Partial Differential Equations Syllabus

APMA E4200 (Columbia Video Network)

Spring 2010
Professor Alex Casti

1 Introduction and Prerequisites

Many of the techniques used to solve partial differential equations involve reductions to systems of ordinary differential
equations, so an introductory course in ordinary differential equations is required (such as Columbia University’s E1210 or
V3027). Also required is an introductory course in Linear Algebra (E3101 or V2010).
The aim of this course is to teach you how to solve partial differential equations and interpret the resulting solutions.
More emphasis will be placed on solution techniques than on theorems and proofs, which is appropriate for a course in
an engineering school. However, to avoid making the material seem like an array of cookbook recipes to be applied in
particular situations, I will place the material within the wider scope of linear algebra whenever possible. This will help you
appreciate that many techniques, such as the method of eigenfunction expansion or the Fourier integral transform, are best
viewed within the general mathematical framework of vector spaces, and that solutions represented as an infinite series are
analogous to expressions of vectors with respect to a particular basis.
The primary course textbook (Haberman) draws most of its examples from problems in classical physics (thermal diffu-
sion, vibrating membranes, electromagnetism, and fluid flows, to name a few), so you would benefit from a background in
basic physics, although this is NOT required. The material presented is applicable to any field of study that makes use of par-
tial differential equations to model its phenomena, whether that field is physics, finance, biosciences, electrical engineering,
or anything else.

2 Textbook
Primary Text
“Applied Partial Differential Equations, Fourth Edition,” (2003) by R. Haberman, Prentice-Hall, 4th Edition (avail-
able at the Columbia bookstore or through the web at www.amazon.com; NOTE: This edition has a black cover showing the
earth from outer space).

Other Recommendations
“Applied Partial Differential Equations: An Introduction” (2002) by Alan Jeffrey, Academic Press, 1st edition.
(Recommended alternative reading on many topics)
“Beginning Partial Differential Equations” (2008) by Peter V. O’Neil, John Wiley & Sons, 2nd edition. (Recom-
mended supplemental reading for the first topic we’ll cover, listed below, on characteristics and the Cauchy problem for 1st
order linear PDEs)
“Elementary Linear Algebra” (2000) by Howard A. Anton, Wiley Text Books, 8th edition. (Good linear algebra
introduction)
“Elementary Differential Equations and Boundary Value Problems” (2005) by W.E. Boyce & R.C. DiPrima, Wiley
Text Books, 8th edition. (Background reading for ordinary differential equations)
“Introduction to the Theory of Fourier Series and Integrals” (1952) by H.S. Carslaw, Dover Publications, 3rd edition.
(Alternative reading for the theory of Fourier Series)

3 Material To Be Covered
We will cover the following topics in the order listed below. Some topics may be omitted, or only briefly explored, depending
on how quickly we run through the early material. Topic 1 is the only one not covered in depth by Haberman’s text, but
the relevant chapter from “Beginning Partial Differential Equations” by O’Neil et al. will be available for download at the
course website (the CVN student center).
1. Characteristics and the Cauchy Problem for Linear 1st -order PDEs (course notes; book chapter from O’Neil et al.
book)

1
 2. Diffusion Equation and Separation of Variables (chapter 1, chapter 2: 2.31-2.3.4)

3. Laplace’s Equation (chapter 2: 2.3.5)

4. Fourier Series (chapter 3)

5. Wave Equation (chapter 4: 4.1-4.5)

6. Sturm-Liouville Theory / Adjoint Operators (chapter 5: 5.1-5.7)

7. PDEs in more than one space dimension (Cartesian coordinates) (chapter 7: 7.1-7.6)

8. Non-Homogeneous PDEs / Method of Eigenfunction Expansion (chapter 8: 8.1-8.4)

9. Introduction to Green’s Functions and the Fredholm Alternative Theorem (chapter 9: 9.1-9.4)

10. Fourier Integral Solution to Heat Equation over Infinite Domain (chapter 10: 10.1-10.4)

4 Grading and Exams

• Grades will be determined by the homework assignments (25%), a closed-book midterm (25%), and a closed-book,
cumulative final exam (50%). I will provide you with a sample midterm and solutions, and a sample final exam.

• The midterm exam and final exam dates will be announced a few days after the course begins. Please remember that
you are responsible for arranging a time with your proctor during which you will take the exam. I will email the exams
to the proctors near the time of the exam dates.

• The midterm will cover topics 1 − 4 (up to and including Fourier Series), so when watching the lectures pace yourself
so that you have watched as many lectures as necessary just before the midterm. This should entail watching about
one and a half lectures per week.

• Since homework weighs heavily in your final grade, I strongly recommend that you attempt to solve all the assigned
problems and write them up as neatly as possible. Even if you do not solve all the problems correctly, your clarity of
presentation and penmanship will be rewarded.

5 Class Webpage and Contact Information

• You can contact me with questions by email or by phone.

• I may be reached at the following:

email: clash_on_broadway@yahoo.com

phone: (212) 353-4310

• There are no teaching assistants for the video course. I will be handling all questions and grading.

• You may download the class material (such as homework assignments, solutions, and supplemental readings) at the
CVN Student Center (you will know the appropriate web link once you sign up for the course). You will find
a folder called “Course Notes” or something to that effect. Usually I upload the documents as pdf files (portable
document files). You’ll need the Adobe acrobat reader to view them, and you can download the Adobe reader at
http://www.adobe.com/.