MATH 4163- Introduction to Partial Differential Equations, Section 002 (2016 Spring Semester)

The syllabus for this course is here. Office hours are TBA in PHSC 1007.

Tests

Here is a practice test for the first midterm. Here are the answers to that midterm.

Here are the answers to the second midterm.

Here are the answers to the third midterm.

Classes

January 19

Videos to watch before class:

1.2 Heat Problem Basic Definitions (7:13)

1.2 Conservation of Energy (8:46)

Homework I due January 26

Section 1.2 Problems 1(b),2,8

January 21

Videos to watch before class:

1.2 Temperature and Specific Heat (5:03)

1.2 Fourier's Law(5:14)

1.2 Heat Equation (5:03)

1.3 Boundary Values(2:41)

1.4 Steady State Solutions (9:08)

1.4 Steady State Solutions for Insulated Boundaries(9:00)

Homework I due January 26

Section 1.4, 1bde, 2,6,7ab,10

January 26

Homework 1 due today

Videos to watch before class:

2.2 Linear Operators (6:06)

2.2 Linear Equations (2:14)

You might also want to review the following videos from last week:

1.2 Heat Equation (5:03)

1.3 Boundary Values(2:41)

1.4 Steady State Solutions (9:08)

1.4 Steady State Solutions for Insulated Boundaries(9:00)

Homework II due February 2

Section 1.4, 1bde, 2,6,7ab,10

Section 2.2, 2

January 28

Videos to watch before class:

2.2 Superposition (5:19)

2.3 Separation of variables (8:52)

These videos from my ODE class might be useful if you don't remember separable equations and eigenvalue problems:

1.4 Separable equations (3:39)

1.4 Separable equations example (2:55)

3.8 Introduction to endpoint problems (1:32)

3.8 Eigenvalues (6:36)

3.8 Eigenvalue example I (8:29)

3.8 Eigenvalue example II (5:15)

Homework II due February 2

Section 2.2, 4

Section 2.3, 1bcd, 2bc

February 2

Homework 1 due today

I have decided to teach a class on boundary value problems, since it seems like very few students have learned it in ODEs

Videos to watch before class:

3.8 Introduction to endpoint problems (1:32)

3.8 Eigenvalues (6:36)

3.8 Eigenvalue example I (8:29)

3.8 Eigenvalue example II (5:15)

Homework III due February 9

Section 2.3 2bc

February 4

Videos to watch before class:

2.3 Heat equation example with trigonometric initial condition (4:53)

2.3 Introduction to Fourier Series (5:13)

2.3 Heat equation example using Fourier series (9:10)

2.4 Heat equation with insulated ends using Fourier series (7:45)

2.4 Heat equation for a circular rod (6:40)

Homework III due February 9

Section 2.3 3b,5,6

Section 2.4 1ab,3,4,7a

February 9

Homework 3 due today

Videos to watch before class:

2.5 Introduction to the Laplace equation (3:28)

2.5 Steady state temperatures of a rectangle (9:56)

2.5 Steady state temperatures of a disk (9:48)

2.5 Mean value theorem (2:23)

2.5 Maximum Principle (2:56)

2.5 Well-posedness (5:49)

Homework IV due February 18

Section 2.5 1ac,2,3a,13,14

February 11

Please re-watch the following videos before class:

2.5 Steady state temperatures of a disk (9:48)

2.5 Mean value theorem (2:23)

2.5 Maximum Principle (2:56)

2.5 Well-posedness (5:49)

2.5 Uniqueness (2:45)

No additional homework

February 16

Test I today. Please note the practice test at the top of this page. Test will cover Chapters 1 and 2.

I will hold additional office hours on Monday, Feb 15 5-6pm. I should also be in my office for most of the day on Monday starting from 9.30am (other than a lunch break noon-1 or so, and a seminar talk I'm giving from 3.30-4.30), so feel free to drop by if you need to ask anything.

February 18

Homework 4 due today

Videos to watch before class:

3.2 Fourier's Theorem (3:40)

3.2 Fourier's Theorem example (5:31)

3.3 Fourier sine and cosine series (4:25)

Homework V due February 23

Section 3.2 1cg,2g,

Section 3.3 1ac,16,18

February 23

Homework 5 due today

Videos to watch before class:

3.6 Complex Fourier Series (9:13)

4.2 Vibrating String Equation (10:31)

Homework VI due March 1

Section 3.6 1,2

Section 4.2 1,2. (equilbrium means a solution that doesn't change with respect to time)

February 25

Videos to watch before class:

4.2 Vibrating String Equation (10:31)

4.4 Vibrating String Equation with fixed ends (10:35)

4.4 Normal Modes of Vibration (1:16)

4.4 Vibrating String- Normal Modes (0:50)

Homework VI due March 1

Section 4.4 1ab,7,8

March 1

Homework 6 due today

Videos to watch before class:

5.2 Intro to Sturm-Liouville problems (4:18)

5.3 Sturm-Liouville theorems (5:21)

Homework VII due March 8

Section 5.3 2,5,6ab

March 3

Videos to watch before class:

5.5 Lagrange's identity and Green's formula (5:48)

5.5 Self-adjointness of the S-L operator (6:49)

5.5 Proof of orthogonal eigenfunctions (4:26)

5.5 Real eigenvalues proof (7:41)

5.5 Unique eigenfunctions proof (6:51)

Homework VII due March 8

Section 5.5 1, 8bcde (8b involves a lot of integration by parts)

March 8

Homework 7 due today

Videos to watch before class:

5.5 Unique eigenfunctions proof (6:51)

No homework assigned today

March 10

Test II today, covering chapters 3-5 (including the material on March 8)

Extra office hours, 4-6PM in PHSC 1007

There will be no practice test

March 22

Rayleigh Quotient Derivation (5:05)

Minimization Principle (3:08)

Eigenvalue Estimates (9:55)

Homework VIII due March 29

Section 5.6 1ab,2,4a

March 24

7.2 Higher Dimensional PDEs (3:38)

7.2 Higher Dimensional Product Solutions (3:42)

7.3 Higher Dimensional Eigenvalue Problems (6:54)

7.3 Double Fourier Series (5:46)

7.3 Solving the Vibrating Membrane equation(9:47)

Homework VIII due March 29

Section 7.2 1,2,3ac

March 29

Homework 8 due today

7.3 Double Fourier Series (5:46)

7.3 Solving the Vibrating Membrane equation(9:47)

Homework IX due April 5

Section 7.3 1ab, 2a,5

March 31

7.4 Properties of the Helmholtz equation (5:07)

7.5 Multi-dimensional Lagrange identity and Green's formula (5:02)

7.5 Self-adjointenss of the Laplacian (2:48)

7.5 Orthogonal Helmholtz eigenfunctions

Homework IX due April 5

Section 7.4 1

April 5

Homework IX due today

7.5 Multi-dimensional Lagrange identity and Green's formula (5:02)

7.5 Self-adjointenss of the Laplacian (2:48)

7.5 Orthogonal Helmholtz eigenfunctions

7.7 Introduction to the Circular Vibrating Membrane problem (8:40)

7.7 Introduction to Bessel functions (8:05)

7.7 The Bessel eigenvalue problem (7:37)

Homework X due April 12

Section 7.7 1,7

April 7

8.2 Time-independent nonhomogeneous parts (9:37)

8.2 Reference distributions (6:58)

Also, these videos from Chapter 1 might be helpful:

1.4 Steady State Solutions (9:08)

1.4 Steady State Solutions for Insulated Boundaries(9:00)

Homework X due April 12

Section 8.2 1ad

April 12

Homework X due today

8.2 Reference distributions (6:58)

8.3 Eigenfunction expansions for non-homogeneous boundary conditions(9:00)

Homework XI due April 19

Q4 in the worksheet (but NOT Q5, despite what I said in class). Watch these two videos if you can't remember how to do integrating factors: Video 1 Video 2.

Homework XI due April 19

Section 8.3 1bf

April 14

8.4 Eigenfunction expansion for nonhomogeneous boundary conditions (10:42)

Homework XI due April 19

Section 8.4 1b,2

April 19

Homework XI due today

6.2 Difference approximations for derivatives (6:06)

6.2 Difference approximations for second derivatives (8:17)

Homework XII due April 26

Section 6.2 1,3,4, Q7 in worksheet

April 21

6.3 Finite difference methods for the heat equation (7:15)

6.3 Finite difference method example (9:59)

Homework XII due April 26

(1) Redo the calculation in Q4 (don't do the bonus question), except look for u3(2) with initial conditions f(x_0)=f(x_6)=0, f(x_1)=f(x_2)=f(x_3)=1, f(x_4)=-3, f(x_5)=2.

(2) Redo the calculation in Q4 (don't do the bonus question), except with initial condition given by a discretized version of u(x,0)=sin(PI*x/L)^2.

April 26

Homework XII due today

6.3 Fourier-von Neumann stability analysis (5:53)

6.3 Product solutions for partial difference equations (9:46)

6.3 Stability analysis using product solutions (4:46)

Homework XIII due Friday, April 22 at PHSC 423 (before office closes at 5)

Section 6.3 3,6de

April 28

Test III today, covering chapters 5.6,6.2-6.3,7.2-7.5,7.7,8.2-8.3

Extra Office hours 5-6pm Wednesday, April 27 at PHSC 1025

May 3

(optional) Review for final. Please bring a laptop or other computing device

May 5

(optional) Review for final.