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Math 337 Q1 

Introduction to Partial 

Differential Equations

 

Winter 2004, MWF 10:00-10:50,  BSM 145
 

Dr. Thomas Hillen
Associate Professor

phone: 492-3395, 

e-mail: thillen@ualberta.ca   

 

ww.math.ualberta.ca/~thillen


University of Alberta
Department of Mathematical and Statistical Sciences

Assignments:

No Due Date Exercises Solutions
1 Jan 15 4PM 1.1,  2.2.9, 2.3.8, 2.4.3(2) sol-1
2 Jan 21 4PM 2.5.1(1)-(4), 2.5.12, 3.2.3, 3.2.4, 3.4.3 sol-2
3 Jan 28 4PM 3.5.1, 3.5.5, 3.5.6(use 3.5.5), 3.6.3, 3.6.7 sol-3, maple-file
4  Feb  4
4 PM
4.3.1, 4.3.6, 4.3.10, 4.3.18  sol-4
5  Feb 11 4PM
4.4.2.(1) and (2),
Hillen1: Find the Fourier sine and cosine series for cos(3/5 x) on [0,5*Pi].
4.4.5., 5.2.5.,
5.3.2.(2)(if you have no mathematical software package, then no graph is needed) 
sol-5
6  Mar 03 4PM
5.3.3., 5.4.2.(2), 5.5.3.(3), 5.6.1.  sol-6
7  Mar 10 4PM
 6.3.5., 7.2.2, 7.2.9., (as usual, if you have no software to plot these functions, then no graph is needed)
sol-7
8  Mar 17 4PM
8.2.2, 8.2.3, 8.2.6, 8.3.3, 8.3.5  sol-8
9  Mar 24 4PM
10.2.11, 10.2.12(2)
deVries et al: Ex 1.1.4. 
sol-9
10  Mar 31 4PM
11.2.1(3), 11.2.2., 11.2.3., 11.2.5(5), 11.4.1(5), 11.4.4  sol-10 

Text: 

M.K. Keane,  A very applied first course in Partial Differential Equations, Prentice Hall, New Jersey, 2002.

CORRECTIONS

 

 

 

Course Notes:

1. Introduction

2. The one-dimensional heat equation

(2.1), (2.2) Diffusion equation, (2.3) Boundary conditions (PDF)

(2.4) Maximum principle and uniqueness (PDF)

(2.5) Steady States (PDF)

 

3. The one-dimensional wave equation

(3.1), (3.2) Wave equation, (3.3) Boundary conditions (PDF)

(3.4) Conservation of energy (PDF)

(3.5) Method of Characteristics (PDF)

(3.6) D'Alembert's solution (html)

 

4. Essentials of Fourier series

(4.1), (4.2) Linear Algebra (html)

(4.3) The space of piecewise smooth functions (pdf)

(4.3) continued(html),                                               Example1(Maple) ,   

(4.3) continued(html)                                                Example2(Maple),                Example 3 (Maple)
(4.4) Even and odd functions ,                                   Example(Maple)


5. Separation of variables I

(5.2) Linear Operators

(5.3) Separation of variables for the heat/diffusion equation,  

(5.3) continued,                                                         Example1(maple),               Example2(maple)

(5.4) Separation of variables for the wave equation,     Example1(maple)

(5.5) The multi-dimensional spatial problem

(5.6) Laplace's equation

 

Midterm: Wednesday, Feb 25, 2004, 10-10:50 AM in BSM 145.

Midterm Material: Section 1-5 inclusive.


 

6. Calculus of Fourier series

(6.1), (6.2), (6.3) Differentiation of Fourier series

(6.4) Integration of Fourier Series

 

7. Separation of variables II

(7.2) Nonhomogeneous Equations

(7.2) ... continued

(7.3) Nonhomogeneous Boundary Conditions

(7.4) Nonhomogeneous Equation and Nonhomogeneous Boundary Conditions

 

8. Sturm-Liouville eigenvalue problems

(8.1), (8.2) Regular Sturm-Liouville eigenvalue problem

(8.3) The Rayleigh quotient

(8.4) Generalized Fourier series solutions

 

10. Classical PDE problems

(10.2) Laplace equation in polar coordinates

(10.*) Fishers Equation (from "A Short Course in Mathematical Biology", by G. de Vries, T. Hillen, M. Lewis, J. Mueller, B. Schoenfisch. to appear in SIAM 2004.)

11. Transform Methods

(11.2) The Fourier Integral                         Example(maple)
(11.4) The Fourier Transform
(11.5) Solutions of PDE's with Fourier Transform
(11.5) .... Wave equation and Poisson equation

 

(11.3) Laplace Transform                        Tables of Laplace Transform   short(pdf),       long (html)  

(11.3) ... PDE examples

 

 

Final exam: Friday, April 16, 9-11 AM, 

Pavillon, Rows 26 and 28 


.... have a nice summer !


 

Outline

 

Web-page:

Course notes will be posted on WebCT. I will also post solutions to the assignments 

and  I will use WebCT  for grading. 

 

Syllabus:

Introduction to partial differential equations; classification into parabolic, elliptic, hyperbolic; boundary conditions; the heat-equation, the diffusion equation, the  Laplace equation and the wave equation; method of characteristics; separation of variables; Fourier series solutions; Sturm--Liouville  eigenvalue problems;  Laplace transform methods; Fourier transform methods; applications. 

Tentative schedule:

Jan 5 J 7 J 9 J 12 J 14 J 16 J 19 J 21 J 23 J 26 J 28 J 30
1 2.1-2 2.3 2.4 2.5 3.1-3 3.4 3.5 3.6 4.1-2 4.3 4.4 5.1-2 5.3













Feb 2 F 4  F 6 F 9 F 11 F 13 F 23 F 25 F 27  Mar 1 M 3 M 5 M 8
5.3-4 5.4 5.5 5.5-6 Review Midterm 6.1-3 6.4 7.1-2 7.3 7.3 7.4 7.4













M 10 M 12 M 15 M 17 M 19 M 22 M 24 M 26 M 29 M 31 Apr 2 A 5 A 7
8.1-2 8.4 10.1-2 10.4 10.6 11.1-2 11.2.2 11.4 11.5 11.3 11.3 11.3 Review

 

Grading:   

Homework 20%

Midterm exam: Friday February 13, 2004   

Wednesday, Feb 25, 2004, 10-10:50 AM in BSM 145. 

30%
Final exam: Friday April 16, 2004, 9 AM (location  TBA) 50%

 Deferred Exam: Saturday May 15, 2004, 9AM-12noon, CAB 243

No calculators are allowed during the exams.

There will be no marks for class participation or in class presentations. 


 

Contact:

 Dr. Thomas Hillen, 492-3395, thillen@ualberta.ca
office hours: Tuesday 3-4, Wednesday 2-3 in CAB 575, or by appointment.

Homework:

There will be 10 homework assignments of equal weight. For each student the best 9 assignments will be used to find the homework grade.

The assignments are due on Wednesdays at 4PM in the assignment box, third floor in CAB. No late assignments will be accepted. I encourage you to work in teams of two. If you work in teams of two it will not be considered as dishonesty or cheating (see last item of the outline).  But each student has to hand in all solutions.

Grading Scheme:

To assign the grades in the new four-point system I will use the following scheme as recommended by the University of Alberta for a third year course:

A+(6%), A(8%), A-(10%), B+(11%), B(16%), B-(15%), C+(13%), C(7%), C-(5%), D+(3%), D(3%), F(3%) 

I reserve the right to adjust the scale upwards, as to give better grades.

Policies:

Policy about course outlines can be found in Section 23.4(2) of the University Calendar.

Academic honesty:

The University of Alberta is committed to the highest standards of academic integrity and honesty. Students are expected to be familiar with these standards regarding academic honesty and to uphold the policies of the University in this respect. Students are particularly urged to familiarize themselves with the provisions of the Code of Student Behavior (online at www.ualberta.ca/secretariat/appeals.htm) and avoid any behavior which could potentially result in suspicions of cheating, plagiarism, misinterpretation of facts and/or participation in an offence. Academic dishonesty is a serious offence and can result in suspension or expulsion from the University.