This document outlines the topics covered in a course on partial differential equations (PDEs). It introduces common second-order ordinary differential equations (ODEs), including Bessel functions and Legendre polynomials. It then covers power series and Frobenius solutions to second-order ODEs. Next, it discusses the classification and solution methods for first-order PDEs, including characteristics and Cauchy problems. Finally, it examines specific second-order PDEs like the wave, Laplace, and heat equations, covering separation of variables, Dirichlet and Neumann boundary conditions problems.
This document outlines the topics covered in a course on partial differential equations (PDEs). It introduces common second-order ordinary differential equations (ODEs), including Bessel functions and Legendre polynomials. It then covers power series and Frobenius solutions to second-order ODEs. Next, it discusses the classification and solution methods for first-order PDEs, including characteristics and Cauchy problems. Finally, it examines specific second-order PDEs like the wave, Laplace, and heat equations, covering separation of variables, Dirichlet and Neumann boundary conditions problems.
This document outlines the topics covered in a course on partial differential equations (PDEs). It introduces common second-order ordinary differential equations (ODEs), including Bessel functions and Legendre polynomials. It then covers power series and Frobenius solutions to second-order ODEs. Next, it discusses the classification and solution methods for first-order PDEs, including characteristics and Cauchy problems. Finally, it examines specific second-order PDEs like the wave, Laplace, and heat equations, covering separation of variables, Dirichlet and Neumann boundary conditions problems.
This document outlines the topics covered in a course on partial differential equations (PDEs). It introduces common second-order ordinary differential equations (ODEs), including Bessel functions and Legendre polynomials. It then covers power series and Frobenius solutions to second-order ODEs. Next, it discusses the classification and solution methods for first-order PDEs, including characteristics and Cauchy problems. Finally, it examines specific second-order PDEs like the wave, Laplace, and heat equations, covering separation of variables, Dirichlet and Neumann boundary conditions problems.
1. Why 2nd order ODEs, Bessel functions and Legendre polynomials?
Application areas where these occur frequently; 2nd order ODEs- classification of regular and singular points. 2. Power series solution of 2nd order ODEs, Frobenius series solution. 3. Bessel equation and Bessel functions; Orthogonality properties and Recurrence relations; 4. Legendre equation and Legendre polynomials; Orthogonality properties and Recurrence relations; 5. Introduction to PDEs: Why PDEs? Application to real life problems; curves and surfaces; ideas on order, degree, linear, non-linear; elimination of arbitrary function to form a PDE; elimination of parameters to form a PDE; 6. Classification of 1st order PDEs (1 dependent variable and two independent variables) as Linear /quasi-linear/semi-linear/non-linear; integral surface-general solution. 7. Lagrange’s method of solution, method of characteristics for solving these equations; 8. Integral surfaces through a given curve – Cauchy problem; 9. Classification of integrals as general solution, complete integral and singular solution, compatibility condition. 10.Non-linear PDEs, Charpit’s method 11.Special types of first order PDEs 12.Second order Linear PDE with constant coefficients 13.Classification of second order PDEs (1 dependent variable and 2 independent variables) 14.Canonical forms for Linear second order PDEs with variable coefficients 15. Hyperbolic equation: 1-dimensional wave equation, characteristics, d’Alembert’s solution, separation of variable solution for homogeneous equations; 16.Elliptic equation: 2-dimensional Laplace equation, Classification of boundary value problems with respect to Dirichlet, Neumann and Robin boundary conditions, separation of variable solution for (i) Dirichlet problem for a rectangle, (ii) Dirichlet problem for interior of a circle, (iii) Dirichlet problem for exterior of a circle (iv) Dirichlet problem in spherical coordinates 17.Parabolic equation: 1-dimensional heat conduction equation, separation of variable solution for homogeneous equations; 18.Duhamel’s principle to obtain solution for non-homogeneous equations Text Books
