Notes - Adam Oberman Math

Contents 1 Textbook Notes 1.1 Convex Analysis 1.2 Stochastic Processes 2 Research Notes 3 Reading Courses 4 Short Notes/Links 4.1 Notes in development 4.2 Miscellaneous non-research notes

Textbook Notes

Convex Analysis

• Duality
  • Duality of Vector Spaces
  • Norms and dual norms
  • Dual Cones
• Convex Optimization problems arising from Linear systems

Stochastic Processes

• Stochastic Differential Equations
• Stochastic Control
• Markov Chains and Generators
• Adjoint Processes

Research Notes

• Homogenization
• Uzawa interpretation of Bregman iteration
• Porous Medium Equation Notes
• Divergence Structure Homogenization
• Optimal Transportation
• First Passage Percolation

Reading Courses

• Calculus of Variations
• Reading Course in Convex Analysis

Short Notes/Links

• Infinity Laplace and Games
• Compressed Sensing
• Cloaking
• References for Viscosity Solutions
• Deterministic and Random Dynamical Systems
• Games
• Coordinate Systems and 3D Computer Graphics
• Snakes and Ladders

Notes in development

• math notes to write up
• Useful math ideas to describe to a general audience

Miscellaneous non-research notes

• matlab code for making printable images in PDF