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Fourier Analysis · Calculus

Applications to PDEs and Signal Processing

Fourier analysis is the computational engine of mathematical physics. The heat equation becomes an ODE in the frequency domain after a Fourier transform.

WHAT STUDENTS WILL LEARN
Solve heat and wave equations using Fourier methods
Apply Fourier transforms to solve PDEs on the real line
Design filters in the frequency domain
Connect to Hilbert spaces and spectral theory
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