MATC46 Differential Equations II (Winter 2024)

This course provides a first introduction to partial differential equations as they arise in physics, engineering, optimization and geometry.

Instructor: Prof. Robert (Bob) Haslhofer

Website: http://www.math.toronto.edu/roberth/C46.html

Lectures: Tuesday 3--5 in SW143 and Thursday 4--5 in SY110

Office hours: Tuesday 11:30--12:30 in IC404

Grading Scheme: Homework 20%, Midterm 30%, Final exam 50%

There will be 5 homework assignments. Your lowest homework score will be dropped. There will be no makeup test! (If you miss the midterm for a valid reason, your grade will be reweighted as Homework 30%, Final 70%.)

Homework: via crowdmark

Weekly lecture notes: via quercus

Midterm Exam (in class): Feb 13 from 3--5

Final Exam: Apr 22 from 9--11 in HLB101

Prerequisites: MATB41 and MATB44

Corequisite: MATB42

Textbook: W. Strauss: Partial Differential Equations - An Introduction, Wiley

Secondary reference: D. Logan: Applied Partial Differential Equations, Springer

Topics to be covered:

What is a PDE: linear and nonlinear equations, first and second order equations, static equations and evolution equations, modelling processes by PDEs, initial and boundary conditions, well-posed problems.

The transport equation: derivation of the equation in engineering and optimization, method of characteristics, conservation laws, propagation of singularities.

Laplace equation and Poisson equation: physical motivation, boundary value problems, separation of variables, the fundamental solution, mean value formula, maximum principle, smoothness of solutions.

The diffusion equation: derivation as a model for diffusion in physics and geometry, scaling properties, initial value problem, fundamental solution, solution via Fourier analysis, maximum principle.

The wave equation: derivation of the equation, the Cauchy problem, solution in one and three spatial dimensions, energy conservation, causality principle.

Schedule:

Week 1
What is a PDE, First order linear PDEs (Strauss 1.1, 1.2)

Week 2
Where PDEs come from, Initial and Boundary conditions (Strauss 1.3, 1.4)

Week 3
The Wave Equation, Energy and Causality (Strauss 2.1, 2.2)

Week 4
The Diffusion Equation, Diffusion on the whole line (Strauss 2.3, 2.4)

Week 5
Catchup and review

Week 6
Midterm, Comparison of Waves and Diffusion (Strauss 2.5)

Week 7
Boundary value problems (Strauss 4.1, 4.2)

Week 8
Fourier series (Strauss 5.1, 5.2)

Week 9
Harmonic functions (Strauss 6.1, 6.2)

Week 10
Poisson's formula, mean value property, strong maximum principle (Strauss 6.3, 7.1)

Week 11
Green's identities and Green's functions (Strauss 7.1 -- 7.4)

Week 12
Maxwell's equations and Euler's equations (Strauss 13.1, 13.2)