Partial Differential Equations and Applications

      An engineer thinks that his equations are an approximation to reality.
      A physicist thinks reality is an approximation to his equations.
      A mathematician doesn't care.

        Mathematical folklore


Instructor:
Andrej V. Cherkaev, professor
Department of Mathematics
University of Utah
Salt Lake City, UT 84112
Email: cherk@math.utah.edu
Tel : +1 801 - 581 6822
Fax : +1 801 - 581 4148
PDE Logo

About the course

Text:
  Analytical and Computational methods of Advanced Engineering Mathematics,  Grant B. Gustafson and Calvin H. Wilcox Springer Verlag, 1998.
Also recommended: Advanced engineering mathematics, Erwin Kreyszig, 5th ed., New York : Wiley, c1983.

Description:
Partial Differential Equations (PDE) describe processes in continua, such as waves, diffusion, equilibria, etc. The course gives the introduction to the PDE and discusses simplest means to solve them. Elementary theory of Fourier series and Fourier transforms is discussed as well.

Prerequisites:
Mathematics 2210 (or 1260) and 2250.
High school trigonometry!


Tentative scheme of the course

Chapter 7
(7.1 - 7.4)
Derivation of differential equations. Uniqueness.
Types of PDE: Hyperbolic (waves), Parabolic (diffusion), Elliptic (equilibria)
2 ++ lectures
Chapter 8
(except 8.6)
Fourier series and orthogonality,
Fourier integrals,
Sturm-Liuville theory: eigenvalues and eigenfunctions
11 lectures
Chapter 9
(9.1 - 9.5)
Methods of solution of PDE: Separation of variables and Laplace transform. Examples. 11 lectures

Internet sources
There are many interesting sites on the Internet, related to the course. Alta Vista returns 40,000 pages related to Partial Differential Equations, many of them tutorial. Please let me know if you have found interesting sites on the Internet. Some sites are listed below:

  1. PDE Tutorial,
  2. Fourier Series Tutorial ,
  3. M- 353 Maple Tutorial (look for Gustafson's 353 Labs /w Maple Notes),
  4. Bibliography

Pictures for the course
Heat transfer problem , Vibration of a string


Course work

Computer projects
Two projects are assigned that use Maple, Mathematica, or Matlab. Because the Engineering College uses primary Maple in its instruction, and because of support available in the math. department, I advice using Maple unless your preference is strong for another language. There are those who swear by Matlab.

Tutoring
The Math. depaertment offers free tutoring, computer lab access, etc. in the Undergraduate Math Center Click here for details Homework assignments

SetBased on: Problems Due day
1. 7.2, 8.1, 8.2 7.2: ## 1, 2, 3, 4
8.1: ## 1, 4, 8, 9, 10, 13, 14, 16
8.2: ## 2, 3, 4
January 18
2. 8.3, 8.4, 8.5 8.3: ## 5, 7, 9, 12 (use Maple, make 3d graphs of solutions)
8.4: ## 2, 5, 9, 11
8.5: ## 1, 2, 6
February 2
3. 8.8, 8.10 8.9: ## 1, 5, 6, 9
8.10: ## 1, 3
February 9
4. 8.11- 8.14 8.12, ## 2, 4, 7
8.13: # 5
8.14: # 1
March 5
5. 7.1, 9.2 7.1, # 5
9.2: ##1, 3, 6,13, 15
March
5. 7.4, 9.3 7.4, # 4
9.3 ##1, 6, 11
March
6. 9.3, 9.4, 9.6, 9.7 9.3, # 26
9.4, # 1
9.6, # 1
9.7 ## 3, 5
Last week of classes

Extra Credit Problems.

You may earn up to 10 points to the total score by solving the following three problems

Solve the problem, plot the graph of the solution using Maple

  1. Find the steady-state distribution of the temperature T(x,y) inside the rectangular domain
    0 < x < 1, 0 < y < 4,
    if the boundary conditions are
    u(x,0)= x, u(x, 4)= x^2, u(0, y)= 0, u(1, y)=1.
  2. Find the steady-state distribution of the electrical current j(r, t ) in an infinite conducting plane outside the circular hole ( r > 1). The hole is isolated: j.n =0 on the boundary of the hole. The current at infinity is uniform and is directed along the OX axis.
  3. Find the distribution of the temperature  T(x,y, t) inside the rectangular domain
    0 < x < 1, 0 < y < 1,
    if the boundary conditions are
    u(x, 0, t)= x, u(x, 1, t)= 0, u(0, y, t)= 0, u(1, y, t)=1-y
    and the initial conditions are: u(x, y, 0)=0.
    The constant of conductivity is equal o one.
    Plot the graph of u(x, y, 0.05),  u(x, y, 0.5),  u(x, y, 5).
 
 

You also may want to look on the last year assignments prepared by Peter Brinkman.

Policies

ADA statement:

The American with Disabilities Act requires that reasonable accommodations be provided for students with physical, sensory, cognitive, systemic, learning, and psychiatric disabilities. Please contact me at the beginning of the semester to discuss any such accommodations for the course.

Grading:

The final grade will be determined by two one-hour midterm exams (20% each), one two-hours final exam (40%), and homework (20%). Homework assignments will consist of traditional homework problems as well as computer assignments.   Homework assignments and due dates will be posted on the course homepage.
There will be no makeup exams, and late homework will not be accepted.

Student's teams:

You may do your homework in groups consisting of no more than four students, and submit one set of solutions per group. You should identify your group at the second week of the semester and, as a rule, stick to it for the rest of the course. Ideally, all members of a group should do the homework on their own, and then the group should meet in order to discuss the solutions as well as the topics covered in class. You will see that explaining your solutions to the other members of your group is more challenging than just solving a problems. This activity also prepares students to clearly formulate mathematical ideas and convincingly communicate them.


Acknowledgement:

While preparing this page, the instructor used the webpage of Peter Brinkman, advice of David Eyre, and various internet sources.

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