Course Contents
  1. Lecture 1
    • Introduction, course information.
    • Review of ordinary differential equations.
    • Example of derivation of PDE.
    • Characteristic curves for a linear equation.
    • The Cauchy problem for a first order equation.

    Reading: McOwen 1.1 or John 1.4-1.6


  2. Lecture 2
    • Elementary classification of PDE's.
    • Examples of quasilinear equations.
    • Conservation laws. The inviscid Burger equation.
    • Method characteristics for Burger's equation. Shocks and jump conditions.

    Reading: McOwen 1.2


  3. Lecture 3
    • General first-order nonlinear partial differential equations in two variables.
    • The method of characteristic strips.

    Reading: McOwen 1.3 or John 1.7-1.8


  4. Lecture 4
    • Complete integrals and the method of envelopes.
    • Introduction to higher-order PDE's.

    Reading: McOwen 1.3 or John 1.9; John 3.1, 3.2


  5. Lecture 5
    • Cauchy-Kovalevskaya theorem.
    • Characteristic surfaces.

    Reading: John 3.1-3 and the notes on the homepage


  6. Lecture 6
    • Cauchy-Kovalevskaya theorem

    Reading: John 3.1-3, notes


  7. Lecture 7
    • Cauchy-Kovalevskaya theorem
    • Characteristic surfaces, symbols for differential operators ans classification of PDE's.

    Reading: John 3.1-3, notes


  8. Lecture 8
    • THE WAVE EQUATION I: one dimension
    • Initial value problem.
    • Weak solutions.
    • Initial value problem. D'Alembert's formula.

    Reading: John 3.1-3, notes


  9. Lecture 9
    • Initial/boundary value problem. Method of parallelograms.
    • The non-homogeneous wave-equation.

    Reading: McOwen 3.1, John 2.4


  10. Lecture 10
    • Hyperbolic and elliptic PDE's.
    • THE WAVE EQUATION II: higher dimensions
    • Derivation of the wave equation in two spacial variables.
    • Spherical means and the initial value problem.

    Reading: John 5.1, McOwen 3.2


  11. Lecture 11
    • Solution of the wave equation in three special variables. Kirchhoff's formula.
    • Hadamard's method of descent and the initial value problem in two special variables.

    Reading: John 5.1, McOwen 3.2


  12. Lecture 12
    • The Laplace and Poisson equation, I: introduction.
    • Examples in physiscs.
    • Separation of variables and spherical harmonics.
    • The Dirichlet and Neumann problems for the Laplace equation

    Reading: McOwen 4.1, 4.4

  13. Lecture 13
    • The Dirichlet and Neumann problems for the Laplace equation
    • Green's Identities.
    • Uniqueness theorems for Dirichlet and Neumann problems.

    Reading: McOwen 4.1, 4.4

  14. Lecture 14
    • The Laplace and Poisson equation, II.
    • Mean value theorem.

    Reading: McOwen 4.1.

  15. Lecture 15
    • Weak elliptic maximum principle
    • Strong elliptic maximum principle

    Reading: McOwen 4.1 d, 8.3

  16. Lecture 16
    • Adjoint operators, weak derivatives and distributions.

    Reading: McOwen 8.3, 2.3 a, c

  17. Lecture 17
    • Distributions II.
    • The fundamental solution for Laplace equation.

    Reading: McOwen 2.3 d, 4.2 a.

  18. Lecture 18
    • Potential theory for Laplace equation.
    • Green's function. Green's function in a ball.

    Reading: McOwen 4.2

  19. Lecture 19
    • Green's function and Poisson integral formula.
    • Properties of harmonic functions.

    Reading: McOwen 4.2

  20. Lecture 20
    • Functional spaces. Banach and Hilbert spaces.
    • Sobolev spaces, Introduction.
    • Representation theorems.

    Reading: McOwen 4.2 f, 6.1.

  21. Lecture 21
    • Weak solutions of the Poisson equation.
    • Poincare inequality.

    Reading: McOwen 6.2.

  22. Lecture 22
    • Sobolev spaces.
    • Lax-Milgram Theorem.

    Reading: McOwen 6.4.

  23. Lecture 23
    • Sobolev spaces, Sobolev inequalities and embeddings I.

    Reading: McOwen 6.4.

  24. Lecture 24
    • Sobolev spaces, Sobolev inequalities and embeddings II.

    Reading: McOwen 6.4.

  25. Lecture 25
    • The heat equation in a bounded domain.
    • Separation of variable.
    • Maximum principle for the heat equation.

    Reading: McOwen 5.1.

  26. Lecture 26
    • The initial value problem for the heat equation.
    • Fourier transfrom.
    • The non-homogoneous heat equation.

    Reading: McOwen 5.1.

  27. Lecture 27
    • Calculus of variations.
    • Weak existence for Dirichlet and Nuemann problems.
    • Lagrange multipliers.

    Reading: McOwen 7.1.

  28. Lecture 28
    • Eigenvalues of the Laplacian.
    • Viscosity solutions for the Hamilton-Jacobi equation.

    Reading: McOwen 7.1, notes on the homepage.

  29. Lecture 29
    • Viscosity solutions for the Hamilton-Jacobi equation.

    Reading: notes on the homepage.