University of Illinois at Urbana-Champaign

Math 553 Partial Differential Equations

Professor Richard S. Laugesen, Fall 2007

Mon/Wed/Fri 10-11am, 241 Altgeld Hall

Course outline

The course begins with the method of characteristics for first-order equations and then proceeds to examine the famous second-order partial differential equations of mathematical physics, namely the heat (or diffusion), wave and Laplace equations. The focus is initially on finding formulas for solutions, but then moves to the qualitative theory: how do solutions change as the initial and/or boundary data changes, what is the speed of propagation of the solutions, how does the energy behave as time passes, and so on. Also, how do these features differ between the three classical equations?

Prerequisites

The course is aimed at mathematics and engineering students who want to deepen their understanding of partial differential equations. Many engineering graduate students have successfully taken this course. All students need to be competent with multidimensional calculus and undergraduate real analysis. Graduate students can take this course without having previously studied partial differential equations, but undergraduates who have not studied partial differential equations should take Math 442 instead.

Assessment

This is the comprehensive exam course in the Mathematics Department for partial differential equations, and so we will have regular homework, a midterm and a final exam.

Textbook

Robert McOwen, Partial Differential Equations: Methods and Applications, second edition, Prentice-Hall. We cover Chapters 1-5.