Difference between revisions of "MAT 5673"

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 +
==Course description==
 +
Partial differential equations arise in many different areas as one tries
 +
to describe the behavior of a system ruled by some law. Typically, this has to do with
 +
some physical process such as heat diffusion in a material, vibrations of a bridge, circulation
 +
of fluids, the behavior of microscopic particles or the evolution of the universe as a whole.
 +
Modeling by means of partial differential equations has been successful in other disciplines
 +
as well, like in the case of the Black-Scholes equation for stock options pricing and the
 +
Hodgkin–Huxley equations for firing patterns of a neuron. Partial differential equations are
 +
an important tool in Applied Math and Pure Math. This course gives an introduction to PDE's in the setting of two independent variables.
 +
 +
'''Textbooks:
 +
'''
 +
* P. Olver: Introduction to Partial Differential Equations (Undergraduate Texts in Mathematics) 1st ed. 2014, Corr. 3rd printing 2016
 +
* L.C. Evans: Partial Differential Equations: Second Edition (Graduate Studies in Mathematics) 2nd Edition
 +
 
==Topics List==
 
==Topics List==
 
{| class="wikitable sortable"
 
{| class="wikitable sortable"
 
! Date !! Sections !! Topics !! Prerequisite Skills !! Student Learning Outcomes
 
! Date !! Sections !! Topics !! Prerequisite Skills !! Student Learning Outcomes
 
|-
 
|-
|Week I
+
|Week 1
 
||
 
||
* Ahmad and Ambrosetti 2014, Chaps. 1, 2, 3
+
*  
 
||
 
||
* [[Order of Differential Equations]]
+
Introduction and classification of PDE, Calculus review
 
||
 
||
* Integration techniques
+
Multivariable Calculus, Chain Rule
:- [[Direct Integration]]
 
:- [[Integration by Substitution]]
 
:- [[Integration by Parts]]
 
:- [[Partial Fractions]]
 
 
||
 
||
* Explain the basic notion of the order of a differential equation.
+
* Definition of a PDE as a relation between partial derivatives of an unknown function. Classification of PDE according to order - linear/nonlinear/quasilinear
 
|-
 
|-
|Week I
+
|Week 2
 
||
 
||
* Ahmad and Ambrosetti 2014, Chaps. 1, 2, 3
+
*  
 
||
 
||
* [[Solutions of Differential Equations]]
+
Applied examples of PDE
 
||
 
||
* Integration techniques
+
Multivariable Calculus, Chain Rule
:- [[Direct Integration]]
 
:- [[Integration by Substitution]]
 
:- [[Integration by Parts]]
 
:- [[Partial Fractions]]
 
 
||
 
||
* Explain the basic notion of solutions of differential equations.
+
* Origin and background of common PDE's: heat equation, wave equation, transport equation, etc.
 
|-
 
|-
|Week I
+
|Week 3
 
||
 
||
* Ahmad and Ambrosetti 2014, Chaps. 1, 2, 3
+
*  
 
||
 
||
* [[Initial Value Problem|Initial Value Problem (IVP)]]
+
The method of characteristics for first-order quasilinear equations
 
||
 
||
* Integration techniques
+
Multivariable Calculus, Chain Rule
:- [[Direct Integration]]
 
:- [[Integration by Substitution]]
 
:- [[Integration by Parts]]
 
:- [[Partial Fractions]]
 
 
||
 
||
* Explain the basic notion of the initial values problem.
+
* Solving quasilinear first-order equations using the method of characteristics
 
|-
 
|-
|Week I
+
|Week 4
 
||
 
||
* Ahmad and Ambrosetti 2014, Chaps. 1, 2, 3
+
*  
 
||
 
||
* [[Cauchy Problem]]
+
The method of characteristics for first-order fully nonlinear equations
 
||
 
||
* Integration techniques
+
Multivariable Calculus, Chain Rule
:- [[Direct Integration]]
 
:- [[Integration by Substitution]]
 
:- [[Integration by Parts]]
 
:- [[Partial Fractions]]
 
 
||
 
||
* Explain the Cauchy Problem
+
* Solving fully nonlinear first-order equations (e.g. the Eikonal equation) using the method of characteristics
* Explain the basic notion of existence and uniqueness of a solution to the Cauchy Problem.
 
 
|-
 
|-
|Week I
+
|Week 5
 
||
 
||
* Ahmad and Ambrosetti 2014, Chaps. 1, 2, 3
+
*  
 
||
 
||
* [[Separation of Variables (1st Order)]]
+
Heat and wave equation on the whole real line
 
||
 
||
* Integration techniques
+
Differentiation of integrals with respect to a parameter, integration by parts
:- [[Direct Integration]]
 
:- [[Integration by Substitution]]
 
:- [[Integration by Parts]]
 
:- [[Partial Fractions]]
 
 
||
 
||
* Determine separable differential equations of the first order.
+
* Fundamental solution of the heat equation, D'Alembert's formula for the wave equation
* Apply direct methods to evaluate exact solutions of separable differential equations of the first order.
 
 
|-
 
|-
|Week II
+
|Week 6
 
||
 
||
* Ahmad and Ambrosetti 2014, Chaps. 1 and 3
+
*  
 
||
 
||
* [[Homogeneous Differential Equations|Homogeneous Differential Equations (1st Order)]]
+
Initial-boundary value problem for heat and wave equation I
 
||
 
||
* Integration techniques
+
Partial derivatives, chain rule
:- [[Direct Integration]]
 
:- [[Integration by Substitution]]
 
:- [[Integration by Parts]]
 
:- [[Partial Fractions]]
 
 
||
 
||
* Determine homogeneous differential equations of the first order.
+
* Separation of variables method for heat and wave equation
* Apply direct methods to evaluate exact solutions of homogeneous differential equations of the first order (substitutions).
 
* Use some differential equations as mathematical models in biology, population dynamics, mechanics and electrical circuit theory problems.
 
 
|-
 
|-
|Week II
+
|Week 7
 
||
 
||
* Ahmad and Ambrosetti 2014, Chaps. 1 and 3
+
*  
 
||
 
||
* [[Linear Differential Equations|Linear Differential Equations (1st Order)]]
+
Initial-boundary value problem for heat and wave equation II, introduction to Fourier series
 
||
 
||
* Integration techniques
+
Partial derivatives, chain rule
:- [[Direct Integration]]
 
:- [[Integration by Substitution]]
 
:- [[Integration by Parts]]
 
:- [[Partial Fractions]]
 
 
||
 
||
* Determine linear differential equations of the first order.
+
* Forming more general solutions out of infinite superposition of basic solutions
* Use some differential equations as mathematical models in biology, population dynamics, mechanics and electrical circuit theory problems.
 
 
|-
 
|-
|Week II
+
|Week 8
 
||
 
||
* Ahmad and Ambrosetti 2014, Chaps. 1 and 3
+
*  
 
||
 
||
* [[Integrating Factor]]
+
Introduction to Fourier series
 
||
 
||
* [[Linear Differential Equations|Linear Differential Equations (1st Order)]]
+
Infinite series
 
||
 
||
* Apply integrating factor to solve linear differential equations of the first order.
+
* Orthonormal systems of functions, spectral method for the wave and heat equation
* Use some differential equations as mathematical models in biology, population dynamics, mechanics and electrical circuit theory problems.
 
 
|-
 
|-
|Week III
+
|Week 9
 
||
 
||
* Ahmad and Ambrosetti 2014, Ch. 3
+
*  
 
||
 
||
* [[Bernoulli Equations (1st Order)]]
+
Schroedinger equation
 
||
 
||
* [[Linear Differential Equations|Linear Differential Equations (1st Order)]]
+
Complex numbers
 
||
 
||
* Determine Bernoulli of the first order.
+
* Basic properties of Schroedinger equation, particle in a potential well 
* Apply direct methods to evaluate exact solutions of Bernoulli of the first order.
 
 
|-
 
|-
|Week III
+
|Week 10
 
||
 
||
* Ahmad and Ambrosetti 2014, Ch. 3
+
 
 
||
 
||
* [[Exact Differential Equations|Exact Differential Equations (1st Order)]]
+
Qualitative properties of PDE's
 
||
 
||
* [[Integrating Factor]] for exact equations.
+
Differentiation of integrals with respect to parameter
* [[Partial Derivatives]]
 
 
||
 
||
* Determine Exact Differential Equations of the first order.
+
* Uniqueness of solutions, finite and infinite propagation speed for wave and heat equation
* Apply direct methods to evaluate exact solutions of Exact Differential Equations of the first order.
 
* Use the integrating factor technique for exact equations.
 
 
|-
 
|-
|Week IV
+
|Week 11
 
||
 
||
* Ahmad and Ambrosetti 2014, Chaps. 1-3
+
*  
 
||
 
||
* Overview of the solutions methods discussed so far (Chapters 1-3).
+
Introduction to numerical methods for PDE (optional)
 
||
 
||
* Integration techniques
+
Derivatives, Calculus, Matrices, Linear Algebra
:- [[Direct Integration]]
 
:- [[Integration by Substitution]]
 
:- [[Integration by Parts]]
 
:- [[Partial Fractions]]
 
* [[Partial Derivatives]]
 
* First-order differential equations:
 
:- [[Separation of Variables (1st Order)]]
 
:- [[Homogeneous Differential Equations|Homogeneous Differential Equations (1st Order)]]
 
:- [[Linear Differential Equations|Linear Differential Equations (1st Order)]]
 
:- [[Bernoulli Equations (1st Order)]]
 
:- [[Exact Differential Equations|Exact Differential Equations (1st Order)]]
 
 
||
 
||
* Determine the type of different classes of differential equations of the first order: separable, linear, homogeneous, Bernoulli, exact.
+
* Basic finite difference schemes for first-order quasilinear equations, CFL condition
* Use direct methods to solve first order differential equations solved and not solved for the first derivative.
 
 
|-
 
|-
|Week V
+
|Week 12
 
||
 
||
* Ahmad and Ambrosetti 2014, Ch. 5
+
 
 
||
 
||
* [[Linear Independence of Functions]].
+
Introduction to the Laplace and Poisson equation
 
||
 
||
* [[Linear Independence of Vectors]].
+
*
 
||
 
||
* Understanding of Linear Independence of Functions.
+
* Solving the Laplace equation on the whole space and on a simple bounded region (square, disc)
 
|-
 
|-
|Week V
+
|Week 13
 
||
 
||
* Ahmad and Ambrosetti 2014, Ch. 5
+
*  
 
||
 
||
* [[Linear Independence of Functions|Linear Dependence of Functions]].
+
Introduction to the Calculus of Variations
 
||
 
||
* [[Linear Dependence of Vectors]].
+
Differentiation of an integral with respect to a parameter, parametric surfaces
 
||
 
||
* Understanding of Linear Dependence of Functions.
+
* Compute the variational derivative of a functional 
 
|-
 
|-
|Week V
+
|Week 14
 
||
 
||
* Ahmad and Ambrosetti 2014, Ch. 5
+
*  
 
||
 
||
* [[Wronskian]]
+
Review, advanced topics
 
||
 
||
* [[Linear Independence of Functions]].
+
*
* [[Linear Independence of Functions|Linear Dependence of Functions]].
 
* [[Determinant]].
 
 
||
 
||
* Showing linear independence of two functions using the Wronskian.
+
*   
* Showing linear independence of two solutions of Linear Second-Order ODEs using the Wronskian.
 
|-
 
|Week VI
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 5
 
||
 
* [[Reduction of the Order]]
 
||
 
* [[Wronskian]].
 
* [[Quadratic Equations]].
 
* [[Linear Differential Equations|Linear Differential Equations (1st Order)]].
 
* [[Solutions of Linear Systems]].
 
||
 
* Apply of the reduction of the order technique for second-order ODEs with a given solution.
 
|-
 
|Week VI
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 5
 
||
 
* [[Homogeneous Differential Equations|Linear Homogeneous Equations]]
 
||
 
* [[Wronskian]].
 
* [[Quadratic Equations]].
 
* [[Linear Differential Equations|Linear Differential Equations (1st Order)]].
 
* [[Solutions of Linear Systems]].
 
||
 
* Determine homogeneous classes of differential equations of the second and higher order.
 
* Determine linear and non-linear classes of differential equations of the second and higher order.
 
|-
 
|Week VI
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 5
 
||
 
* [[Abel’s Theorem]]
 
||
 
* [[Wronskian]].
 
* [[Quadratic Equations]].
 
* [[Linear Differential Equations|Linear Differential Equations (1st Order)]].
 
* [[Solutions of Linear Systems]].
 
||
 
* Determine Wronskian for a second-order ODE with 2 given solutions.
 
|-
 
|Week VI
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 5
 
||
 
* [[Fundamental Solutions]]
 
||
 
* [[Wronskian]].
 
* [[Quadratic Equations]].
 
* [[Linear Differential Equations|Linear Differential Equations (1st Order)]].
 
* [[Solutions of Linear Systems]].
 
||
 
* Determine fundamental solutions.
 
|-
 
|Week VI
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 5
 
||
 
* [[Linear Differential Equations|Linear Non-homogeneous Equations]]
 
||
 
* [[Wronskian]].
 
* [[Quadratic Equations]].
 
* [[Linear Differential Equations|Linear Differential Equations (1st Order)]].
 
* [[Solutions of Linear Systems]].
 
||
 
* Determine non-homogeneous classes of differential equations of the second and higher order.
 
* Determine linear and non-linear classes of differential equations of the second and higher order
 
|-
 
|Week VI
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 5
 
||
 
* [[Variation Of Parameters (2nd Order)|Variation of Parameters (2nd Order)]]
 
||
 
* Integration techniques
 
:- [[Direct Integration]]
 
:- [[Integration by Substitution]]
 
:- [[Integration by Parts]]
 
:- [[Partial Fractions]]
 
* [[Quadratic Equations]].
 
* [[Solutions of Linear Systems]].
 
||
 
* Apply of the variation of parameters technique for second-order ODEs.
 
|-
 
|Week VII
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 5
 
||
 
* [[Variation Of Parameters (2nd Order)|Variation of Parameters (2nd Order)]] (continued)
 
||
 
* Integration techniques
 
:- [[Direct Integration]]
 
:- [[Integration by Substitution]]
 
:- [[Integration by Parts]]
 
:- [[Partial Fractions]]
 
* [[Quadratic Equations]].
 
* [[Solutions of Linear Systems]].
 
||
 
* Apply variation of parameters technique for second-order ODEs.
 
|-
 
|Week VII
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 5
 
||
 
* [[Method of Undetermined Coefficients (2nd Order)]]
 
||
 
* [[Quadratic Equations]].
 
* [[Systems of Linear Equations]].
 
||
 
* Apply method of undetermined coefficients technique for second-order ODEs.
 
|-
 
|Week VIII
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 5
 
||
 
* [[Non-linear 2nd Order ODEs]]
 
||
 
* [[Algebraic Equations]]
 
* [[Reduction of the Order]]
 
* Integration techniques
 
:- [[Direct Integration]]
 
:- [[Integration by Substitution]]
 
:- [[Integration by Parts]]
 
:- [[Partial Fractions]]
 
||
 
* Methods for nonlinear second-order ODEs.
 
* Apply reduction of the order method to some nonlinear second-order ODEs.
 
|-
 
|Week VIII
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 5
 
||
 
* [[Variation Of Parameters|Variation of Parameters (Higher Order)]]
 
||
 
* [[Variation Of Parameters|Variation of Parameters (2nd Order)]]
 
||
 
* Apply variation of parameters technique for higher-order ODEs
 
|-
 
|Week VIII
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 5
 
||
 
* [[Method of Undetermined Coefficients|Method of Undetermined Coefficients (Higher Order)]]
 
||
 
* [[Method of Undetermined Coefficients (2nd Order)]]
 
||
 
* Apply method of undetermined coefficients technique for higher-order ODEs
 
|-
 
|Week IX
 
||
 
* Ahmad and  Ambrosetti 2014, Ch. 6
 
||
 
* [[Linear Differential Equations|Linear Differential Equations (Higher Order)]]
 
||
 
* [[Linear Differential Equations|Linear Differential Equations (1st Order)]]
 
* [[Variation Of Parameters|Variation of Parameters (Higher Order)]].
 
* [[Method of Undetermined Coefficients|Method of Undetermined Coefficients (Higher Order)]].
 
||
 
* Methods for linear higher-order ODEs
 
|-
 
|Week X
 
||
 
* Ahmad and Ambrosetti 2014, Chaps. 5, 6
 
||
 
* Overview of the solutions methods for second and higher order differential equations.
 
||
 
* [[Algebraic Equations]]
 
* Direct methods for second and higher-order ODEs:
 
:- [[Variation Of Parameters|Variation of Parameters (Higher Order)]]
 
:- [[Method of Undetermined Coefficients|Method of Undetermined Coefficients (Higher Order)]]
 
||
 
* Evaluate the exact solutions of important classes of differential equations such as second order differential equations as well as some higher order differential equations.
 
|-
 
|Week X
 
||
 
* Ahmad and Ambrosetti 2014, Chaps. 10
 
||
 
* [[Power Series Solutions]]
 
||
 
* [[Power Series Induction]]
 
||
 
Apply power series method to evaluate solutions of first-order and second-order ODEs.
 
|-
 
|Week XI
 
||
 
* Ahmad and Ambrosetti 2014, Chaps. 10
 
||
 
* [[Power Series Solutions]] (continued)
 
||
 
* [[Power Series Induction]]
 
||
 
Apply power series method to evaluate solutions of first-order and second-order ODEs.
 
|-
 
|Week XII
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 11
 
||
 
* [[Laplace Transform]]
 
||
 
* [[Functions]] of Single Variable.
 
* [[Continuity]] of functions of single variables.
 
* [[Derivatives]] of functions of single variables.
 
* [[Improper Integrals]] of functions of single variables with infinite limits.
 
||
 
* Definition and main properties of the L-transform.
 
|-
 
|Week XIII
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 11
 
||
 
* [[Inverse Laplace Transform]]
 
||
 
* [[Laplace Transform]]
 
* [[Complex Derivatives]]
 
||
 
* Apply the theorem(s) for inverse L-transform.
 
|-
 
|Week XIV
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 11
 
||
 
* [[Laplace Transform to ODEs]]
 
||
 
* [[Linear Differential Equations|Linear Equations]]
 
* [[Laplace Transform]]
 
* [[Inverse Laplace Transform]]
 
||
 
* Apply the Laplace transform as solution technique.
 
|-
 
|Week XIV
 
||
 
* Ahmad and Ambrosetti 2014, Ch. 11
 
||
 
* [[Laplace Transform to ODEs|Laplace Transform to Systems of ODEs]]
 
||
 
* [[Solutions of Linear Systems]].
 
* [[Laplace Transform]].
 
* [[Inverse Laplace Transform]].
 
||
 
* Apply the Laplace transform as solution technique.
 
|-
 
|Week XV
 
||
 
* Ahmad and Ambrosetti 2014
 
||
 
* Overview of the solutions methods discussed.
 
||
 
* [[Separation of Variables (1st Order)]]
 
* [[Homogeneous Differential Equations|Homogeneous Differential Equations (1st Order)]]
 
* [[Linear Differential Equations|Linear Differential Equations (1st Order)]]
 
* [[Integrating Factor]]
 
* [[Bernoulli Equations (1st Order)]]
 
* [[Exact Differential Equations|Exact Differential Equations (1st Order)]]
 
* [[Reduction of the Order]]
 
* [[Method of Undetermined Coefficients (2nd Order)]]
 
* [[Non-linear 2nd Order ODEs]]
 
* [[Variation Of Parameters|Variation of Parameters (Higher Order)]]
 
* [[Method of Undetermined Coefficients|Method of Undetermined Coefficients (Higher Order)]]
 
* [[Linear Differential Equations|Linear Differential Equations (Higher Order)]]
 
* [[Power Series Solutions]]
 
* [[Laplace Transform to ODEs]]
 
* [[Laplace Transform to ODEs|Laplace Transform to Systems of ODEs]]
 
||
 
* Apply all solutions methods discussed.
 
 
|}
 
|}

Latest revision as of 07:57, 24 March 2023

Course description

Partial differential equations arise in many different areas as one tries to describe the behavior of a system ruled by some law. Typically, this has to do with some physical process such as heat diffusion in a material, vibrations of a bridge, circulation of fluids, the behavior of microscopic particles or the evolution of the universe as a whole. Modeling by means of partial differential equations has been successful in other disciplines as well, like in the case of the Black-Scholes equation for stock options pricing and the Hodgkin–Huxley equations for firing patterns of a neuron. Partial differential equations are an important tool in Applied Math and Pure Math. This course gives an introduction to PDE's in the setting of two independent variables.

Textbooks:

  • P. Olver: Introduction to Partial Differential Equations (Undergraduate Texts in Mathematics) 1st ed. 2014, Corr. 3rd printing 2016
  • L.C. Evans: Partial Differential Equations: Second Edition (Graduate Studies in Mathematics) 2nd Edition

Topics List

Date Sections Topics Prerequisite Skills Student Learning Outcomes
Week 1

Introduction and classification of PDE, Calculus review

Multivariable Calculus, Chain Rule

  • Definition of a PDE as a relation between partial derivatives of an unknown function. Classification of PDE according to order - linear/nonlinear/quasilinear
Week 2

Applied examples of PDE

Multivariable Calculus, Chain Rule

  • Origin and background of common PDE's: heat equation, wave equation, transport equation, etc.
Week 3

The method of characteristics for first-order quasilinear equations

Multivariable Calculus, Chain Rule

  • Solving quasilinear first-order equations using the method of characteristics
Week 4

The method of characteristics for first-order fully nonlinear equations

Multivariable Calculus, Chain Rule

  • Solving fully nonlinear first-order equations (e.g. the Eikonal equation) using the method of characteristics
Week 5

Heat and wave equation on the whole real line

Differentiation of integrals with respect to a parameter, integration by parts

  • Fundamental solution of the heat equation, D'Alembert's formula for the wave equation
Week 6

Initial-boundary value problem for heat and wave equation I

Partial derivatives, chain rule

  • Separation of variables method for heat and wave equation
Week 7

Initial-boundary value problem for heat and wave equation II, introduction to Fourier series

Partial derivatives, chain rule

  • Forming more general solutions out of infinite superposition of basic solutions
Week 8

Introduction to Fourier series

Infinite series

  • Orthonormal systems of functions, spectral method for the wave and heat equation
Week 9

Schroedinger equation

Complex numbers

  • Basic properties of Schroedinger equation, particle in a potential well
Week 10

Qualitative properties of PDE's

Differentiation of integrals with respect to parameter

  • Uniqueness of solutions, finite and infinite propagation speed for wave and heat equation
Week 11

Introduction to numerical methods for PDE (optional)

Derivatives, Calculus, Matrices, Linear Algebra

  • Basic finite difference schemes for first-order quasilinear equations, CFL condition
Week 12

Introduction to the Laplace and Poisson equation

  • Solving the Laplace equation on the whole space and on a simple bounded region (square, disc)
Week 13

Introduction to the Calculus of Variations

Differentiation of an integral with respect to a parameter, parametric surfaces

  • Compute the variational derivative of a functional
Week 14

Review, advanced topics