This course is an introduction to partial differential equations (PDEs) and Fourier analysis.
- We will study the classical PDEs of mathematical physics: the heat equation, the wave equation, and Laplace’s equation.
- We will learn how to solve these equations using separation of variables and Fourier series.
- Complex variables will be introduced as tools to help us understand Fourier series.
- 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.
- An introduction to Sturm-Liouville theory will be given, including eigenvalue problems and orthogonal functions.
- If time permits, we will study additional topics such as Fourier and Laplace transforms.
Schedule, slides, exercises, and info
| 02 |
02.02 mon |
↓ |
↓ |
↓ |
|
|
01.30 fri |
01 An introduction to PDEs |
slides |
↓ |
|
|
01.28 wed |
Another “remote day”: Watch the videos below if you haven’t already, continue working on Exercises 1-8. |
|
↓ |
|
| 01 |
01.26 mon |
“Remote day”: Watch the videos here, here, and here. Begin working on Exercises 1-8 (see link to the right). |
|
exercises |
|