Math 704: Methods of Applied Mathematics II

Tuesdays & Thursdays 1:00-2:15pm, B211 Van Vleck Hall

 


Lecturer: Gheorghe Craciun
Office: 405 Van Vleck

Tel. (608)265-3391
E-mail: craciun at math dot wisc dot edu
Office hours: TR 2:15-3:00pm.

Textbook: J. Kevorkian, “Partial Differential Equations: Analytical Solution Techniques” (Texts in Applied Mathematics #35), Second Edition.

 

Background and Goals: Study of partial differential equations from classical physics, including parabolic equations (diffusion equation), elliptic equations (Laplace equation), and hyperbolic equations (wave equation). We will also study nonlinear hyperbolic equations, including shock waves in traffic flow and gas dynamic models. The emphasis will be on solution techniques such as self-similarity, transform methods, and Green's function representations of solutions.

 

Course Topics:

1. Diffusion equation (derivation, fundamental solution, Green’s functions, infinite, semi-infinite, and finite domains, maximum principle)

2. Laplace equation (conformal maps, fundamental solution, dipole potential, Green’s formula, maximum principle)

3. Wave equation (derivation, method of characteristics, infinite, semi-infinite, and finite domains)

4. Scalar hyperbolic conservation laws (method of characteristics, shocks, rarefactions, entropy solutions)

5. Quasilinear hyperbolic systems (the Riemann problem, shallow water waves, Riemann invariants, gas dynamics)

6. Time permitting: approximate solutions by perturbation methods

 

Grading: The grade will be based on homework and exams as follows: Homework and Class Participation 33%, Midterm Exam 33%, Final Exam 33%.

 

Homework: Homework will be due on some Thursdays (as listed below), before class starts. Discussion with fellow students is allowed on homework assignments; however, every student must write his/her own assignment. Please use separate sheets of paper for each homework problem, and label them clearly with the homework number and the problem number. No late homework will be accepted. 

 

 

 

Homework#1 (due Thursday Feb 9)

1. Write a short summary of the derivation of the heat equation in section 1.1 in the textbook (including the three-dimensional case at the end of the section).

2. Use the definition from Appendix A.1.1 to explain formula (1.2.12) on page 7.

3. True or false: for any function F(x,t) that satisfies the equation (1.2.15) there must exist some function f(z) as discussed on page 8.
4. Solve problem 1.2.1 on page 12.

5. Solve problem 1.2.2 on page 12.

 

Sketch of solutions.

 

 

 

Homework#2 (due Thursday March 22)

Choose 5 of the following 6 problems:

1. Write a short summary of the derivation of Laplace’s equation in section 2.1 in the textbook.

2. Solve problem 1.5.1 on page 41.

3. Solve problem 1.5.2 , parts (a)-(c) on page 42.
4. Solve problem 2.3.2 on page 88.

5. Solve problem 2.6.2(a)-(b) on page 126.

6. Solve problem 2.6.5(a) on page 127.

 

Sketch of solutions.

 

The Midterm exam will be on Tuesday March 27 during class.

 

Review topics for midterm exam:

 

1. Diffusion equation on infinite domain: finding the fundamental solution using similarity structure (pages 6-9), solution of inhomogenous problems by superposition (pages 13-15).

2. Diffusion equation on semi-infinite domain: finding Green’s function using the method of images (pages 16-18).

3. Diffusion equation on finite domain: finding Green’s function using the method of images (pages 32-34).

4. Laplace’s equation: fundamental solution in 3D (pages 75-76) and in 2D (pages 76-78).

5. Laplace’s equation: Green’s formula, Gauss Integral Theorem, Energy Theorem, Uniqueness Theorems, Mean Value Theorem (pages 106-110).

6. Laplace’s equation: Green’s functions on upper-half plane and upper-half space (pages 117-118) and Green’s functions in the interior or exterior of a circle or a sphere (pages 121-122).

7. Wave equation on infinite domain: finding fundamental solution using a change of variables (pages 173-175).

 

 

 

Take-home final exam: solve 3 of the 6 problems listed below (due date is May 19):

 

1. Problem 3.6.3, page 209.

2. Problem 3.9.1(a), page 239.

3. Problem 5.2.4, page 326.

4. Problem 5.2.5(a)&(b), page 326.

5. Problem 5.3.1, page 361.

6. Problem 5.3.2, page 362.

 

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