C105 Partial Differential Equations

Credits. 3

Prerequisites. C106

Dependent Courses. None

Attributions. Core; C, T

Rationale, Outlook, Purpose, Objectives, and Goals. This and two sister courses C105
and C106 aim at developing commonly-used modeling formalisms for describing change.

Syllabus.

1. Definition of partial differential equation. Order, dependent and independent variables,

themes of classification and standard categories, first and second order PDEs; Laplace,
heat and wave equations as basic examples of linear second order PDEs. Examples of
higher order and non linear PDEs.
2. Cauchy Problems for First Order Hyperbolic Equations. Method of characteristics, Monge
cone.
3. Classification of Partial Differential Equations. Normal forms and characteristics for sec-
ond order PDEs. Principal symbol and quasilinear PDEs, classification of quasilinear
PDEs, types of side conditions and principal symbols. General types of side conditions
occurring in applications of hyperbolic, parabolic and elliptic PDEs.
4. Initial and Boundary Value Problems. Lagrange-Green’s identity and uniqueness by en-
ergy methods.
5. (Optional) Stability theory. Energy conservation and dispersion.
6. Laplace equation. Mean value property, weak and strong maximum principle, Green’s
function, Poisson’s formula, Dirichlet’s principle, existence of solution using Perron’s
method (without proof).
7. Heat equation. Initial value problem, fundamental solution, weak and strong maximum
principle and uniqueness results (outline of proofs and emphasis on interpretations)
8. Wave equation. Uniqueness, D’Alembert’s method, method of spherical means, Duhamel’s
principle: outline of proofs with emphasis on interpretation.
9. Methods of separation of variables for heat, Laplace and wave equations. Various other
methods of solution of PDEs and brief descriptions.
10. Finite difference method as numerical methods for PDEs. Finite Difference Operators,
Finite Difference methods, FDM for 1D heat and wave equations, implicit and explicit
methods of solution,method of lines,Jacobi, Gauss Seidel and Relaxation methods (for
2D Laplace and Poisson equations) von Neumann stability for difference equations and
applications to 2D heat and wave equations. Stability and convergence of matrix difference
methods.

Suggested Texts/References.

1. Erich Zauderer, Partial Differential Equations of Applied Mathematics. Wiley, 2006.

2. K. Sankara Rao, Introduction to Partial Differential Equations. PHI Learning, 2010.
3. Phoolan Prasad and Renuka Ravindran, Partial Differential Equations. New Age Pub-
lishers, 2012.

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 4. Lokenath Debnath, Nonlinear Partial Differential Equations for Scientists and Engineers.
Birkhäuser, 2011.
5. Lawrence C. Evans, Partial Differential Equations. American Mathematical Society, 2010.

Notes on Pedagogy.

Contributor/s. Sukratu Barve (http://cms.unipune.ac.in/~sukratu)