Applied Partial Differential Equations
Math 266C, Spring 1998, UCLA

Instructor: Professor E. Tadmor

   


  • Introduction

    Preliminaries [Fo, pp. 1-33]
    The divergence theorem; convolutions (approximate identities); Fourier transform (series); distributions

    Classifications
    Linear, quasilinear, nonlinear equations
    Cauchy initial data, boundary conditions
    Existence and well-posed problems: Cauchy-Kovalevski: [Fo, pp. 68-80]; Lewy's counterexample [Fo, pp. 80-83]

    Constant coefficients: local solvability [Fo, pp. 83-87]; Canonical forms [We]; Classification of 2nd order equations

    Linear examples: the wave, heat and Laplace equations

    The Laplacian operator: invariance under rotations [St, pp. 150-154]; 2D polar coordinates; 3D spherical coordinates

  • Parabolic Equations

    Where do they come from?
    Diffusion; 2D averaging; random walk; Fourier law

    The heat equation (Cauchy problem)
    Derivation: [BD pp. 580-584], [Jo, Sec. 7.1]
    The 1D Gaussian: Fourier Transform; Detour: mollifiers
    The multiD Gaussian: Fourier Transform; Rotation invariance
    Irreversibility
    The energy method

    The heat equation (bounded domains)
    Superposition: Separation of variables
    The maximum principle
    The energy method

    Parabolic systems
    Dissipation
    Fourier method
    Energy decay (the energy method)

    Assignment #1 [ pdf file ]
  • Elliptic Equations

    Laplace equation
    Linearity
    Superposition; Separation of variables; Rectangular and circular geometries (BD, pp. 571-579)

    Properties of Harmonic functions
    The fundamental solution [Fo, pp. 94-102)] Perron's method [Jo, pp. 111-116]; Wyel lemma and regularity [Fo, pp. 103-109]
    The Mean-value property (MVP) [Fo, p. 90-92], [GT, p. 14]
    The maximum principle [Fo, pp. 93], [GT, pp. 15], [Jo, pp. 103-107]
    Regularity: Distributions and mollifiers; gain of regularity; analyticity; Harnack's inequalities

    Dirichlet and Neumann problems
    Green's function: [Fo, pp. 109-112], [GT, pp. 17-19],[Jo, pp. 106-110]
    Half space Dirichlet problem -- Poisson kernel: [Fo, pp. 117-122], [Jo, pp. 106-111],[GT, pp. 19-21]; Dirichlet problem in ball -- spherical harmonics: [Fo, pp. 122-142]; Potential theory (integral equations): [Fo, pp. 150-189]

    Dirichlet principle -- the weak and variational formulations: [Fo, pp. 112-117]

    Elliptic equations of 2nd order
    The maximum principle: [GT, pp. 31-41], [Pr]: Harnack inequality: [GT, pp. 41-45]
    Gain of regularity [GT]

    Assignment #2 [ pdf file ]
    Final [ pdf file ]

    Textbooks

    TEXTBOOKS -- Introductory

    [BD] W. Boyce and R. DiPrima ELEMENTARY PDEs and BOUNDARY VALUE PROBLEMS, Wiley
    PDEs in one chapter; elementary indeed; popular here...

    [Ga] P. Garabedian PDEs
    User friendly introductory textbook

    [St] W. Strauss PDEs An Introduction Wiley, 1992
    illustrates phenomena governed by and solution techniques of PDEs; most suitable for introductory graduate course

    [Re] M. Renardy INTRODUCTION TO PDEs 1991

    [We] H. Weinberger FIRST COURSE in PDEs, Wiley, 1965
    User friendly; the basics

    TEXTBOOKS -- Graduate level

    [Ca] G. Carrier PDEs 1988

    [La51] P. Lax PDEs1951 read it if you find it

    [Mc] R. McOwen PDEs. Methods and Applications,  Prentice Hall, 1996

    [Ev] C. Evans PDEs Berkeley lecture notes (or the 1998 AMS book)
    most suitable for a graduate course

    [Fo] G. Folland INTRODUCTION to PDEs
    Graduate textbook; the basic trinity in modern treatment

    [Ra] J. Rauch PDEs
    modern treatment for graduate students

    TEXTBOOKS -- advanced

    [Mi] S. Mizhota THE THEORY OF PDEs 1973

    [Ta] M. Taylor PDEs. Vols I-III Springer, 1996

    [Tr] F. Treves  BASIC LINEAR PDEs 1975, Academic Press
    The detailed theory; readable

    TEXTBOOKS -- the CLASSICS

    [CH] R. Courant and D. Hilbert  METHODS OF MATHEMATICAL PHYSICS Wiley
    Vols. I and particularly Vol. II -- treatise on 'everything' up to the fifties

    [Ho] L. Hormander  THE ANALYSIS OF LINEAR PARTIAL DIFFERENTIAL OPERATORS, Vol. I-IV, Springer-Verlag, 1983-1985
    Everything on linear PDEs; not for you -- perhaps the 1963 version...

    [Jo] F. John PDEs 1982, Springer-Verlag
    The standard graduate textbook; not that easy as the first impression it gives...

    TEXTBOOKS -- mostly ELLIPTIC

    [Ag] S. Agmon  ELLIPTIC BOUNDARY VALUE PROBLEMS
    Lecture notes (from the 60's, right to the point but not in library?

    [GT] D. Gilbarg and N. Trudinger  Elliptic PDEs of 2nd ORDER Springer-Verlag
    Classical ref. for Elliptic PDEs; detailed Proofs; more than required for introductory course

    TEXTBOOKS -- mostly PARABOLIC

    [Fr] A. Friedman PDEs of PARABOLIC TYPE, 1964
    Classical treatment of Parabolic equations; detailed proofs; consult also Friedman's 1969 PDEs and 1963 generalized functions}

    TEXTBOOKS -- mostly HYPERBOLIC

    [La60] P. Lax HYPERBOLIC PDEs Stanford Lecture Notes (from the 60's)
    Beautiful; too much for one-semester introductory course Special Topics
     

    [Pr] M. Protter and H. Weinberger MAXIMUM PRINCIPLE in PDEs Prentice Hall, 1967