Partial differential equations

Abstract

Partial differential equations (PDEs) are used to model physical phenomena involving continua, such as fluid dynamics, electromagnetic fields, acoustics, gravitation, and quantum mechanics. They also arise as mathematical models of other multivariate phenomena, for example in mathematical finance. These course notes present derivations of the basic linear PDEs (transport, heat/diffusion, wave, Laplace) and explain how they model physical phenomena. Standard analytical solution methods (separation of variables, Dirichlet's principle, Green's functions) and general theorems about solution properties are presented. Numerical PDE solution packages in Matlab and Maple are briefly introduced. Additional course materials (including exercises and recorded lectures) are available at the author's home page http://math.tut.fi/~piche/pde