Math 302

Partial Differential Equations

Fall 2007

  • Homework assignments
  • Daily notes
  • Fun stuff
  • Homework assignments

    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

    Daily notes

    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:

    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:

    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

    Fun Stuff

    The Mathematical Atlas describes the many fields and subfields of mathematics. The site has numerous links to other interesting and useful sites about mathematics.

    If you are interested in the history of mathematics, a good place to start is the History of Mathematics page at the University of St. Andrews, Scotland.

    Check out the Astronomy Picture of the Day.