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Introduction to Partial Differential Equations
Rating: 4.8 out of 5(25 ratings)
189 students

Introduction to Partial Differential Equations

Introduction to PDEs
Created byUgur Abdulla
Last updated 6/2021
English
English [Auto],

What you'll learn

  • The course exposes basic ideas critical to comprehend the concept of partial differential equation (PDE) and master the methods for solving classical PDEs of mathematical physics - wave, potential and heat equations.

Course content

3 sections27 lectures20h 16m total length
  • Introduction44:53

    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.

  • Linear and Homogeneous PDEs45:11

    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.

  • Separation of Variables for Linear Homogeneous PDEs40:12

    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.

  • Eigenvalue Problems46:24

    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.

  • Wave Equation45:36

    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.

  • Laplace's Equation47:58

    Explore Laplace's equation, equilibrium, and boundary conditions, using separation of variables to build product solutions and solve Dirichlet, Neumann, and Robin problems.

  • Fourier Series48:22

    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].

  • Fourier Sine & Cosine Series46:10

    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.

  • Solving PDE Problems via Fourier Series45:07

    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.

  • Nonhomogeneous PDE Problems48:33

    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.

Requirements

  • Calculus and Differential Equations courses

Description

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

Who this course is for:

  • undergraduate and graduate math, science and engineering students, high school seniors, STEM professionals who possess a prerequisite knowledge on calculus and differential equations