Mathematics 522 - Fourier Methods

The course introduces and uses Fourier series and Fourier transform as a tool to understand varies important problems in applied mathematics: linear ODE & PDE, time series, signal processing, etc. We'll treat convergence issues in a non-rigorous way, discussing the different types of convergence without technical proofs. Topics: complex numbers, sin & cosine series, orthogonality, Gibbs phenomenon, FFT, applications, including say linear PDE, signal processing, time series, etc; maybe ending with (continuous) Fourier transform.

MATH 235, 300, and 331