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Assignments |
- 1/5/15: Class introduction and overview. Notation on partial
derivatives and change of variables.
Assignment 1 .
- 1/7/15: Continue notation, chain rule etc.
- 1/9/15: Quiz 1.
Transport model in 1D (concentration transport in a tube)
First order PDEs and method of characteristics. Read
PDE Primer (Introduction)
by Prof. R.E.Showalter; pages 8-12.
Assignment 2: from PDE Primer, do problems 1-5. Extra: do Pbm 6.
- 1/12/15: Homogeneous examples with constant coefficients.
- 1/14/15: Non-homogeneous examples with variable
coefficients. What happens if you have characteristic auxiliary data.
- 1/16/15: Quiz 2.
Non-smooth initial data. Nonlinear examples (Burgers' equation).
- 1/19/15: No class (MLK Holiday)
- 1/21/15: (Start Chapter 10 of textbook). Boundary value problems
for second order PDEs. Types of boundary conditions. Examples of
nonexistence, nonuniqueness, or of only trivial solutions. (Section 10.1)
Assignment 3: practice using problems 10.1/1-10, 14-19.
Extra: 10.1/21. (You may want to re-read 5.4).
Solve 10.2/10,14-15, 19-20, 29.
Solve 10.3/7,9,11,13,17.
Solve 10.4/TBA.
- 1/23/15: Fourier series. (Section 10.2). Inner product function
space L^2(-L,L). Orthogonality of sine and cosine functions in that
space. How to find Fourier coefficients=coefficients of expansion of
any function in the Fourier basis.
MATLAB function fourier.m
- 1/26/15: Examples how to compute Fourier coefficients. Why are
sine and cosine the basis. Why THIS basis is useful for differential
equations. Fourier convergence theorems. (Read 10.3-10.4).
- 1/28/15: More examples and analyses of Fourier series.
Extra office hours: Wed 11:00-12:00.
- 1/30/15: MIDTERM 1. Scope: everything we covered until now.
- 2/2/15: Heat equation: derivation (read Chapter 10. Appendix
A). Separation of variables for a one-dimensional problem (Read 10.5-10.6).
Assignment 4: 10.5/1-6, 7-8, 9-10, 20.
10.4/1,5,7,9,13,17-18.
10.6/1,4,8, 15, 21.
- 2/4/15: Continue separation of variables for heat equation.
- 2/6/15: Examples of solutions to heat equations. Other boundary
conditions than homogeneous Dirichlet.
- 2/9/15: Quiz 3.
Solving problems with inhomogeneous booundary conditions and
source terms. (See pbms 10.6/21-23).
- 2/11/15: worksheet. Given u(x,t), find the heat equation it
satisfies, and BC and IC. Then solve it and confirm you got what was
expected.
Take home Quiz 4: use worksheet on nonhomogeneous problems (due Friday 2/13/15)
- 2/13/15: Wave equation (read 10.7 and Apppendix B for derivation).
On R, use method of characteristics. On (0,L), use separation of variables.
Extra credit opportunity: verify and/or derive d'Alembert's solution to the wave equation.
- 2/16/15: Energy conservation in the wave equation, and dissipation in
the heat equation. (Proof directly from the equation, and via Parseval's identities).
- Review of heat and wave equation. Heat and wave equations with extra terms and in multiple spatial dimensions.
Extra office hours W 11:00-11:50.
Assignment 5: 10.7/1,4,5,8,9-10,13-14, 16, 19. Also, 10.5/21-23.
- Midterm 2 on Friday, Feb. 20
- 2/23/15: Laplace equation on rectangular and circular regions. Harmonic functions.
- 2/25/15: Continue Laplace equation, via separation of variables.
- 2/27/15: Laplace eqn with nonhomogeneous Dirichlet b.c.. (Answers
to "verify/derive" d'Alembert's solution).
Assignment 6: 10.8/2,4,7,10,15. Extra: 10.8/16
- 3/2/15: Solve Laplace eqn in circular domain via S.O.V. The case
of angle-independent interior/exterior Dirichlet
problem. Applications: potential equation (water and
electrostatic). Recall solving Euler equations (Section 5.4)
- 3/4/15: Wrap up Laplace equation.
- 3/6/15: Quiz 5. Solving Poiseille problem (flow in a pipe).
Laplace equation in a semi-infinite pipe.
- 3/9/15: [Read 11.1-11.3]. Eigenvalues and eigenfunctions for
Sturm-Liouville problems. (Focus on constant coefficients p(x), q(x),
r(x).)
- 3/11/15: Solve inhomogeneous heat equation with variable
coefficients using SOV and Sturm-Liouville eigenfunctions. Solve the
inhomogeneous Laplace equation with eigenfunctions.
(Please check CANVAS for your midterm/quiz scores)
- 3/13/15:
Handout on Greens functions.
Classification of second order PDEs in 2D. Review.
Assignment 7: 10.8/12; 11.1/7-10,11,12-15,22, 23; 11.5/1,7,8; 11.3/19, 20. Extra: 11.3/35, 36.
- Office hours Finals week: TUESDAY 3/17, 3:30pm-5:00pm.
- Final Exam: Wed 3/18, 6:00pm in class. Open books nd notes.
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