
Understand partial differential equations and their role in modeling temperature, fluid flow, and elastic bodies; learn classical methods to solve heat, diffusion, and potential equations.
Develops the heat equation initial boundary value problems, including Dirichlet, Neumann, and Robin conditions, and discusses linearity, the superposition principle, and well-posedness for homogeneous PDEs.
Apply separation of variables to linear homogeneous PDEs to construct all product solutions by converting to ODEs, illustrated with the heat equation and polar coordinates.
We derive eigenvalues and eigenfunctions for the heat equation with zero boundary conditions, solving via separation of variables and Fourier series expansion of the initial data.
Solve the wave equation for a vibrating string using separation of variables, eigenvalues and eigenfunctions, and series expansions under Dirichlet boundary conditions and initial conditions.
Explore Laplace's equation, equilibrium, and boundary conditions, using separation of variables to build product solutions and solve Dirichlet, Neumann, and Robin problems.
Explore how Fourier series express functions as a sum of sine and cosine terms, using orthogonality to compute coefficients a_n and b_n, with an example for |x| on [-1,1].
Study Fourier sine and cosine series, even and odd extensions, and coefficient formulas, with wave and heat equation applications and x^2 on 0 to pi as example.
Solve wave and boundary value problems using Fourier series, separation of variables, and eigenvalue analysis to construct product solutions and satisfy initial and boundary conditions.
The lecture shows how the method of Fourier can extend to nonhomogeneous PDEs, solving wave, heat, and potential equations with boundary and initial conditions via eigenfunction expansions.
Learn how the Laplace transform converts PDEs in unbounded domains into simpler ODEs, using linearity, differentiation properties, and convolution to solve transport problems and recover solutions.
Learn to solve the heat equation on a semi-infinite rod with the Laplace transform, derive fundamental solution and delta data, and use the er function with convolution for boundary conditions.
Explore the Fourier sine and cosine transforms on the semi-infinite axis, derive forward and inverse transforms, and apply them to solve the heat equation with boundary conditions, illustrating Green's representation.
Explains Fourier transform and inverse Fourier transform and how they turn the heat equation into an ODE, then solves via convolution with the initial temperature and the fundamental solution.
The method of images for the heat equation on a semi-infinite rod yields a green function as a difference of fundamental solutions.
Explore d'Alembert's formula for the wave equation on an infinite string, decomposing initial displacement and velocity into left and right moving traveling waves at speed c.
Derives Poisson's formula for the Laplace equation in the half-plane via Fourier transforms, yielding the Poisson kernel and a convolution representation.
Apply Laplace transforms to turn PDEs into solvable ODEs, solving a non-homogeneous wave equation with initial and boundary conditions, and a convection–diffusion heat equation via the fundamental solution and convolution.
Learn to solve heat and wave equations in high dimensions by extending separation of variables to multiple Fourier series, building product solutions on rectangular regions and determining eigenvalues and coefficients.
Solve Laplace's equation in a disk by transforming to polar coordinates and separating variables, yielding a Fourier series in theta and a Poisson integral from boundary data.
Explore the Bessel equation and its Bessel functions of the first kind, including half-integer cases, and see how the gamma function helps reveal their properties in circular domains.
Explore solving the two-dimensional wave equation on a unit disk using separation of variables in polar coordinates, yielding eigenfunctions with Bessel functions and a center regularity condition.
Solve wave and electrostatic problems in cylindrical domains by separation of variables, yielding Bessel and modified Bessel eigenfunctions with grounded boundary conditions.
Explore Legendre functions and polynomials, including associated Legendre forms, as eigenfunction solutions to the Legendre equation, yielding bounded, orthogonal functions on [-1,1] for spherical PDEs.
Solve the Laplace equation inside a ball using spherical coordinates and boundary data, then obtain solutions through separation of variables and spherical harmonics, guided by eigenvalue problems.
Solve the heat equation in a unit ball by separation of variables, using spherical harmonics and spherical Bessel functions, to form a complete initial-value solution with zero boundary conditions.
Solve partial differential equations using special functions, via separation of variables, as shown in two problems. Explore the circular drumhead with fixed boundary and the grounded spherical shell electrostatics problem.
Partial Differential Equations (PDEs) are pivotal in both pure and applied mathematics. They emerge as mathematical models of processes in nature in which some quantities change continuously in space and time. The temperature or the magnetic field on earth, the velocity of a fluid or gas, electrostatic potential of the conductor, the density of a cancerous tumor in the body, neuronal activity of the brain, stock price fluctuations, and the population of biological species are just a few of the complex systems modeled by this ubiquitous equations. Supported with the power of modern software and the emerging fields of Artificial Intelligence and Deep Learning, PDEs are expanding to all areas of modern science and technology. This course presents a foundation for PDEs, starting from their physical origin and motivation. In particular, it introduces the classical equations of mathematical physics, namely the heat, wave, and Laplace equations. In this course, you will learn key ideas critical to the study of PDEs - separation of variables, integral transforms, special functions of mathematical physics, Fourier series, and related topics.Though the topics focus on the foundational mathematics, connections are constantly made to the underlying physics from which they emerge. Substantial practical part of the course is dedicated to solving explicitly various physical problems by using these methods