AMATH 353
SLN 10204, MWF 2:30-3:20, Sieg Hall 224
(Prerequisites: AMATH 351 or MATH 307)

Fourier Analysis and Partial Differential Equations



Instructor:

Eleftherios Kirkinis
Guggenheim 407
fax: 685-1440
kirkinis at amath dot washington dot edu
office hours: Gug 416, 418C Wednesdays 3:30-5:00

Teaching Assistant:

Nick Cain
nicain at amath dot washington dot edu

Office Hours: Thursdays Guggenheim 415L 10:30-12:30 am

Homework Grades 2006 Web Page

Course description Textbook Syllabus Objectives Schedule

Course Description

Heat equation, wave, equation, and Laplace's equation. Separation of variables. Fourier series in context of solving heat equation. Fourier sine and cosine series; complete Fourier series. Fourier and Laplace transforms. Solving partial differential equations in infinite domains. D'Alembert's solution for wave equation. Course Info

Textbook and Lecture Notes

Farlow, S.J. Partial Differential Equations for Scientists and Engineers. John Wiley & Sons, 1982. Available at the University Bookstore and other well-known retailers
Go to library and find another PDE text you like. This will help you a lot during the learning process.(Engineering and Math library most likely) A good text I used in the past and is the main text for Amath 403 is by Habermann PDEs.
An authoritative and clear exposition of Fourier Series is Ch 10 of Marsden and Hoffmans' `Elementary Classical Analysis'
Our level: Mary L. Boas 'Mathematical methods in the Physical Sciences'

  • Undetermined coefficients
  • Boundary Value Problems and Trigonometic identities
  • Lecture notes for Jan 15
  • Vorticity diffusion
  • Fourier Sine series, Fourier Cosine series, General Fourier series (Notes by Prof. K.K. Tung)
  • Avg values and Parseval matlab plot FS representation matlab solution to Neumann problem
  • Note on inner product spaces (non-examinable)
  • Non-homogeneous PDEs (Notes by Prof. K.K. Tung)
  • Fourier Transforms (Notes by Prof. K.K.Tung) Also note that the definition of the FT here is different than in Farlow.
  • Applet to understand the geometrical interpretation of characteristics
  • The method of characteristics for 1st order linear and quasi-linear PDEs

    Syllabus

    (1) Introduction and Classification: Overview of the major PDE's of Mathematical and Theoretical Physics: Navier-Stokes equations, Schroedinger equation, Maxwell's equations. Classification of second order PDE's. Solving PDE's with methods arising in ODE's

    (2) Parabolic Equations: Overview of general methods for solving PDE's applied to the simple case of diffusion/heat and related equations: Separation of variables, Eigenfunction Expansions, Fourier Transforms and some special methods such as similarity. Mainly 1-D.

    (3) Hyperbolic Equations: D'Alembert solution, for the 1-D wave equation. Higher order equations, separation of variables, characteristics.

    (4) Elliptic Equations: Laplace, Poisson equations. Mainly 1-D separation of variables.

    (5) PDEs in several variables: Diffusion, Wave, Laplace, Helmholtz equations. Separation of variables and Fourier Transforms.

    (6) PDE's in curvilinear coordinates: Separation of variables in plane polar, Cylindrical, Spherical coordinates. Legendre and Bessel Functions.

    (7) Non-homogeneous PDE's: Method of Eigenfunction expansions. Method of Green's functions.

    (8) First Order PDE's: Linear and Quasi-linear. The method of characteristics. Shocks, fans. Systems of 1st order PDE's. Euler equations of compressible flow and other models of wave propagation.

    (9) Advanced methods: The Legendre transformation, Charpit and others (Courant and Hilbert Vol II)

    Learning Objectives and Instructor Expectations

    Become familiar with basic methods for solving linear pde's. Understand the geometrical meaning of the solutions.

    Schedule and Homework

    Homework Format There will be approximately 10 homework assignments. Some but not all problems will be graded. You may discuss and compare your results with other students in the class but you should provide your own answers. Effective Oct 26, no late homeworks will be accepted .

    Follow links in the table below to obtain a copy of the homework in PostScript (.ps) or Adobe Acrobat (.pdf) format. You may also obtain here solutions to some of the homework and exam problems. An item shown below in plain text is not yet available. For additional information regarding viewing and printing the homework and solution sets, click here.

    Homework and Exams Homework Due Date Homework Problem Sets Homework Solutions
    First day of classes Monday, March 31
    Homework#1 due Friday, 4/4 Homework #1 (.pdf) HW #1 Solutions ( .pdf)
    Monday April 7 No lecture
    Homework#2 due Friday, 4/11 Homework #2 (.pdf) HW #2 Solutions ( .pdf)
    Homework#3 due Friday, 4/18 Homework #3 (.pdf) HW #3 Solutions (.pdf)
    Homework#4 due Friday, 4/25 Homework #4 (.pdf) HW #4 Solutions ( .pdf)
    Homework#5 due Friday, 5/2 Homework #5 (.pdf) HW #5 Solutions ( .pdf)
    Homework#6 due Friday, 5/9 Homework #6 (.pdf) HW #6 Solutions ( .pdf)
    Mid-term Monday, May 12 in class Midterm info/review
    sample questions
    2007 midterm
    Homework#7 due Friday, 5/23 Homework #7 (.pdf) HW #7 Solutions ( .pdf)
    Memorial Day Monday, May 26 No class
    Homework#8 due Friday, 5/30 Homework #8 (.pdf) HW #8 Solutions ( .pdf)
    Homework#9 due Friday, 6/6 Homework #9 (.pdf) HW #9 Solutions ( .pdf)
    Last day of classes Friday, June 6
    Final Exam TBA in class Final review
    Sample final

    Grading, Exams and Office Hours

    Your course grade will be calculated by weighing your Homework, Midterm Exam and Final Exam grades in the proportions 30%, 30% and 40% respectively. Homework problem sets will be assigned weekly, normally due on Friday.
    Mid-term exam: Monday May 12
    This is a 50-minute written examination that will cover material as described in the corresponding paragraphs from the Syllabus and covering material in h/w 2-6. Bring a one-sided sheet of notes

    Final Exam: June
    The final exam will last 50-minutes, testing your understanding of the material covered after the mid-term and will emphasize basic techniques as applied to simple, fundamental problems. There will be no deliberately obscure questions in exams to test your mental dexterity. Bring a two-sided sheet of notes. More info on this later in the quarter

    Important Note on Office hours
    Office hours are hours during which I am guaranteed to be in my office, answering your questions and dealing with problems you may have in this course. Office hours are not time during which you do your homework in my office. Rather, you should use this time to ask questions about problems which you have tried to work out, but got stuck at some point. In other words, you should come to office hours prepared, just like you should come to class prepared.

    Extra credit
    (1) I will frequently assign some homework problems of extra difficulty for those wishing to explore the techniques further and test their understanding.
    (2) Since most of you come from diverse areas of science and engineering, economics etc. where numerical methods are frequently used, in every homework, you are strongly encouraged to explore your area further and find one (1) problem that uses the techniques of this week's homework (which I will be describing each week). You will get extra credit for a sound explanation of the origins of the problem and a full solution.

    What to do next

    You may view your homework and exam grades on-line.


    <kirkinis@amath.washington.edu> Thu Sep 19 16:31:00 PDT 2007