Introduction to Partial Differential Equations

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Subject:

Mathematics and Statistics

Institution Name:

The Saylor Foundation

Collection:

Saylor Foundation

Grade Level:

Post-secondary

Abstract:

Partial differential equations (PDEs) describe the relationships among the derivatives of an unknown function with respect to different independent variables, such as time and position. Experiment and observation provide information about the connections between rates of change of an important quantity, such as heat, with respect to different variables. Upon successful completion of this course, the student will be able to: State the heat, wave, Laplace, and Poisson equations and explain their physical origins; Define harmonic functions; State and justify the maximum principle for harmonic functions; State the mean value property for harmonic functions; Define linear operators and identify linear operations; Identify and classify linear PDEs; Identify homogeneous PDEs and evolution equations; Relate solving homogeneous linear PDEs to finding kernels of linear operators; Define boundary value problem and identify boundary conditions as periodic, Dirichlet, Neumann, or Robin (mixed); Explain physical significance of boundary conditions; Show uniqueness of solutions to the heat, wave, Laplace and Poisson equations with various boundary conditions; Define well-posedness; Define, characterize, and use inner products; Define the space of L2 functions, state its key properties, and identify L2 functions; Define orthogonality and orthonormal basis and show the orthogonality of certain trigonometric functions; Distinguish between pointwise, uniform, and L2 convergence and show convergence of Fourier series; Define Fourier series on [0,pi] and [0,L] and identify sufficient conditions for their convergence and uniqueness; Compute Fourier coefficients and construct Fourier series; Use the method of characteristics to solve linear and nonlinear first-order wave equations; Solve the one-dimensional wave equation using d'Alembert's formula; Use similarity methods to solve PDEs; Solve the heat, wave, Laplace, and Poisson equations using separation of variables and apply boundary conditions; Define the delta function and apply ideas from calculus and Fourier series to generalized functions; Derive Green's representation formula; Use Green's functions to solve the Poisson equation on the unit disk; Define the Fourier transform; Derive basic properties of the Fourier transform of a function, such as its relationship to the Fourier transform of the derivative; Show that the inverse Fourier transform of a product is a convolution; Compute Fourier transforms of functions; Use the Fourier transform to solve the heat and wave equations on unbounded domains. (Mathematics 222)

Languages:

English

Material Type:

Assessments, Full Course, Homework and Assignments, Readings, Syllabi, Textbooks

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Creative Commons Attribution-Noncommercial 3.0
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Copyright Holder:

The Saylor Foundation