolation.
Uniform convergence of best approximation, Weierstrass-type theorems. Best
approximation in integral norms, orthogonal polynomials. Interpolation and
approximation with spline functions. Extremal properties of Chebyshev
polynomials.
Literature:
M. J. D. Powell, Approximation Theory and Methods, Cambridge Univ. Press,
1988.
R. A. Devore, G. G. Lorentz, Constructive Approximation, Springer, 1991.
9. Numerical Methods:
Error analysis; direct and iterative solutions of linear systems of
equations; approximate calculation of eigenvalues and eigenvectors;
numerical solutions of nonlinear equations and systems of equations;
interpolation; approximation in the least squares sense; numerical
integration; numerical solutions of initial and boundary value problems
for ordinary differential equations.
Literature:
K. Atkinson, W. Han, Theoretical Numerical Analysis, Springer, 2007.
D. Kincaid, W. Cheney, Numerical Analysis, American Mathematical Society,
2009.
A. Quarteroni, R. Sacco, F. Saleri, Numerical Mathematics, Springer, New
York, 2000.
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