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Applied Partial Differential Equations 2 (MATH 20402)

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Administrative Information

  1. Unit number and title: MATH 20402 Applied Partial Differential Equations 2
  2. Level: I/5
  3. Credit point value: 20 credit points
  4. Year: 08/09
  5. First Given in this form: 2003/4. A similar unit to 2001-2, called Applied Maths 2
  6. Unit Organiser: Richard Porter
  7. Lecturer: Dr R Porter
  8. Teaching block: 2
  9. Prerequisites: MATH 20900 Calculus 2

Unit aims

To provide the student with the necessary mathematical tools in order to model a wide variety of different physical problems, ranging from traffic flow, through wave motion on stretched strings, and diffusion problems involving the flow of heat in solids.

General Description of the Unit

Partial differential equations (PDEs) are differential equations involving partial derivatives of functions of several variables. They are essential for understanding ocean waves, the flow of rivers, the diffusion of pollutants, aerodynamics, the operation of musical instruments, atomic physics, and many other branches of science. This unit will give an introduction to simple PDEs and how they arise in physical problems; it will develop techniques for solving them and understanding the behaviour of the solutions.

The unit will develop students' understanding of first year multivariable calculus, Fourier series, and linear algebra. It will introduce the Fourier integral and other methods for solving linear and nonlinear PDEs, and will show how eigenvalues play a central role in applied mathematics. The course emphasises techniques and broad understanding rather than proofs. The mathematical background for a rigorous theory of PDEs is given in the unit Analysis 4, available to final year M.Sci. students.

Relation to Other Units

This unit will be a prerequisite for Mathematical Methods, Fluid Dynamics and other applied mathematics units. It gives applications of the vector calculus and other material in Calculus 2, and includes material (Sturm-Liouville theory) relevant to Ordinary Differential Equations 2, though that is not a prerequisite.

Teaching Methods

Three lectures and one problems class per week. Regular problem sheets will be distributed which will test the students' understanding of the material through a variety of problems ranging from elementary to difficult. Set questions will be marked promptly and returned with comments. Full solutions of all problems will be distributed.

Learning Objectives

At the end of the course the student should should be able to:

  • Understand the physical models and derive PDE's representing diffusion and wave propagation;
  • identify appropriate boundary conditions for simple linear PDEs;
  • solve linear two-dimensional PDEs on bounded spatial domains by separation of variables using Sturm-Louiville Theory and Fourier series;
  • calculate and manipulate Fourier transforms, and use them to solve simple linear PDEs on unbounded spatial domains;
  • transform to dimensionless variables and identify dimensionless parameters;
  • use the method of characteristics to solve simple linear and nonlinear first order PDEs;
  • describe some differences between linear and nonlinear PDEs;
  • solve multi-dimensional linear PDE's using separation of variables in a variety of coordinate systems

Assessment Methods

The final mark for Applied Partial Differential Equations 2 is calculated from a 2½ hour written examination in May/June consisting of FIVE questions. A candidate's FOUR best answers will be used for assessment. Calculators are NOT permitted.

Award of Credit Points

Credit points are gained by:

  • either passing the unit, i.e. gaining a mark greater than or equal to 40;
  • or gaining a mark of 30 or over on the examination, and also handing in reasonable attempts on at least 40% of the weekly homework assignments.

Transferable Skills

Clear thinking; mathematical modelling of physical situations; skill in mathematical manipulation.

Texts

You should buy one of these.

  • S. J. Farlow, Partial Differential Equations for Scientists and Engineers, Dover Publications 1993, approx. £14.
  • R. Haberman, Applied Partial Differential Equations, Pearson/Prentice-Hall 2004 (but available now), approx £46.

Farlow is cheap, written in a straightforward and clear style, and covers most ot the course, rather briefly. Haberman has much more detail, and includes more up to date and advanced material beyond the scope of this unit, but would be useful to students planning to take more advanced courses in applied mathematics.

Syllabus

Part I: Introduction

Review of linear ODE's, Boundary and Initial Conditions. Introduction of Eigenvalues and Eigenfunctions for linear homogeneous problems.

Introduction to PDE's: simple examples of linear and nonlinear. Derivation of the wave equation in 1D and 2D. Derivation of the diffusion equation in 1D and 3D. Conservation Laws, flux. Meaning of Boundary conditions.

Part II: PDEs in One Space Dimension

Bounded spatial domain. Boundary conditions, separation of variables, solution of initial-value problem by Fourier series. Sturm-Louiville Theory, eigenfunction expansions and Fourier series.

Infinite spatial domain. Fourier transforms and its properties: derivatives, convolution. Use of contour integration. Introduction and use of the delta "function" as a point source and its Fourier transform. Heaviside functions.

Application of Fourier transforms to solve PDE problems on an infinite domain, including diffusion, wave and Laplace's equation.

Dimensionless variables and parameters; similarity solutions for other PDEs.

Solution of wave equation by separation of variables and Fourier series. Solution of the initial-value problem for an infinite string by Fourier transforms. D'Alembert's solution, interpretation as travelling waves.

Linear and Nonlinear first-order PDE's. Characteristic methods for solution of initial-value problems. Shock waves, expansion fans. Derivation of traffic flow models and solution.

Part III: PDEs in two and three space dimensions.

Time-independent solutions of the diffusion equation. Laplace's equation. Solution in Cartesian and plane polar coordinates by separation of variables and Fourier series.

Separation of variables in cylindrical and spheical coordinates. Eigenfunction expansions. Bessel functions and Legendre functions. Laplace and diffusion equations in cylindrical and spherical coordinates.

Waves in three dimensions, including standing waves in a box and eigenfunctions of the Laplacian.

Course Home Page

http://www.maths.bris.ac.uk/~marp/apde2/apde2.html