31C01100 - Taloustieteen matemaattiset menetelmät, Luento-opetus, 13.9.2021-17.12.2021
Kurssiasetusten perusteella kurssi on päättynyt 17.12.2021 Etsi kursseja: 31C01100
Osion kuvaus
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Lecture 1 TiedostoPdf-tiedosto
Course introduction; Systems of linear equations; Gauss-Jordan elimination method
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Lecture 2 TiedostoPdf-tiedosto
Systems of linear equations in matrix form; Rank of a matrix; Existence and multiplicity of solutions for systems of linear equations
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Lecture 3 TiedostoPdf-tiedosto
Matrix algebra; Nonsingular and invertible matrices; Determinant of a matrix; Cramer's rule
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Exercise from Lecture 3 (updated 28.9.2021) TiedostoPdf-tiedosto
This document contains the detailed steps on how to obtain the inverse matrix in the Exercise at the end of Lecture 3
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Lecture 4 (updated 27.9.2021) TiedostoPdf-tiedosto
Vectors in \( \mathbb{R}^n \); Linear combinations; Linear independence; Basis and dimension of subsets of \( \mathbb{R}^n \)
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Lecture 5 TiedostoPdf-tiedosto
Functions of several variables; Limits; Continuity; Partial derivatives
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Lecture 6 TiedostoPdf-tiedosto
Total differential and linear approximations; Open and closed sets; Continuously differentiable functions; Chain rule; Higher-order derivatives and Hessian matrix
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Lecture 7 TiedostoPdf-tiedosto
Implicit function theorem; Homogeneous functions
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Lecture 8 TiedostoPdf-tiedosto
Concave and convex functions; Definite and semidefinite matrices
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Lecture 9 (updated 11.10.2021) TiedostoPdf-tiedosto
Unconstrained optimization; Weierstrass theorem; Local and global extrema
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Lecture 10 TiedostoPdf-tiedosto
Quadratic forms; Positive monotone transformations
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Lecture 11 (updated 19.10.2021) TiedostoPdf-tiedosto
L'Hôpital's rule; Infinite series; Review
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Lecture 12 TiedostoPdf-tiedosto
Two-variable optimization problems with one equality constraint
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Lecture 13 TiedostoPdf-tiedosto
Optimization problems with n variables and m equality constraints
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Lecture 14 (updated 16.11.2021) TiedostoPdf-tiedosto
Optimization problems with inequality constraints; Kuhn-Tucker formulation
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Lecture 15 (updated 17.11.2021) TiedostoPdf-tiedosto
Optimization problems with mixed constraints; Envelope theorems
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Lecture 16 TiedostoPdf-tiedosto
Envelope theorems; First-order linear difference equations
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Lecture 17 TiedostoPdf-tiedosto
Systems of first-order linear difference equations; Eigenvalues and eigenvectors
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Lecture 18 TiedostoPdf-tiedosto
Nonhomogeneous systems of first-order linear difference equations; Repeated and complex eigenvalues
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Exercises from Lecture 18 TiedostoPdf-tiedosto
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Lecture 19 TiedostoPdf-tiedosto
First-order ordinary differential equations; Separable first-order differential equations; Linear first-order differential equations
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Lecture 20 TiedostoPdf-tiedosto
Linear second-order differential equations; Stability
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Lecture 21 TiedostoPdf-tiedosto
Systems of ordinary differential equations; Stability
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Lecture 22 TiedostoPdf-tiedosto
Review
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