Course Content

The course covers integration and measure theory and functional analysis, integration of measurable functions (Lebesgueintegraler), convergence theorems, product measure, Fubini's theorem, Banach spaces including LP-room and fundamental theorems on linear operators and functionals. Areas of application are in Fourier analysis, ergodic theory, probability theory, Sobolev spaces and partial differential equations.

The course treats linear programming, the simplex method, duality, matrix game theory, non-linear programming with and without constraints, Lagrange relaxation, duality. The contents of the course may be applied in modelling in for example economy.


The course deals with systems of linear differential equations, stability theory, basic control theory, some selected aspects of dynamic programming, optimal linear quadratic control or Kalman filter. The theory of the course is useful in applications in various areas such as physics, biology and econonomy, in addition to engineering applications.

Textbook and other material
E. Sontag, Mathematical Control Theory, Deterministic finite dimensional systems, 2nd edition, Springer. (S)


The course covers:

* TeX and LaTeX. Presentations in Beamer and PowerPoint.
* Orientation and published in mathematical journals. Writing scientific papers in mathematics.
* Mathematical popular science. Writing a popular science article in mathematics.
* To hold lectures and presentations in mathematics.