Graduate course: Classical papers in applied mathematics (7.5hp)
Schedule: Every second Friday at 13.15-15.00 starting January 31st until June 6th,
in room 3418 Lindtedsvagen 25, KTH
We will together read
- Kalman, R.E. (1960). "A new approach to linear filtering and prediction problems". Journal of Basic Engineering 82 (1): 35–45.
- C. E. Shannon (January 1949). "Communication in the presence of noise" Proc. Institute of Radio Engineers 37 (1): 10–21.
- L. Bachelier, Théorie de la spéculation. Annales scientifiques de l'É.N.S. 3e série, tome 17 (1900), p. 21-86.
(finns engelsk översättning)
- Black, Fischer; Scholes, Myron. "The Pricing of Options and Corporate Liabilities". Journal of Political Economy 81 (3): 637–654, 1973.
- N. Karmarkar. A new polynomial-time algorithm for linear programming. Combinatorica, 4:373-395, 1984.
http://retis.sssup.it/~bini/teaching/optim2010/karmarkar.pdf
- K. Ito: On stochastic differential equations: Memoirs of the AMS vol. 4, 1951.
- J. von Neumann and H.H. Goldstine, Numerical inverting of matrices of high order, Bull.
Amer. Math. Soc., 53 (1947), pp. 1021-1099.
- A. Brandt, "Multi-level adaptive solutions to boundary-value problems,"
Mathematics of Computation 31 (1977), 333-390.
- Lax P. D. and Richtmyer R. D.: Survey of the stability of linear finite difference equations. Comm. Pure Appl. Math. IX, 267–293, (1956).
We will for each paper have roles as Historians, Mathematicians and Experimentalists.
Welcome!
Anders Szepessy