Math 4362, Partial Differential Equations
Spring 2024
John Zweck
Course Materials
Syllabus
Jon Bell's PDE Notes
Lecture Notes
1. What are PDE's?
2. Linear and Nonlinear Waves [Part I]
3. Linear and Nonlinear Waves [Part II]
4. Nonlinear Transport
5A. The Wave Equation: Derivation and d'Alembert's Formula
5B. The Wave Equation: External Forcing
6. Generalized Functions and the Dirac Distribution
7. Diffusion/Heat Equation and its Fundamental Solution
8. Heat Equation: The Energy Method and Maximum Principle
9. Heat Equation with Forcing and Duhamel's Principle
9B. Duhamel's Principle (Better version of pages 4-7)
10. Fourier Transform and Applications to Linear PDE
11. Introduction to Fourier Series [Omit]
12. Fourier Series [Part I] [Pages 1-5, 8-10]
13. Fourier Series [Part II] [Page 12]
14. Convergence of Fourier Series [Part I] [Omit]
15. Convergence of Fourier Series [Part II] [Pages 1-3]
16. Separation of Variables: Heat Equation [Part I] [All]
17. Separation of Variables: Heat Equation [Part II] [All]
18. Separation of Variables: Wave Equation [Omit]
19A. Separation of Variables: Laplace's Equation [Part I] [All]
19B. Separation of Variables: Laplace's Equation [Part II] [All]
20. Green's Functions for Poisson's Equation in 1D and 2D[All]
Homework Assignments
Unless otherwise stated all homework problems are taken from the book of Olver.
Homework must be submitted via eLearning.
Homework 1, Due Tuesday Jan 30
Homework 2, Due Tuesday Feb 6
Homework 3, Due Thursday Feb 15
Homework 4, Due Thursday Feb 22
Homework 5, Due Tuesday Mar 5
Homework 6, Due Saturday Mar 23
Homework 7, Due Thursday April 4
Homework 8, Due Saturday April 20
Homework 9, Due Saturday April 27
Homework 10, Due Friday May 3
Past Exams
S24, Exam 1
S24, Exam 1 Solutions
S18, Exam 1
S18, Exam 1 Solutions
S18, Exam 2
S18, Exam 2 Solutions
S18, Final Exam
S18, Final Exam Solutions
Resources for Essay
Overleaf for Typesetting Math in LaTeX
Learning LaTeX in 30 Minutes
Overleaf Documentation
A List of PDE's:
- Transport equations
- Telegrapher's equation
- Transport equations on networks and graphs
- Nonlinear transport equation
- Burger's equation
- Flow in porous media equations
- Euler-Tricomi equations for transonic flow
- Euler conservation equation for inviscid flows
- Heat (diffusion) equation
- Stochastic PDE's
- Black-Sholes equation in mathematical finance
- Fokker-Planck equations for evolution of probability density functions
- Wave equation (acoustic and elastic)
- Maxwell's equations for electromagnetic waves (light)
- Schroedinger equation in quantum mechanics
- Klein-Gordon and Dirac equations for relativistic wave propagation
- Euler-Bernoulli equation for vibrating beam
- Biharmonic equation
- Equations of linear elasticity in continuum mechanics
- Helmholtz equations for time-independent wave propagation
- Hamilton-Jacobi equations in classical mechanics
- Navier-Stokes equations in fluid dynamics
- PDE's for fracture mechanics
- Laplaces equation
- Poisson's equations and applications to electric and gravitational potentials
- Reaction diffusion equations for pattern formation
- Allen-Cahn equation for materials science applications
- Linear dispersive equation in fiber optics
- Nonlinear wave equations
- KdV equation for shallow water waves
- Nonlinear Schroedinger equation for modeling propagation of light in optical fiber
- Ginzburg-Landau equation for modeling fiber lasers and Bose Einstein condensates
- Boussinesq equation for water waves
- Perona-Malik equation to reduce noise in images
- Eikonal equation from geometric optics
- Minimal surface equation
- Harmonic maps in differential geometry
- Geometric heat flows
- Mean curvature flow in differential geometry
- Ricci flow in Riemannian geometry
- Einstein equations in general relativity
Demos and Matlab/Python Code
Movies by Olver to accompany his book
Animation of solution to linear transport equation with
nonconsatnt speed, Olver Example 2.4 [Credit: G. Croom]
Python code for G. Croom's animation
Matlab code for movie of fundamental solution of heat equation
[Credit: W. Stanford]
Movie of fundamental solution of heat equation [Credit: W. Stanford],
[You Tube]
Matlab code for movie of plucked-string solution to wave equation
Movie of plucked-string solution of wave equation,
[You Tube]
Partial Sums of Fourier Series of Sawtooth function and Gibb's phenomenon [pdf]
Movie illustrating nonuniform convergence of Sawtooth function,
[You Tube]
SawtoothFourierSeries.m [Matlab function used to generate Sawtooth plots]