Math 294: Partial Differential Equations Lectures: Scheduled: MWF 11:10am-12:00noon Professor: Dr. Mary Ann Horn Email: horn@math.vanderbilt.edu Office: 1414 Stevenson Center, 343-5905 Text: A First Course in Partial Differential Equations, H. Weinberger An introduction to methods of partial differential equations, this course will include such topics as orthogonal systems and Fourier series; derivation and classification of partial differential equations; maximum principles; eigenvalue function method and its applications; Green's functions; as well as additional topics. Prerequisites include a course in ordinary differential equations (e.g. Math 198 or Math 208). While the focus will be on techniques and theory for one, two, and three- dimensional problems on ``nice'' domains, I hope to motivate some of the material through discussion of modern applications and research topics. Professor Weinberger sums up his motivation as to why partial differential equations should be studied in his introduction to his book, stating that, ``It has become customary at many colleges and universities to teach undergraduate courses in boundary value problems, Fourier series, and integral transforms. These courses usually emphasize the Fourier series or Laplace transforms, and then treat some problems in partial differential equations as applications. Those who are mathematically inclined are left with the impression that the solution of partial differential equations consists of some rather dull manipulations with infinite series or integrals, and is not worthy of further study. Those students who are primarily interested in technical applications also get the feeling that all partial differential equations can be treated by separation of variables or integral transforms. When a problem arises to which such methods do not apply (and this often happens quite soon), they either use the only methods they know, arriving at wrong results, or they simply give up in exasperation. After this, they have a strong feeling that the mathematicians have cheated them, and tend to distrust all mathematical techniques. This ... is an attempt to present materials usually covered in such courses in a framework where the general properties of partial differential equations such as characteristics, domains of dependence, and maximum principles can be clearly seen." I hope to leave you with both an intuitive feel for how the solutions are behaving and some knowledge of how to apply various techniques to find explicit solutions and when not to even try. Following is a section of the contents of the text which may give you an idea of the topics that will be discussed during the class. Chapters I through V will definitely be covered. Chapter VII will depend on the amount of time remaining. Contents I. The one-dimensional wave equation 1. A physical problem and its mathematical models; the vibrating string 2. The one-dimensional wave equation 3. Discussion of the solution: Characteristics 4. Reflection and the free boundary problem 5. The nonhomogeneous wave equation II. Linear second-order partial differential equations in two variables 6. Linearity and superposition 7. Uniqueness for the vibrating string problem 8. Classification of second-order equations with constant coefficients 9. Classificiation of general second-order operators III. Some properties of elliptic and parabolic equations 10. Laplace's equation 11. Green's theorem and uniqueness for the Laplace's equation 12. The maximum principle 13. The heat equation IV. Separation of variables and Fourier series 14. The method of separation of variables 15. Orthogonality and least squares approximation 16. Completeness and the Parseval equation 17. The Riemann-Lebesgue lemma 18. Convergence of the trigonometric Fourier series 19. Uniform convergence, Schwarz's inequality, and completeness 20. Sine and cosine series 21. Change of scale 22. The heat equation 23. Laplace's equation in a rectangle 24. Laplace's equation in a circle 25. An extension of the validity of these solutions 26. The damped wave equation V. Nonhomogeneous problems 27. Initial value problems for ordinary differential equations 28. Boundary value problems and Green's function for ordinary differential equations 29. Nonhomogeneous problems and the finite Fourier transform 30. Green's function VII. Sturm-Liouville theory and general Fourier expansions 36. Eigenfunction expansions for regular second-order ordinary differential equations 37. Vibration of a variable string 38. Some properties of eigenvalues and eigenfunctions 39. Equations with singular endpoints 40. Some properties of Bessel functions 41. Vibration of a circular membrane 42. Forced vibration of a circular membrane: Natural frequencies and resonance 43. The Legendre polynomials and associated Legendre functions 44. Laplace's equation in the sphere 45. Poisson's equation and Green's functions for the sphere