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PDEs: Theory and Practice (MAGIC058)


Unit code: MATH64062
Credit Rating: 15
Unit level: Level 6
Teaching period(s): Semester 2
Offered by School of Mathematics
Available as a free choice unit?: N

Requisites

None

Aims

To provide a practical overview of analytical methods for solving partial differential equations.

 

Overview

This course unit develops certain aspects of the theory and practice of pdes and systems of pdes, in particular existence and uniqueness of solutions together with discretisation methods for approximating such solutions.

The course will introduce basic definitions and concepts pertaining to pdes and develop both classical and modern methods of proving existence and uniqueness results. In particular analytic function theory will be used to prove the classical Cauchy-Kowalevskaya theorem and functional analysis (including the Lebesgue integral) will form the basis for proving theorems for second and higher order elliptic equations via the Riesz representation theorem.

The basic methods of discretisation of partial derivatives will be presented for various types of pde, for example, elliptic, parabolic and hyperbolic equations. Examples will be presented of boundary and initial value problems of interest in Applied Mathematics, Industrial Mathematics, Numerical Analysis, various branches of Engineering and Physics (including geophysics).

Learning outcomes

On successful completion of this course unit students will

  • understand the fundamental properties of PDEs and their solutions
  • apply the method of characteristics for first order PDEs, and analyse existence and uniqueness properties for these systems
  • classify second order linear PDEs, relating their classification to canonical form and appropriateness of boundary conditions
  • understand and apply the theoretical foundation for separable solutions in terms of Fourier series and Sturm-Liouville systems
  • use series solutions to solve suitable linear BVPs and IVPs
  • apply Fourier transforms to solve PDEs in infinite and semi-infinite domains
  • understand the main properties of nonlinear PDEs, and use a range of nonlinear transform methods to obtain exact solutions

Assessment methods

  • Other - 20%
  • Written exam - 80%

Assessment Further Information

  • In-class test: weighting 20%
  • End of semester examination: three hours weighting 80%

Syllabus

 1. Introduction

Basic notation. Classification of PDEs, examples of common PDEs.

  2. First order PDEs

Construction of solutions to linear and nonlinear first order PDEs via method of characteristics. Application of Cauchy data. Examples of shock formation.

  3. Linear second order PDEs

Characteristics of second order PDEs, classification, reduction to normal form. Well-posedness of boundary conditions.

  4. Fourier series

Properties of full and half range Fourier series, and discussion of orthogonality. Use of separable solutions in constructing series solutions for appropriate BVPs and IVPs.

  5. Sturm-Liouville systems

Definition of Sturm-Liouville systems, and proofs of main properties for regular S-L systems. Further discussion of applicability of series solutions.

  6. Fourier transforms

Connection to Fourier series. Summary of main properties of Fourier transforms, and examples of calculation. Inversion via contour integration, and relation to convolution properties. Examples of solution of linear PDEs in infinite domains, and use of sine and cosine transforms in semi-infinite domains.

  7. Nonlinear PDEs

Failure of superposition principle. Cole-Hopf transform for Burgers' equation. Examples of Backlund transforms. Inverse scattering methods for the KdV equation.

Recommended reading

  • Applied Partial Differential Equations, revised edition. Ockendon, Howison, Lacey and Movchan, Oxford University Press, 2003.
  • Partial Differential Equations, second edition. J. Kevorkian, Springer, 1999.
     

Feedback methods

Feedback tutorials will provide an opportunity for students' work to be discussed and provide feedback on their understanding.  In-class tests also provide an opportunity for students to receive feedback.  Students can also get feedback on their understanding directly from the lecturer, for example during the lecturer's office hour.

Study hours

  • Lectures - 24 hours
  • Tutorials - 9 hours
  • Independent study hours - 117 hours

Teaching staff

Alice Thompson - Unit coordinator

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