Practical Methods for Partial Differential Equations

Overview

Basics: solving first order ordinary differential equations, partial derivatives, surface, volume and line integrals, the Gauss theorem, Stokes' Theorem.
Partial differential equations (PDE) and their relation to physical problems: heat conduction, flow of a liquid, wave propagation, Brownian motion.
First order PDE in two variables: the method of characteristics, the transversality condition, quasilinear equations and shock waves, conservation laws, the entropy condition, applications to traffic flows.
Second order linear PDEs: classification and canonical forms.
The wave equation: d`Alembert’s solution, the Cauchy problem, graphical methods.
The method of separation of variables: the wave and the heat equations.
Numerical methods: finite differences, stability, explicit and implicit schemes, the Crank-Nicolson scheme, a stable explicit scheme for the wave equation.
Practical: the students are offered to solve a heat and a wave equation using the method of separation of variables and a finite difference scheme.
The Sturm-Liouville problem: a theoretical justification for the method of separation of variables. Simple properties of the Sturmian eigenvalues and eigenfunctions.
Elliptic equations: the Laplace and Poisson equations, maximum principles for harmonic functions, separation of variables for Laplace equation on a rectangle.
Green's functions: their definition and possible applications, Green’s functions for the Poisson equation, the heat kernel.

Learning Objectives

On completion of the module, it is intended that students will be able to:
understand the origin of PDEs which occur in mathematical physics, solve linear and quasilinear first order PDEs using the method of characteristics, classify and convert to a canonical form second order linear PDEs, solve numerically and using different methods the wave and the heat equations, as well as second order linear PDEs of a more general type, solve a Sturm-Liouville problem associated with a linear PDE and use the eigenfunctions to expand and evaluate its solution, understand the type of boundary conditions required by an elliptic PDE and solve it using the method of separation of variables, construct the Green's function for simple PDEs and use them to evaluate the solution.

Skills

Upon completion the student will have theoretical and practical skills for solving problems described by partial differential equations

Assessment

None