Teacher
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PROCESI MICHELA
(syllabus)
1. Functions of n real variables Vector spaces. Scalar product (Cauchy-Schwarz inequality), norm, distance, standard topology, compactness in Rn.
Continuous functions from Rn to Rm. Continuity and uniform continuity. Weierstrass theorem. Definitions of partial and directional derivatives, differentiable functions, gradient, Prop .: a continuous differentiable function and has all the directional derivatives. Schwarz's Lemma total differential theorem. Functions Ck, chain rule. Hessian matrix. Taylor's formula at second order. Maximum and minimum stationary points Positive definite matrices. Prop: maximum or minimum points are critical points; the critical points in which the Hessian matrix is positive (negative) are minimum (maximum) points; the points critics in which the Hessian matrix has a positive and a negative eigenvalue are saddles. Functions that can be differentiated from Rn to Rm; Jacobian matrix. Jacobian matrix of the composition.
2. Normed spaces and Banach spaces Examples. Converging and Cauchy sequences. Equivalent rules. Equivalence of the norms in Rn. The space of the continuous functions with the sup norm a Banach space. The fixed point theorem in Banach spaces Teo. 6:10
3. Implicit functions The theorem of implicit and Inverse functions. Constrained maxima and minima, Lagrange multipliers.
4. Ordinary differential equations Examples: equations with separable variables, linear systems with constant coefficients (solution with matrix exponential). Existence and uniqueness theorem. Linear systems, structure of solutions, wronskian, variation of constants.
(reference books)
Analisi Matematica II, Giusti - Analisi Matematica II, Chierchia
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