Study special functions relevant in applications from Physics to Finance, their properties and examples.
Study methods of asymptotic analysis for differential equations and integrals: method of Laplace, method of stationary phase and method of steepest descent.
Know basic properties (algebraic and analytical) of orthogonal polynomials on the real line, as well as some of their applications.
CB6, CB7, CB8, CB9, CB10
CG2, CG4, CG5, CG6, CG7
CE1, CE2, CE3, CE4, CE8, CE14