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Study Guide Math2 2021

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19 views

Study Guide Math2 2021

Uploaded by

youri.smolders
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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1 Introduction

This study guide explains the goals and procedures around the BSc course Mathematics II with course
code 5EMA0. This is a compulsory course in the second year of the Bachelor College for students in the
Electrical Engineering program. This guide addresses the course as it is held in the fourth quartile of the
academic year 2020-2021.

2 Course setup

2.1 General information


Course title: Mathematics II
Course code: 5EMA0
Quartile: 4
Program: BSc College EE, year 2, compulsory
Type of education: 15 sessions of lectures combined with instruction sessions (15 × 4 hours)
ECTS credits: 5
Course subject: Virtually all engineering designs and modern technological developments in-
volve the optimization of material properties, component interconnections and
control to maximize performance and to minimize uncertainty and risks of sys-
tem or process operations. It is for this reason that probability and optimiza-
tion are omnipresent in modern technological applications and need to be core
topics in any engineering curriculum. This course complies to this need. The
course is divided into two modules. In the Probability Theory module, an intro-
duction to Probability Theory is given. In particular, discrete and continuous
random variables are discussed and you will see how to deal with pairs and
sums of random variables. In the Optimization module, the basic principles
of optimization theory and mathematical programming are treated, with em-
phasis on convex optimization and numerical tools to solve specific classes of
constrained optimization problems.
Lecturers: dr. Jacques Resing (responsible lecturer, probability theory)
dr. Rudi Pendavingh (lecturer, optimization)
Course material: There is a recommended book for the Probability Theory module: R.D. Yates
and D.J. Goodman, “Probability and Stochastic Processes: A Friendly Intro-
duction for Electrical and Computer Engineers, 3rd Edition, International Stu-
dent Version, ISBN 978-1118808719.
All other material is made available via Canvas

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2.2 Learning goals and content

After completing this course the student will be able to:

• Calculate probabilities of certain events and to count number of possible outcomes in an event
• Describe and to do calculations with discrete random variables

• Describe and to do calculations with continuous random variables


• Recognize certain families of random variables in engineering applications
• Describe and to do calculations with pairs of random variables
• Use moment generating functions and the central limit theorem

• Translate problems that appear in engineering into mathematical optimization problems


• Classify optimization problems based on their structural properties
• Identify the correct solution methods for certain classes of optimization problems

• Apply correct solution methods for linear optimization problems


• Apply correct solution methods for convex optimization problems
• Analyze candidate optimal solutions via Lagrange duality theory

The course has the following core subjects:

• Probabilities
• Discrete random variables
• Continuous random variables

• Pairs and sum of random variables


• Unconstrained optimization problems
• Gradient and Newton optimization algorithms

• Linear optimization
• Convex optimization
• Lagrange duality theory
• KKT conditions for constrained optimization problems

2.3 Position in the curriculum


Prior knowledge: Calculus variant B (2WBB0), Mathematics I (2DE20).
Follow-up courses: MSc courses in all fields of technical Engineering

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2.4 Educational format and grading

Educational format
There are 8 hours/week planned in the schedule of Q4 (time block E). Lecture slides and exercise sets are
made available for each class through CANVAS.
Grading
The assessment of the course consists of the following parts

• Interim test (20% of the final grade)

• Homework assignment (10% of the final grade)


• Final exam (70% of the final grade (30% Probability theory, 40% Optimization)).

Interim test
The interim test will be based on the material that is presented during the lectures 1–4 of the Probability
Theory module.
Homework assignment
During one of the lectures in the Optimization module a homework assignment will be distributed. More
details will be given in a later stage via CANVAS.
Final exam
The final exam is scheduled during one of the exam weeks at the end of Q4. The resit exam is scheduled
during the interim period.

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