12

CALCULUS (Part of Module 061012) Dr. J. Bolton

This course will seek to consolidate and expand the knowledge you already have of this
extremely important area of mathematics. Applications of calculus occur throughout mathematics
and the sciences, so a good grasp of this subject is vital. The main idea involved, that of a
limiting process, will be further discussed in your Analysis course next term.
Recommended books
All mathematicians have to understand calculus, so there are many books aimed at this large
market. Here are three of them.
*G.B. Thomas and R.L. Finney, Calculus and analytic geometry, 9th edition,
Addison Wesley (ISBN 0-201-60700-X). Approximately £25.
R.A. Adams, Calculus, a complete course, Addison Wesley
(ISBN 0-201-50944-X). Approximately £20.

S.L. Salas and E. Hille, Calculus, 6th edition, Wiley (ISBN 0-471-51751-8).
Approximately £20.
Each of these contains material which is useful for several other first-year courses.
 13

Calculus - 061012
Term I
Introduction (3)
Real numbers (not axiomatics). 2 is irrational (as example of proof by contradiction).
Inequalitites and their manipulation. a + b ≥ a + b ≥ a − b . Finite arithmetic and geometric
progressions.

Trigonometric and exponential functions, complex numbers (5)

Geometric definition of sin x and cos x. Addition theorems. Complex numbers as ordered
pairs. Conjugate, modulus, argument. Argand plane. Complex interpretation of elementary
geometry, e.g. circle, perpendicular bisector, rotation through π / 2. Statement of
a + b ≥ a + b ≥ a − b for complex numbers. De Moivre's theorem, eiθ , expression for
sin θ , cos θ in terms of ei θ , applications to trigonometric identities. Solutions of z n = a, roots
of unity.

Limits (3)
Informal treatment of limits (including limit as x → ∞ ). Statement of main properties
(uniqueness, calculus of limits theorem, pinching theorem). Proof that sin x / x →1 as x → 0 .
Continuous functions and calculus of limits. Statement of intermediate value and max-min
theorems.

Differentiation and curve-sketching (8)

Definition of derivative. Rules of differentiation (sum, product, quotient). Relation between
derivatives and maxima/minima. L'Hôpital's rule. State mean value and Rolle's theorems and
give applications; Limit as x → ∞ of e x / x a ,log x / x a . Leibniz rule. Graph sketching.
Graphs of trigonometric and hyperbolic functions. Chain rule. State existence of continuous
inverse of monotone continuous function. Differentiation of inverse functions. Inverse
trigonometric and hyperbolic functions and their graphs.

Integration techniques (5)

Rudimentary discussion of the integral as primitive, and as area; proof that these are
equivalent (fundamental theorem of calculus). Integrals of trigonometric and hyperbolic
functions. Integration by substitution and by parts; reduction formulae. Remainder theorem
and polynomial factorisation. Partial fractions (state theorem), "cover-up rule", integration of
rational functions. Odd and even functions.

Taylor series (3)

Taylor's theorem (using integration by parts). Integral and Lagrange remainders. Series
b g b ga
expansions of e x ,sinh x ,cosh x ,sin x ,cos x , 1+ x , log 1+ x .
 14

LINEAR ALGEBRA (Part of Module 061012)

Dr. L.M. Woodward/Dr. J.R. Parker
These courses combine the study of practical techniques for solving systems of linear
equations with the theory of matrices and vector spaces. The theory developed has application
throughout mathematics, science, engineering, social science and economics.

The first course is concerned with the solution of systems of linear equations and the various
ways in which the ideas involved can be interpreted including those given by matrix algebra,
vector algebra and geometry. These ideas are developed further in the second course in terms of
the theory of vector spaces and linear transformations, culminating in the solution of the
eigenvalue problem which has extensive applications.

Recommended Books
R.B.J.T. Allenby, Linear Algebra, Edward Arnold, (ISBN 0 340 610441) £8.95.
H. Anton, Elementary Linear Algebra, Wiley, (ISBN 0 471 544396) £15.95.
P.M. Cohn, Algebra, Vol. 1, Wiley, (ISBN 0 471 101699) £17.95.
S.I. Grossman, Elementary Linear Algebra, Saunders Coll. Pub.,
(ISBN 003 0765765) £16.95.
B. Kolman, Introductory Linear Algebra with Applications, Macmillan,
(ISBN 002 3660325) £15.95.
The books by Anton, Grossman and Kolman are almost indistinguishable and you should not
buy more than one of the three. Second-hand copies may be available in Durham. Cohn's book is
more ambitious, and covers a range of topics in addition to Linear Algebra (and may be useful for
other courses in subsequent years). Allenby’s book is a concise but well-written treatment of the
essentials of the subject.
Linear Algebra - 061012
Term I

Systems of linear equations (3)

Summation notation. Systems of linear equations. The solution set of such a system as a subset
of Rn . Equivalence of such systems. Matrix representation of such systems. Gauss-Jordan
elimination. Inconsistency, free and bound variables and the possible sizes for the solution set.

Lines and planes in R3 (3)

(State formulae for scalar and vector products in R3 .) Scalar and vector equations of lines and
planes (from various data e.g. the line through a pair of points). Calculation of the feet of the
perpendiculars from a point to a line or a plane and between skew lines. [Rotation of a point
about a line.]

Matrices and determinants (5)

Elementary matrix algebra. A system of linear equations is equivalent to a matrix equation.

Matrices also define mappings (e.g. magnifications, projections, reflections and rotations of R2 ).
Inversion of a matrix, elementary matrices.
 15

Determinants (utilitarian treatment, including expansion by row and column, characterising

properties and evaluation by elementary operations). Singularity. Determinantal formulae for
vector and triple scalar products, area of parallelogram, [volume of parallelepiped etc.].

The vector space Rn (7)

Rules for addition and scalar multiplication in Rn . Vector subspaces. The span of a subset.
Linear independence, spanning sets, bases. Dimension. Affine subspaces. Solutions of systems of
linear equations in subspace terminology.

Dot product on Rn . Length. Orthogonality. The components of one vector parallel and
orthogonal to another. The Cauchy-Schwarz and triangle inequalities, angle.

Term II

Vector spaces (3)

Motivation for generalisation. Definition and examples. Linear dependence. Bases, and
coordinates with respect to a basis. Dimension. Vector subspaces. Sums and intersections.
[Direct sums, vector spaces over the complex or rational fields]

(Most of this can be done fairly quickly as the ideas will have been met in the first term in
connection with Rn .)

Linear mappings (4)

Definition of linear mappings with examples, including projections, reflections and rotations
in R3 . Mappings from Rm to Rn given by matrix multiplication. Orthogonal matrices
representing linear isometries.

Image and kernel, rank and nullity. Linear isomorphisms. Dimension an isomorphism
invariant. Relation with systems of linear equations. [Orthogonal complements and orthogonal
projection in Rn .]

Change of basis (3)

Change of basis matrix. The corresponding changes to coordinates and to the matrix of a

linear transformation. Canonical form r

F
I O
G IJ
for mappings of one space to another. Row rank =
OOHK
column rank.

Diagonalisation (8)

Similarity of matrices. Eigenvalues and eigenvectors. Characteristic polynomial.

Diagonalisation of a diagonalisable matrix (resp. linear transformation) by change of (resp.choice
of) basis. [Invariant subspaces, eigenspace decomposition.]

Solution of systems of first order linear differential equations of the form x ′ = A x where A is
a diagonalisable matrix. [Minimal polynomial, Cayley-Hamilton Theorem.]

Orthogonal and symmetric matrices and their eigenvalues. Every rotation in R3 has an axis.
 16

ABSTRACT ALGEBRA (Part of Module 061022) Professor A.J. Scholl

This course is an introduction to elementary ideas in abstract algebra. In the first few lectures
we will study the properties of the most basic algebraic system - the set of integers. We discuss
Euclid's algorithm for finding greatest common divisors, the prime factorisation of integers, and
modular arithmetic, together with some applications.

In the rest of the course we will study elementary group theory. Groups are a feature of
almost every algebraic problem, and are of fundamental importance in geometry, as a measure of
symmetry.

Recommended Books

R.B.J.T. Allenby, Rings, Fields and Groups, Arnold, (ISBN 0-7131-3476-3).

I.N. Herstein, Topics in Algebra, Wiley, (ISBN 0-471-02371-X).

*C. Whitehead, Guide to Abstract Algebra, Macmillan, (ISBN 0-333-42657-6) £13.99.

Whitehead covers the course material in an elementary fashion. Allenby and Herstein are
more advanced and useful for second-year algebra too.
 17

Abstract Algebra - 061022

Term I

Sets and integers (8)

Set-theoretic notation. Integers, induction, proof of binomial theorem. Prime numbers, infinity
of primes. Greatest common divisor, ax + by = d, unique factorisation. Congruences and
modular arithmetic (concrete treatment). Simultaneous congruences and the Chinese
remainder theorem. Wilson's theorem.

Introduction to group theory (10)

(It is envisaged that this part of the course will be taught without unnecessary abstraction and
primarily by reference to examples.)

Permutations. Cycle representation. Even and odd permutations. Symmetries of polygon,

tetrahedron etc. Groups of matrices.

Formal definition of group. More examples: some groups of small order, cyclic groups.
Subgroups. Lagrange's theorem. Fermat and Euler theorems.

[If time permits, some of the following material may be included: equivalence relations and
congruence classes, isomorphisms, direct products, conjugacy.]
 18

PROBABILITY (Part of Module 061022) Professor M. Goldstein

The applications of probability are diverse, occurring in industry, mathematics, science,
technology, medicine, social science, agriculture, etc. In this course, the theory of probability is
developed but always with applications in mind. Among the topics covered are: probability
axioms, conditional probability, special distributions, random variables, expectations, generating
functions, applications of probability, laws of large numbers, central limit theorems.

Recommended books

Students might buy one of the first three books in the following list:

J.H. McColl, Probability, Edwin Arnold, (ISBN 0-340-614269) £8.99.

(Inexpensive with reasonable coverage of the course.)
S. Ross, A First Course in Probability, (4th Ed.) Collier Macmillan
(ISBN 013-315-3916) £18.95.
(Proceeds at a gentle pace.)
J. Pitman, Probability, Springer-Verlag, (ISBN 0-387-97974-3) £34.50.
(Fairly friendly and thorough.)

S. Lipschutz, Theory and Problems of Probability, Schaum Outline Series,

McGraw-Hill. (ISBN 007-0843-775) £9.95. (Good for basic problem solving and may be
helpful for students who experience difficulty with probability.)

A QUICK LOOK AT TWO TOPICS (Part of Module 061022) Dr. R.C. Johnson
In four lectures at the beginning of the first term of Core Mathematics B we look briefly at two
topics which are needed soon in other courses. They are vectors in three dimensions and linear
differential equations with constant coefficients. The book by Boas (see the description of the
course on Many Variable Calculus) is a good reference.
 19

Probability - 061022

Term I
Introduction to probability, chance experiments, sample spaces, events, assigning
probabilities. (3)
Probability: classical, relative frequency, and degree of belief motivations, probability
axioms. (3)

Conditional probability, theorem of total probability, Bayes theorem, independent events. (2)

Applications of probability (2)

Discrete random quantities, probability distributions and distribution functions, binomial,
Poisson, Poisson approximation to binomial. (3)

Expectation, variance, covariance, Chebyshev's inequality, weak law of large numbers. (3)

Joint, marginal and conditional distributions, expectations of expectations. (2)

Continuous random quantities, probability density functions, normal distribution, normal
approximation to binomial. (2)

Moment generating functions. (2)

Central limit theorems. (2)

 20

ANALYSIS (Part of Module 061012) To be appointed

This course deals mainly with "limits of infinite processes". It provides a firm foundation for
the operations of differentiation and integration that you already know something about. In
addition, you will learn how to answer questions such as the following:

b gb gb gb g
1 2 3 4
(a) What is the limit of the sequence 2 / 1 , 3 / 2 , 4 / 3 , 5 / 4 ,... of rational numbers?
[Answer: the transcendental number e .]
(b) It is not hard to believe that the geometric series 1 + 1 / 2 + 1 / 4 + 1 / 8 + ... converges to the
value 2, but what does the series 1 + 1 / 2 + 1 / 3 + 1 / 4 + ... converge to? [Answer: it does not
converge.]
(c) What is the value of the integral

[Answer: it does not exist.]

z
0
∞ x 5/ 2
1+ x3
dx ?

(d) How does one rigorously prove theorems from calculus such as the Mean Value Theorem and
Intermediate Value Theorem?

We shall discuss techniques for answering questions of this sort. But analysis consists of
more than simply problem-solving. Ultimately, it is about constructing logical arguments
(proofs), using the correct language and style, and what mathematicians call rigour. Acquiring
this skill is more important than learning problem-solving tricks, but also more difficult,
especially at first. We hope that by the end of the first year, you will be able to invent and write
out simple proofs.

Recommended books
The course material is covered in many books on calculus or analysis that you will find in the
various libraries. Here are a few of them.
R. Haggarty, Fundamentals of Mathematical Analysis, Addison-Wesley, second edition,
1993 (ISBN 0-201-63197-0) £17.95.
S.L. Salas & E. Hille, Calculus, 6th edition 1990, Wiley (ISBN 0-471-51751-8).
G.B. Thomas & R.L. Finney, Calculus and Analytic Geometry, 8th (or higher)
edition, 1992, Addison-Wesley. (ISBN 0-201-60700-X)
(The two above are standard American blockbusters, which also cover material in several other
first-year courses.)
M. Spivak, Calculus, Addison-Wesley, 1967.
(Also American, but more specialised and more challenging.)
R. Maude, Mathematical Analysis, Edward Arnold, 1986.
C. Clark, Elementary Mathematical Analysis, Wadsworth, 1982.
(Haggarty, Maude and Clark are smaller and more specialised English-style books.)
 21

Analysis - 061012
Term II
Sup and inf (4)
Q, R and the completeness axiom. Sup and inf of subsets of R and of real-valued functions.
b g
Relation to maxima and minima; sup f + sup g ≥ sup f + g ≥ sup f + inf g .

Sequences and series (10)

Limit of sequence. Brief sketch of rules for sum, product, quotient (with reference for details).
Bounded monotonic sequence tends to a limit. Bolzano-Weierstrass Theorem: bounded
sequence contains a subsequence tending to limit.

Infinite series: convergence, examples including ∑ n − a . Comparison test, absolute

convergence theorem, d'Alembert's test. Alternating sign test, conditional convergence.
Convergence and absolute convergence of series with complex terms.

Continuity and differentiability (5)

ε − δ definition and equivalence with f (lim( xn )) = lim( f ( xn )) . Proof of intermediate-value
theorem. Bisection proof that continuous function in a closed interval is bounded. Derivative
at a point; proof of mean value and Rolle's theorems.

Integration (4)

Brief discussion of Riemann sums. z zf ≤ f for real and complex-valued f .

Convergence of z∞

a
f ( x)dx , comparison test, absolute convergence theorem, examples.
Convergence of integrals with finite range but unbounded integrand, comparison test, absolute
convergence, examples. State formula for differentiation under integral sign. [Integral test
for series.]

Numerical Techniques (4)

Approximation of integrals by mid-point rule and trapezium rule. Statement of second mean-
value theorem for integrals. Local truncation errors. Composite integration formulae and
global truncation errors. Simpson's rule, without derivation.

Iterative sequences and roots of x = g ( x ) . Possible behaviour of an iterative sequence,

sufficient conditions for covergence. Newton-Raphson formula. [Julia sets, the Mandelbrot
set, basins of attraction, e.g., for Newton's method applied to z 3 − 1 = 0 .]
 22

DIFFERENTIAL EQUATIONS AND MECHANICS (Part of Module 061022)

Dr. R.C. Johnson
Differential equations arise in many applications of mathematics to the real world. The
simplest type are ordinary differential equations (ODEs), which involve functions of a single
variable and derivatives with respect to that variable. We shall classify such equations, and
derive standard methods of solution for particular cases.
The main part of the course deals with classical mechanics. Invented by Newton in the
seventeenth century, this remains one of the greatest triumphs of mathematics.
Recommended Books
(a) Differential Equations
Specialist books on differential equations are generally inappropriate for this course. Your
best bet is to consult the appropriate chapter in a book on mathematics for physical scientists or
engineers, for example:
M.L. Boas, Mathematical Methods in the Physical Sciences, Wiley, 1983.
E. Kreyszig, Advanced Engineering Mathematics, Wiley, 1993.
There are very many similar books in the library at shelfmarks 51:53, 51:54 and 51:62.
(b) Mechanics
Buy either
A.P. French & M.G. Ebison, Introduction to Classical Mechanics, Chapman & Hall 1986,
ISBN 0-412-38140-0
or
T.W.B. Kibble & F.H. Berkshire, Classical Mechanics, Longman 4th Edition 1996,
ISBN 0-582-25972-X
Kibble & Berkshire is useful for 2H Mathematical Physics too.
For reference
R.P. Feynman, Lectures in Physics, volume I, 1963.
M.R. Spiegel, Theoretical Mechanics, Schaum-McGraw Hill 1980.
There are many other books in the library at shelfmarks 531, 531.1, 531.2, 531.3.
Website

Visit http://www.dur.ac.uk/~dma0rcj/ for supporting material such as lecture notes, problems,

solutions, past papers, etc.
 23

Differential Equations and Mechanics - 061022

Term II

Differential Equations (7)

First order equations: sketch solution curves, separable and homogeneous equations,
integrating factor for linear equation.

Linear, constant coefficient second and higher order equations: importance of boundary and
initial conditions, independence of solutions, reduction to a set of first order equations,
treatment of homogeneous and inhomogeneous equations, particular integral.

Simultaneous differential equations.

Principles of mechanics (20)

Note: it cannot be assumed that students are already familiar with A-Level mechanics or
physics. Familiarity with vectors and vector algebra (but not the use of δ ij , ε ijk ) can be
assumed.

Frames of reference, position, velocity, relative velocity, acceleration; description of a space

curve.

Newton's laws: forces, mass, momentum, fundamental force fields of nature (gravity and
electromagnetic), dimensions and units. Sample motions including SHO; eg projectiles;
pendulum; motion of a charged particle in constant electric/magnetic fields.

Work, energy, angular momentum; departure from stable equilibrium. Modelling: resistive
forces, damped simple harmonic motion, impulsive motion (model billiard ball collision).

Two body systems: central orbits.

Many body systems: rigid body, angular velocity, moment of inertia (motion with a fixed
axis).
 24

MANY VARIABLE CALCULUS (Part of Module 061022) Dr. J.P. Coleman

The Calculus course in the first term is concerned with functions of one variable. Here the
ideas of differentiation and integration are extended to functions of two or more variables, giving
rise to partial derivatives and multiple integrals. Applications include finding maxima and
minima of functions of several variables.
A partial differential equation expresses a relationship between a function of two or more
variables and some of its partial derivatives. Wave motion is one of the many phenomena
described by partial differential equations; the example studied here is vibration of a stretched
string, such as a guitar string. Fourier series, which are also introduced in this course, provide a
natural way of expanding a periodic function in terms of sines and cosines, and so they are useful
in solving problems of wave motion, but their usefulness extends far beyond that application.
Recommended Books
All the topics in this course are covered in:
*M.L. Boas, Mathematical Methods in the Physical Sciences, Wiley, 2nd edition,
(ISBN 0-471-04409-1) hardback, £26.40.
This book is also useful for other courses in the first and second years.
The three books recommended for the first-term Calculus course have useful chapters on partial
derivatives and multiple integrals.
A useful source of worked examples, with a summary of the theory, is
M.R. Spiegel, Advanced Calculus, Schaum's Outline Series, McGraw-Hill
(ISBN 0-07-00907-7).
 25

Many Variable Calculus - 061022

Term II

Partial derivatives (6)

Functions of several variables; partial differentiation, chain rule, cylindrical and spherical
polar coordinates, Laplacian; Taylor's theorem (statement only); stationary points, maxima,
minima, saddle points, constrained variation and the use of Lagrange multipliers.

Multiple integration (4)

Double and triple integrals; change of variables, Jacobian.

Fourier series (3)

Orthogonality of sin, cos on [ −π , π ], Fourier coefficients (various examples in detail), even
and odd functions; Bessel's inequality and Parseval's theorem.

One dimensional wave equation (5)

Waves on a stretched string: the linear wave equation as an approximate description of the
motion of a stretched string, d'Alembert's solution; monochromatic waves, frequency, wave-
length and wave-number.
Two fixed boundaries: standing waves, Fourier series solution of the initial value problem.