Partial Differential Equations
Course topics
- Second order linear equations with two variables: classification of the equations in the case of constant and variable coefficients, characteristics, canonical forms.
- Sturm-Liouville theory.
- String or wave equation. Initial and boundary value conditions (fixed and free boundary conditions). The d’Alembert method for an infinitely long string. Characteristics. Wave problems for half-infinite and finite strings. A solution of a problem for a finite string with fixed and free boundary conditions by the method of separation of variables. The uniqueness proof by the energy method. Well-posedness of the vibrating string problem.
- Laplace and Poisson equations. Maximum principle. Well-posedness of the Dirichlet problem. Laplace equation in a rectangle. Laplace equation in a circle and Poisson formula. An ill-posed problem - the Cauchy problem. Uniqueness of a solution of the Dirichlet problem. Green formula in the plane and its application to Neumann problems.
- Heat equation. The method of separation of variables for the one-dimensional heat equation. Maximum principle. Uniqueness for the one-dimensional heat equation. The Cauchy problem for heat equations. Green?s function in one dimension. If time permits: Green?s function in the two dimensional case.
- Non-homogeneous heat equations, Poisson equations in a circle and non-homogeneous wave equations.
- If time permits: free vibrations in circular membranes. Bessel equations.
Course Information
- University course catalogue:
- 201.1.0101
- Level:
- Service
- Credits:
- 2.5
Recently Given
- 2023–24–B (Dr. Natalia Gulko)
- 2022–23–B (Prof. Boris Zaltzman)
- 2021–22–B (Prof. Boris Zaltzman)
- 2020–21–B (Prof. Alexander Ukhlov)
- 2019–20–B
- 2018–19–B (Prof. Boris Zaltzman)
- 2018–19–A (Prof. Boris Zaltzman)
- 2017–18–B (Prof. Boris Zaltzman)