Partial Differential Equations

This course is an introduction to partial differential equations (PDEs) and Fourier analysis.

  1. We will study the classical PDEs of mathematical physics: the heat equation, the wave equation, and Laplace’s equation.
  2. We will learn how to solve these equations using separation of variables and Fourier series.
  3. Complex variables will be introduced as tools to help us understand Fourier series.
  4. Properties of complex exponentials, sines, and cosines will be generalized to abstract properties of functions in \(L^2\) spaces. Accordingly, will will study the notion of Hilbert spaces.
  5. An introduction to Sturm-Liouville theory will be given, including eigenvalue problems and orthogonal functions.
  6. If time permits, we will study additional topics such as Fourier and Laplace transforms.

Course information

Instructor: John Myers
Office: Marano 175
Office hours: 12-12:30 MWF, and by appointment
Syllabus: link

Schedule, slides, exercises, and info

week date topics slides exercises info
Finals week 05.15 fri
05.13 wed Final exam
Shineman 178, 2-4pm
05.11 mon
Week 15 05.08 fri
05.06 wed
05.04 mon Sec 18: More examples of Sturm-Liouville problems None Coming soon
Week 14 05.01 fri Exam 2
04.29 wed Same as below ↓ Same as below ↓ Same as below ↓
04.27 mon Sec 17: Sturm-Liouville problems, part 2 Sec 17 Slides Sec 17 Exercises
Week 13 04.24 fri Continue Sec 16 Same as below ↓ Same as below ↓ Quiz on Sec 16
04.22 wed No class — Quest
04.20 mon Same as below ↓ Same as below ↓ Same as below ↓
Week 12 04.17 fri Sec 16: Sturm-Liouville problems, part 1 Sec 16 Slides Sec 16 Exercises Quiz on Sec 15
04.15 wed Same as below ↓ Same as below ↓ Same as below ↓
04.13 mon Sec 15: More on \(L^2\)-spaces Sec 15 Slides Sec 15 Exercises
Week 11 04.10 fri Same as below ↓ Same as below ↓ Same as below ↓ Quiz on Sec 13 and 14
04.08 wed Sec 14: Convergence and completeness, part 2 Sec 14 Slides Same as below ↓
Week 10 04.03 fri Same as below ↓ Same as below ↓ Same as below ↓ Quiz on Sec 12
04.01 wed Sec 13: Convergence and completeness, part 1 Sec 13 Slides Sec 13 Exercises
03.30 mon Same as below ↓ Same as below ↓ Same as below ↓
Week 9 03.27 fri Sec 12: Functions and inner products Sec 12 Slides Sec 12 Exercises Quiz on Sec 11
03.25 wed Same as below ↓ Same as below ↓ Same as below ↓
03.23 mon Sec 11: Vectors and inner products Sec 11 Slides Sec 11 Exercises
Week 8 Spring break
Week 7 03.13 fri Exam 1
03.11 wed Review for Exam 1
03.09 mon Same as below ↓ Same as below ↓ Same as below ↓
Week 6 03.06 fri Sec 10: Fourier series on different intervals Sec 10 Slides Sec 10 Exercises Quiz on Secs 7-9
03.04 wed Same as below ↓ Same as below ↓ Same as below ↓
03.02 mon Sec 9: Differentiation and integration of Fourier series Sec 9 Slides Sec 9 Exercises
Week 5 02.27 fri Sec 8: Convergence of Fourier series, part 2 Sec 8 Slides Sec 8 Exercises Quiz on Sec 6
02.25 wed Sec 7: Convergence of Fourier series, part 1 Sec 7 Slides Sec 7 Exercises
02.23 mon Same as below ↓ Same as below ↓ Same as below ↓
Week 4 02.20 fri Same as below ↓ Same as below ↓ Same as below ↓ Quiz on Sec 4 and 5
02.18 wed Sec 6: A first look at Fourier series, part 2 Sec 6 Slides Sec 6 Exercises
02.16 mon Sec 5: A first look at Fourier series, part 1 Sec 5 Slides Sec 5 Exercises
Week 3 02.13 fri Same as below ↓ Same as below ↓ Same as below ↓ Quiz on Sec 2 and 3
02.11 wed Sec 4: General PDEs and boundary conditions Sec 4 Slides Sec 4 Exercises
02.09 mon Sec 3: The Laplacian and Laplace’s equation Sec 3 Slides Sec 3 Exercises
Week 2 02.06 fri Same as below ↓ Same as below ↓ Same as below ↓ Quiz on Sec 1
02.04 wed Sec 2: Separation of variables Sec 2 Slides Sec 2 Exercises
02.02 mon Same as below ↓ Same as below ↓ Same as below ↓
Week 1 01.30 fri Sec 1: An introduction to PDEs Sec 1 Slides Same as below ↓
01.28 wed Another “remote day”: Watch the videos below if you haven’t already, continue working on Exercises 1-8. Same as below ↓
01.26 mon “Remote day”: Watch the videos here, here, and here. Begin working on Exercises 1-8 (see link to the right). Sec 1 Exercises