MAGIC058: Theory of Partial Differential Equations

Course details

A core MAGIC course

Semester

Spring 2022
Monday, January 31st to Friday, March 25th; Monday, April 25th to Friday, May 6th

Hours

Live lecture hours
10
Recorded lecture hours
10
Total advised study hours
80

Timetable

Tuesdays
15:05 - 15:55 (UK)

Description

This course unit surveys analytical methods for linear and nonlinear first and second order PDEs.

We will discuss exact solutions, series solutions, Fourier transforms and nonlinear transforms, with a view to developing, applying and analysing a broad toolbox of methods to solve problems in applied mathematics. 

Prerequisites

No prior knowledge of PDEs is required, but experience with vector calculus and general undergraduate methods courses would be very helpful.

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. 

Lecturer

  • AT

    Dr Alice Thompson

    University
    University of Manchester

Bibliography

Follow the link for a book to take you to the relevant Google Book Search page

You may be able to preview the book there and see links to places where you can buy the book. There is also link marked 'Find this book in a library' - this sometimes works well, but not always - you will need to enter your location, but it will be saved after you do that for the first time.

  • An Introduction to Partial Differential Equations, 2nd. edition (M. Renardy and R.C. Rogers, book)

Assessment

The assessment for this course will be released on Monday 9th May 2022 at 00:00 and is due in before Monday 23rd May 2022 at 11:00.

Assessment for all MAGIC courses is via take-home exam which will be made available at the release date (the start of the exam period).

You will need to upload a PDF file with your own attempted solutions by the due date (the end of the exam period).

If you have kept up-to-date with the course, the expectation is it should take at most 3 hours’ work to attain the pass mark, which is 50%.

Please note that you are not registered for assessment on this course.

Files

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Lectures

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