Advanced Methods: Transforms

This subject develops the mathematical methods of applied mathematics and mathematical physics with an emphasis on integral transform and related techniques. An introduction is given to the calculus of variations and the Euler-Lagrange equation. Advanced complex contour integration techniques are used to evaluate and invert Fourier and Laplace transforms. The general theory includes convolutions, Green’s functions and generalized functions. The methods of Laplace, stationary phase, steepest descents and Watson’s lemma are used to asymptotically approximate integrals. Throughout, the theory is set in the context of examples from applied mathematics and mathematical physics such as the brachistochrone problem, Fraunhofer diffraction, Dirac delta function, heat equation and diffusion.