This course complements the Analysis and Linear Algebra courses by providing further mathematical background and practice required for 3rd year physics courses, in particular electrodynamics and quantum mechanics.
Participants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects.
In physics and mathematics, the Fourier transform (FT) is a transform that converts a function into a form that describes the frequencies present in the original function. The output of the transfo
A Fourier series (ˈfʊrieɪ,_-iər) is an expansion of a periodic function into a sum of trigonometric functions. The Fourier series is an example of a trigonometric series, but not all trigonometric s
In mathematics, the integral of a non-negative function of a single variable can be regarded, in the simplest case, as the area between the graph of that function and the X-axis. The L
A fast Fourier transform (FFT) is an algorithm that computes the discrete Fourier transform (DFT) of a sequence, or its inverse (IDFT). Fourier analysis converts a signal from its original domain (
In mathematics, the discrete Fourier transform (DFT) converts a finite sequence of equally-spaced samples of a function into a same-length sequence of equally-spaced samples of the discrete-time F
In mathematics, Fourier analysis (ˈfʊrieɪ,_-iər) is the study of the way general functions may be represented or approximated by sums of simpler trigonometric functions. Fourier analysis grew from