FSF 3950 Graduate course: Classical papers in applied mathematics (7.5hp)

Schedule: Meetings starting 2021 February 1st, 10.15-12.00. Preliminary plan to continue this time every second week 1/2, 15/2, 1/3, 15/3, 29/3, 12/4, 26/4, 10/5, 24/5, 7/6 using Zoom-room 68118295112

https://kth-se.zoom.us/j/68118295112

We will in this order 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" P roc. Institute of Radio Engineers 37 (1): 10–21.
Courant, R., Friedrichs, K. & Lewy, H. Über die partiellen Differenzengleichungen der mathematischen Physik. Math. Ann. 100, 32–74 (1928), translated in Courant, R.; Friedrichs, K.; and Lewy, H. "On the Partial Difference Equations of Mathematical Physics." IBM J. 11, 215-234, 1967.
L. Bachelier, Théorie de la spéculation. Annales scientifiques de l'É.N.S. 3e s érie, tome 17 (1900), p. 21-86. (finns engelsk översättning)
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.
Herbert Robbins and Sutton Monro, A Stochastic Approximation Method, Ann. Math. Statist. Volume 22, Number 3 (1951), 400-407.
Lax P. D. and Richtmyer R. D.: Survey of the stability of linear finite difference equations. Comm. Pure Appl. Math. IX, 267–293, (1956).
G. Cybenko, Approximation by superpositions of a sigmoidal function, Mathematics of Control, Signals and Systems volume 2, pages303–314(1989)

We will for each paper have roles as Historians, Mathematicians and Experimentalists. The first lecture will be used to set up which role you have in the different papers. If you cannot come then, send Pierre and Anders your priorities. Each student will present one paper as historian, another paper as mathematician and a different paper as experimentalist.

Welcome!

Pierre Nyquist
Anders Szepessy

FSF3950 VT21 (60381) Classical Papers in Applied Mathematics