MATH 4100 - Fourier Analysis

3 hours

Application-oriented introduction to Fourier analysis, including Fourier series, Fourier transforms, discrete Fourier transforms, wavelets, orthogonal polynomials and the Fast Fourier Transform (FFT) algorithm. The theoretical portions of the course emphasize interconnections and operator algebraic formalism. Applications are chosen from among differential equations, signal processing, probability and high precision arithmetic.

Prerequisite(s): MATH 1720, MATH 2700. MATH 2730 and MATH 3410 are recommended (may be taken concurrently).