Elem. Partial Diff. Equations
SPRING 2006




APPROXIMATED SYLLABUS
APPROXIMATED SYLLABUS
APPROXIMATED SYLLABUS
Chapter/Section Topics
Chapter 1 Where PDEs come from
1.1 What is a Partial Differential Equation?
1.2 First-order Linear Equations (Solution in the constant-coefficient case; the variable-coefficient case and characteristic curves.
1.3 Flows, Vibrations and Diffusions (Derivations of PDEs in various physical situations; e.g., the vibrating string, the vibrating drumhead, diffusion, heat flow, hydrogen atom).
1.4 Initial and boundary conditions (the Dirichlet, Neumann and Robin conditions and their significance for the vibrating string and diffusion equations.  Conditions at infinity.)
1.5 Well- (and ill-)Posed Problems.
1.6 Types of second-order equations.
Chapter 2 Waves and Diffusion
2.1 The Wave Equation (D'Alembert's solution on the line; the plucked string).
2.2 Causality and Energy.
2.3 The Diffusion (or Heat) Equation (the maximum principle; uniqueness for the Dirichlet problem).
2.4 Diffusion on the whole real line (the Gaussian or fundamental solution).
2.5 Comparison of waves and diffusion.
Chapter 4 Boundary Problems
4.1 Separation of Variables, the Dirichlet Condition (both for the wave and the diffusion equations).
- Chapter 5 §§ 5.1, 5.2 and 5.3. - These sections will be part of Exam 1. 
4.2 The Neumann Condition.
Chapter 5 Fourier Series
5.1 The Coefficients (or discrete Fourier transform): formulas for the coefficients, applications to the wave and the diffusion equations.
5.2 Even, Odd, Periodic and Complex-valued functions.
5.3 Orthogonality and "General Fourier Series" (orthogonal systems from symmetric boundary conditions; complex eigenvalues),
5.4 Completeness (three notions of convergence: pointwise, uniform and mean-square: convergence results for Fourier series and their generalizations).

***1st Exam***
Chapter 6 Harmonic Functions
6.1 The Laplace Equation (its physical significance, maximum principle, uniqueness of solutions of the Dirichlet Problem, invariance of the Laplace operator under rigid motions).
6.2 Rectangles and Cubes.
6.3 Poisson's Formula
Chapter 7 Green's Identities and Green's Functions
7.1 Green's First Identity (and some consequences).
7.2 Green's Second Identity (and some consequences).
7.3 Green's Functions and the Dirichlet Problem.
7.4 Half-Spaces and Spheres.