Princeton University
Department of Civil Engineering
and Operations Research
CIV 506/APC 506
Real Analysis for Engineering
Course Information
Fall 1993

Robert J. Vanderbei, ACE-42, 8-0876
1:30-2:20 MWF, E-223 (tentative)
Office Hours:
3:00-6:00 W, ACE-42

1 Preface

The goal of this course is to cover the basics of analysis in a form suitable for engineers. The aim is to prepare students for advanced courses in differential equations, stochastics, optimization and related topics.

The students are assumed to have some maturity: they should be familiar with linear algebra and ordinary calculus. The exercises are provided with three aims:

The course starts with the primitive notions and a review of the properties of real numbers. Then, ideas of closeness, distance, convergence, and continuity are developed by way of metric spaces. These notions are then used to develop the derivative and its properties. Next, we cover the theory of integration, and its basic tools, in abstract measure spaces. Finally, fixed point theory, integral equations, Fourier analysis, and convergence of certain algorithms will be covered.

There will be weekly assignments and a final exam. The assignments will count for 75% of the final grade and the final exam will count for the other 25%.

2 Outline

3 References

The following texts have been put on reserve in the Engineering library: