This is a Qualifying Eligible (QE) course for the Math PhD with regular, graded HW and a comprehensive final exam.
Prerequisites
Multivariable analysis (the equivalent of Math 532).Syllabus
- First order PDE
- Characteristics
- Existence, blowup, shocks
- Linear, quasilinear, fully nonlinear
- Burger's equation, Hamilton Jacobi
- Conservation laws
- Weak solutions
- Shocks, Rankine-Hugoniot condition
- Entropy condition
- Second order PDE
- Wave equation
- D'Alembert formula
- Special computations for dimension d=1,3,2
- Finite speed of propagation
- Energy conservation
- Boundary value problems and separation of variables
- Laplace and Poisson equations
- Harmonic functions and their properties
- Maximum principle, mean-value property, regularity
- Fundamental solution
- Poisson formula for a ball
- Boundary value problems
- Heat equation
- Fundamental solution
- Properties of solutions: maximum principle, regularity
- Inhomogeneous equations, Duhamel principle
- Boundary value problems
- Fourier transform
- Definition and properties of Fourier transform
- L2 theory
- Distributions, tempered distributions
- applications to PDE
- Weak derivatives and Sobolev spaces
- Definition of weak derivative and Sobolev spaces
- Sobolev inequalities
- Compactness
- Trace
- Weak formulation of elliptic boundary value problems in H^1
References
- L.C. Evans, Partial Differential Equations.