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Monday
Wednesday
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10.25-11.35
10.25-11.35
10.25-11.35
Objectives.
(1) To learn some of the mathematical tools that frequently feed into Micro,
Macro and Econometrics.
(2) (Ambitious) To acquire some mathematical sophistication.
Prerequisites. Mathematical content at the level of Sydsaeter and Hammond, the undergraduate Mathematics for Economics textbook in the University of Delhi.
Description. There are 3 parts to the course.
1. Preliminaries, and Optimization (AB)
2. Linear Algebra (SB)
3. Differential Equations (AB)
There will be 2 midterm exams (in September and late October), and
a final exam in November. Internal evaluation includes the midterm exam
marks, and is worth 30 percent of overall marks.
Part 1. The main text well use for this part is
Rangarajan Sundaram. 1996. A First Course in Optimization
Theory. Cambridge University Press. (RS)
An alternative textbook that covers a lot of the same material is
1
http://www.math.brown.edu/treil/papers/LADW/book.pdf]
2. Strang, Gilbert. 2003. Linear Algebra And Its Applications, (3rd Ed).
(GS)
TOPICS in Part 2:
1. Basic concepts of Linear Algebra (e.g. linear spaces, linear combinations,
subspaces, basis, dimension, linear transformation, Fundamental theorem of
linear algebra). Systems of linear equations. Spectral Theory. Inner Product
Spaces (mainly Orthogonal Projections). Quadratic Forms. [Ref: - LADW,
GS].
2
While we will use both LADW & GS, it is difficult to pinpoint the source
of every proof for every result. As with Part 1, Simon and Blume has a
treatment of Linear Algebra. Alternative more advanced textbooks include
those by Helson, and the classic by Halmos. Ordinarily, it is best to study
from a single textbook, besides following and working through the lectures.
Part 3. Differential Equations
Suggested textbooks.
Simmons, George F. Differential Equations. (2nd edition)
D. Leonard and N. van Long (1992). Optimal Control Theory and
Static Optimization in Economics. CUP.
D. Acemoglu (2009). Introduction to Modern Economic Growth. (Appendix B).
Course Content for Part 3: Differential Equations.
Ordinary first order differential equations, systems of differential equations (in particular, systems of 2 differential equations), Stability.