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NPTEL Syllabus

Partial Differential Equations - Web course

COURSE OUTLINE

First order linear and quasi-linear PDEs, The Cauchy problem, Second order PDEs,
Classification of PDEs, Characteristics, Well-posed problems, Fourier Series, Solutions of

NPTEL
hyperbolic, parabolic and elliptic equations, Dirichlet and Neumann problems, Maximum
principles, Fourier Transform methods for PDEs, The method of Green's functions for
Laplace, Heat and wave equations.
http://nptel.iitm.ac.in

COURSE DETAIL Mathematics


No. of
Sl. No. Module/ Lecture Topics (Total)
Hours
Pre-requisites:

Basic Multivariable
1 Mathematical Preliminaries: A Review of Multivariable 4 Calculus and ODEs
Calculus, Essential Ordinary Differential Equations, Integral
Curves and Surfaces of Vector Fields, Solving Equations of the
form: dx/P=dy/Q=dz/R. Coordinators:
Dr. Rajen Kumar Sinha
Department of
2 First-Order Partial Differential Equations(PDEs)– Formation 7 MathematicsIIT Guwahati
and classification of first-order PDEs, Linear and Quasi-
linear first-order PDEs, Cauchy's problem for first order PDEs,
The Cauchy Kowalevski Theorem, Integral surfaces passing
through a given curve, Nonlinear first-order PDEs, The method
of characteristics, Compatible systems, Charpit’s method,
Jacobi’s method for nonlinear PDEs.

3 Second-Order PDEs - Classification, Canonical forms, 3


Well-posed problems, Superposition principle.

4 Fourier Series (FS) – Introduction to FS, Convergence of FS 3


for continuous and piecewise continuous functions,
Differentiation and integration of FS, Fourier cosine and sine
series.

5 The Heat Equation - Derivation of the heat equation, The 5


maximum and minimum principles, Uniqueness, Continuous
dependence, Method of separation of variables, Time-
independent boundary conditions, Time-dependent boundary
conditions, Duhamel’s principle.

6 The Wave Equation - Derivation of the wave equation, 5


The infinite string problem, The D'Alembert solution of the wave
equation, The semi-infinite string problem, The finite vibrating
string problem, The method of separation variables, The
inhomogeneous wave equation.
7 Laplace's Equation – Basic concepts, Types of boundary 6
value problems, The maximum and minimum principle, Green’s
identity and fundamental solution, The Poisson integral formula,
The method of separation of variables, The Dirichlet problem for
the rectangle, The Dirichlet problem for Annuli and Disk,
The exterior Dirichlet problem.

8 The Fourier Transform Methods for PDEs –Fourier 5


transform, Fourier sine and cosine transform, Heat flow
problem in an infinite and semi-infinite rod, Infinite string
problem, Laplace equation in a half-plane.

9 The Method of Green’s Functions – Integral formulation, 3


The method of Green’s functions for the Laplace, Heat and
Wave equations.

Total 41

References:

1. D. Bleecker and G. Csordas, Basic Partial Differential Equations, Van Nostrand


Reinhold, New York, 1992.
2. C. Constanda, Solution Techniques for Elementary Partial Differential Equations,
Chapman & Hall/CRC, New York, 2002.
3. L. J. Crowin and R. H. Szczarba, Multivariable Calculus, Marcel Dekker, Inc, New
York, 1982.
4. S. J. Farlow, Partial Differential Equations for Scientists and Engineers, Birkh auser,
New York, 1993.
5. F. John, Partial Differential Equations, Springer-Verlag, New York, 1982.
6. E. Kreyszig, Advanced Engineering Mathematics, Wiley, 2011.
7. J. Marsden and A. Weinstein, Calculus III, Springer-Verlag, New York, 1985.
8. T. Myint-U and L. Debnath, Linear Partial Differential Equations for Scientists and
Engineers, Birkh auser, Boston, 2007.
9. R. K. Nagle and E. B. Saff, Fundamentals of Differential Equations and Boundary
Value Problems, Addison-Wesley, New York, 1996.
10. I.N. Sneddon, Elements of Partial Differential Equations, Dover Publications, New
York, 2006.
11. E. C. Zachmanoglou and D. W. Thoe, Introduction to Partial Differential Equations
with Applications, Dover Publication, Inc., New York, 1986.
12. E. Zauderer, Partial Differential Equations of Applied Mathematics, Second Edition,
John Wiley & Sons, New York, 1989.

A joint venture by IISc and IITs, funded by MHRD, Govt of India http://nptel.iitm.ac.in

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