Math 302
Partial Differential Equations
Fall 2007
Homework assignments
Daily notes
Fun stuff
For assignments with no problems to be submitted, a target date is given.
section. For problems to be submitted, a due date is given. I'll ask for
questions on this section in the class period that precedes the due date.
Section |
Problems to do |
Submit |
Target or due date |
Comments |
1.2 |
#15, 21, 23 |
None |
Friday, September 7 |
|
2.1 |
#1,3,4,7,13,15,17 |
None |
Monday, September 10 |
|
2.2 |
#1,3,5,7,11,17,19,21 |
None |
Thursday, September 13 |
Refer to the subsection "Operations on Fourier Series" for
ideas on the last two problems. |
2.2 |
#25, 26 |
None |
Monday, September 17 |
|
2.3 |
#3,7,20,23,25,26,27 |
#25, 26 |
Thursday, September 20 |
|
2.4 |
#1,3,17 |
None |
Tuesday, September 18 |
|
2.5 |
#3,8,15 |
None |
Friday, September 21 |
|
2.6 |
#1,3,7,11,15(a) |
None |
Tuesday, September 25 |
|
2.7 |
#5,9,11,13,17 |
#10,18 |
Monday, October 1 |
|
3.1 |
#1,3,5 |
None |
Thursday, October 4 |
|
3.3 |
#5,11,15 |
None |
Monday, October 8 |
|
3.4 |
#1,5,7,9,12 |
#16,18 |
Monday, October 15 |
Animate your solutions for #1,5, and 7. |
3.5 |
#3,7,13 |
None |
Monday, October 15 |
For #7, you can use the Plot3D
function in Mathematica. |
3.6 |
#1,3,5,11,16 |
None |
Thursday, October 18 |
|
3.7 |
#3, 9, 13, 15, 16, 17 |
None |
Thursday, October 25 |
Consider doing Problem 17 before Problems
13 and 15. |
3.8 |
#1,3,5,8 |
None |
Friday, October 26 |
|
4.4 |
#1, 5, 8, 13, 17, 21 |
None |
Thursday, November 8 |
|
4.2 |
#1,10 |
None |
Thursday, November 15 |
|
4.3 |
#1,11,12 |
None |
Thursday, November 15 |
|
7.2 |
#1,3,5,7,10,11,13,19,37,41,47,49 |
#50 |
Friday, November 30 |
|
7.3 |
#1,5,7,15 |
#16 |
Friday, November 30 |
|
7.4 |
#3,9 |
None |
Friday, November 30 |
|
Monday, December 10
Topics: fundamental solution for Laplace's equation in the upper half-plane
Text: Section 7.5
Tomorrow: project presentations
Friday, December 7
Topics: discrete signals; discrete Fourier transforms
Text: Section 10.3
Tomorrow: fundamental solution for Laplace's equation in the upper half-plane
Thursday, December 6
Topics: signal/system framework; unit impulse and response; deconvolution
Text: none
Tomorrow:
Tuesday, December 4
Topics: wave equation on the real line with delta function initial conditions
Text: Section 7.8
Tomorrow: ??
Monday, December 3
Topics: operational definition of the delta function; the delta
function and Fourier transforms; heat equation on the real line with a
delta function initial condition
Text: Section 7.8
Tomorrow: wave equation on the real line with delta function
initial conditions
Friday, November 30
Topics: the error function; expressing heat equation solutions using
the error function
Text: Section 7.4
Tomorrow: Dirac delta function
Tuesday, November 27
Topics: analyzing the solution to our heat equation problem
Text: Sections 7.3, 7.4
Tomorrow: the error function
Monday, November 26
Topics: Fourier transform of the convolution product; finishing our
heat equation problem
Text: Sections 7.2, 7.3, 7.4
Tomorrow: analyzing the solution to our heat equation problem
Tuesday, November 20
Topics: computer lab session: Fourier transforms in Mathematica
Text: Section 7.2
Tomorrow: Fourier transform of the convolution product
We've covered most of the ideas in Section 7.2 with the exception of
convolution. We'll discuss convolution next week. I've assigned
some problems from Section 7.2 and will later assign a few more on convolution.
We've also talked about the main idea in Section 7.3 but haven't finished
because we need the convolution result from Section 7.2. I started in on
an example of applying the Fourier transform method to PDEs in order to
motivate need for the convolution result. Next week, we'll take care of
the convolution result and then finish off our first example, which is the
same as Example 2 in Section 7.3.
Monday, November 19
Topics: notational conventions; Fourier transform of a derivative; an example of the
Fourier transform method of PDEs
Text: Sections 7.2, 7.3
Tomorrow: computer lab session
Friday, November 16
Topics: Fourier transforms: definition and examples
Text: Sections 7.2
Tomorrow: more on Fourier transforms
Thursday, November 15
Topics: Fourier series as an operator mapping functions to
sequences; from Fourier series to Fourier transforms
Text: Sections 7.1, 7.2
Tomorrow: Fourier transforms
Tuesday, November 13
Topics: Bessel series expansions; Helmholtz equation
Text: Sections 4.8, 4.6
Tomorrow: Fourier transforms
Monday, November 12
Topics: vibrations on a circular membrane: general case
Text: Section 4.3
Tomorrow: Bessel series expansions; Helmholtz equation
Friday, November 9
Topics: computer lab session follow-up; vibrations on a circular
membrane: general case
Text: Section 4.3
Tomorrow:vibrations on a circular membrane: general case
Thursday, November 8
Topics: computer lab session: Bessel functions and plotting with
polar coordinates in Mathematica
Text: Section 4.2
Tomorrow: vibrations on a circular membrane: general case
Tuesday, November 6
Topics: vibrations on a circular membrane: rotational symmetric
case; Bessel functions of order zero
Text: Section 4.2
Tomorrow: computer lab session
Monday, November 5
Topics: equilibrium temperature distribution on a disk
Text: Section 4.4
Tomorrow: vibrations on a circular membrane
Friday, November 2
Topics:equilibrium temperature distribution on a "semi-washer"
Text: Section 4.4
Tomorrow: equilibrium temperature distribution on a disk
Thursday, November 1
Topics: Laplacian in polar coordinates
Text: Section 4.1
Tomorrow: equilibrium temperature distribution on a "semi-washer"
Tuesday, October 30
Topics: computer lab session: using Mathematica to visualize solutions
to a Laplace equation BVP
Text: Section 3.8
Tomorrow: Laplacian in polar coordinates
Sometime in the next week, e-mail me a project topic proposal or a request
for help finding a topic. If you're looking for help, let me know if you
are more interested in theory or application. Here's some topic ideas:
- Proof of the Fourier series convergence theorem
- Detailed derivation of the wave equation
- Detailed derivation of the heat equation
- McKenna model of the first Tacoma Narrows Bridge
- Black-Scholes model of financial derivatives
- Method of characteristics
- Modeling traffic flow
- The role of Fourier series and partial differential equations in
the development of the function concept
- Signal analysis
- Laplace transforms
- "Can one hear the shape of a drum?"
- PDE models of biological systems
Monday, October 29
Topics: proof of the maximum principle theorem
Text: Section 3.11
Tomorrow:
I distributed Exam #2 in class today. It is due in one week.
Friday, October 26
Topics: maximum principle for Laplace's equation; nature of solutions
to Laplace's equation
Text: Section 3.8, 3.11
Tomorrow:
Thursday, October 25
Topics: a BVP for Laplace's equation
Text: Section 3.8
Tomorrow: not sure right now
Friday, October 19
Topics: visualizing normal modes for the rectangular membrane;
graphics options in Mathematica
Text: Section 3.7
Mathematica: RectMembraneDemo.nb
Tomorrow: Laplace's equation
Section 3.7 deals with the wave equation for a rectangular spatial domain
and the heat equation for a rectangular spatial domain. In class, we
worked through the details of the "standard" IBVP for the wave equation.
Problem 17 asks you to do something similar for the "standard" IBVP for
the heat equation.
We'll meet in the Jones classroom next Thursday. Have a good break.
Thursday, October 18
Topics: finishing our IBVP for the wave equation in two spatial
dimensions; 3D plots in Mathematica
Text: Section 3.7
Tomorrow:
Tuesday, October 16
Topics: another type of BC for the heat equation; wave equation
with two spatial dimensions
Text: Section 3.6, 3.7
Tomorrow: finishing our IBVP for the wave equation in two spatial
dimensions; 3D plots in Mathematica
On Thursday, we will meet in the TH 189 computer lab.
Monday, October 15
Topics: another IBVP for the heat equation
Text: Section 3.6
Tomorrow: more IBVPs for the heat equation
We will have a regular class session tomorrow (Tuesday) and then meet in a
computer lab on Thursday. Among other things, we'll play with 3D plots in
Mathematica.
Friday, October 12
Topics: solving an IBVP for the heat equation
Text: Section 3.5
Tomorrow: more IBVPs for the heat equation
Thursday, October 11
Topics: comparing solution techniques for the wave equation; the
heat equation
Text: Section 3.4
Tomorrow: solving an IBVP for the heat equation
Tuesday, October 9
Topics: defining functions in Mathematica; animating a
D'Alembert solution
Text: Section 3.4
Tomorrow: the heat equation
Monday, October 8
Topics: a change of variable approach to the wave equation
Text: Section 3.4
Tomorrow: Mathematica lab session
Friday, October 5
Topics: an IBVP for the wave equation with damping
Text: Section 3.3
Tomorrow: another way to analzye the wave equation
Thursday, October 4
Topics: pulling together what we've done
Text: Section 3.3
Tomorrow: more examples of our new solution technique
Exam #1 is available now.There are four
problems (on two pages). Read the instructions carefully. Ask me
questions as you think of them. The exam is due on Tuesday, October 10.
Tuesday, October 2
Topics: animating wave equation solutions in Mathematica
Text: Section 3.3
Tomorrow: more on our wave equation solution
Exam #1 will be take-home. My tentative plan is to distribute it on
Thursday and have it due next Tuesday.
Monday, October 1
Topics: finishing our solution of the wave equation IBVP example
Text: Section 3.3
Tomorrow: animating wave equation solutions in Mathematica
Friday, September 28
Topics:brief motivation for the wave equation as a model; an IBVP
for the wave equation
Text: Sections 3.1, 3.2, 3.3
Tomorrow: finishing our solution of the IBVP example
Section 3.1 generalizes the ideas of linear and homogeneous
to apply to partial differential equations. You should read this section
and be able to use the language correctly.
The wave equation is just Newton's second law applied to a specific
physical situation. In class, I tried to give you a few connections
between the physical situation and the wave equations.
Section 3.2 gives a more detailed derivation. I encourage you to read
this, particularly if you are in physics, but we will not cover these
ideas in detail. Come talk with me outside of class if you have questions.
Thursday, September 27
Topics: last details on damped spring-mass system with periodic
external forcing; a brief start on the wave equation
Text: Sections 2.7, 3.1
Tomorrow: more on the wave equation
We will skip the material in Sections 2.8-2.10. These sections give a
proof of the main convergence theorem for Fourier series and more details
on uniform convergence. The material in these sections would be
appropriate for a course project topic.
Tuesday, September 25
Topics: damped spring-mass system with periodic
external forcing
Text: Section 2.7
Tomorrow: partial differential equations (finally!)
Monday, September 24
Topics: complex form of Fourier series; inner product in the
complex world; application: damped spring-mass system with periodic
external forcing
Text: Section 2.6
Tomorrow: more on a first application of Fourier series
Friday, September 21
Topics: animation example in Mathematica; complex form of Fourier series
Text: Section 2.6
Mathematica: ConvergenceAnimation.nb
Tomorrow: a bit more on the complex form of Fourier series
If you compute the coefficients cn for the complex form
of the Fourier series of a (real-valued) function, you can extract the
coefficients an and bn for the real
form. One way to do this is using the formulas given in Display (7) on
page 62 of the text. Another way is to note that
cn=an/2-ibn/2 for n>0.
From this, we can read off that an is two times the real
part of cn and bn is negative two
times the imaginary part of cn. (Keep in mind that the
imaginary part of a complex number is the real coefficient on i.
For example, the imaginary part of 5-13i is -13, not
-13i.) If you finish the example you started at the end of
class, you should be able to recover the coefficients we calculated for
the Fourier series of this function as our first example a week or two ago.
Thursday, September 20
Topics: mean square error; Parseval's identity
Text: Section 2.5
Tomorrow: complex form of Fourier series
Tuesday, September 18
Topics: more on convergence of sequences and series of functions
Text: Sections 2.2, 2.3, 2.4
Tomorrow: mean square error
In class, I mentioned an intriguing fact about what can happen with
rearranging the terms in certain series. Here's some statements with
keywords you can search on to explore these ideas:
- If a series converges absolutely, then a rearrangement of
the terms does not change the sum.
- If a series converges conditionally, then a rearrangement of the
terms might change the sum.
- Riemann series theorem: If a series converges conditionally, then for any number
S, there is a rearrangement of the terms such that the
resulting sum is S.
The strangeness of the last statement is an indication that series differ
fundamentally from finite sums.
Monday, September 17
Topics: questions on Section 2.2, 2.3 homework; review of
convergence ideas
Text: Sections 2.2, 2.3
Tomorrow: more on convergence
Friday, September 14
Topics: hands-on experience with Mathematica
Text: Sections 2.2, 2.3
Tomorrow: getting serious about convergence
Mathematica is a powerful computational tool. It is designed to do a
lot of things and be very flexible. As a consequence, Mathematica
takes a substantial investment to learn. The program does include
extensive documentation and help under the Help menu. One thing you
might want to try is the First Five Minutes with Mathematica
tutorial. As with any command-line environment (as opposed to menus), you
will need to be precise with syntax. This will become easier as you become
familiar with the common styles and patterns in Mathematica.
There are other software packages available with roughly the same
functionality as Mathematica. One example is Maple. Although
most of my experience is with Mathematica, my general sense is that
no one of these is clearly better for all things. I will not require you
to use any specific package, but I will expect you to have proficiency
with some computational technology that can things comparable to the
features I will use in Mathematica.
I've assigned Problems 25 and 26 from Section 2.3 to be submitted by Thursday.
Thursday, September 13
Topics: Fourier series for more general intervals; Fourier cosine
series and Fourier sine series
Text: Sections 2.2, 2.3
Tomorrow: lab session with Mathematica
We'll meet in the TH 191 computer lab for Friday's class. You'll have a
chance to get familiar with some basic features of Mathematica.
I will have you submit a few homework problems next week. More details
soon.
Tuesday, September 11
Topics: computing and convergence of Fourier series
Text: Section 2.2
Handout FourierSeriesHandout.nb
Tomorrow: Fourier series for more general intervals
In class, I made reference to a convergence theorem for Fourier series, but
did not state it precisely. A precise statement is given in Theorem 1 on
page 30 of the text. You should read and understand this result. A proof
of this result is given in Section 2.8. We'll decide later whether or not
to work through the proof. I'll ask you about your interest in doing this.
In class, I handed out a paper copy of a Mathematica file. Above is a link
to the original Mathematica file. You should be able to download the file
and then open it using Mathematica. Note that Mathematica should be
available in several computer labs across campus. I don't know the exact
locations but can find out if you are interested. Let me know.
Monday, September 10
Topics: Fourier series
Text: Section 2.2
Tomorrow: convergence issues for Fourier series
Friday, September 7
Topics: the convenience of an orthogonal basis; Fourier series
Text: Sections 2.1, 2.2
Tomorrow: convergence issues for Fourier series
Thursday, September 6
Topics: ideas from linear algebra: vector space, basis, inner
product, orthogonality
Text: Section 6.1
Tomorrow: more linear algebra and the beginnings of Fourier series
I've assigned a few problems from Section 1.2. These involve playing with
simple solutions to the wave equation. I'll address questions on these in
class tomorrow.
As I mentioned in class, we will approach our study of Fourier
series from a linear algebra perspective. In particular, we will view
a Fourier series as a linear combination of basis vectors.
All of the action will take place in a specific vector space. The
(abstract) vectors in this vector space are functions. The specific vector
space is a bit hard to define precisely right away. For now, you can
think of it as something like the vector space C[a,b] (i.e., the
set of all continuous functions defined on the interval [a,b] with
the natural way of adding functions and multiplying by a scalar) that I used
as an example in class today.
You can read the first part of Section 6.1 or review your linear algebra
text.
Tuesday, September 4
Topics: course logistics; ODEs and PDEs
Text: Sections 1.1, 1.2
Tomorrow: linear algebra
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describes the many fields and subfields of mathematics. The site has
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If you are interested in the history of mathematics, a good place to start
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Check out the
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