Quantities which depend on space and/or time variables are often governed by differential equations which are based on underlying physical principles. Partial differential equations (PDEs) not only accurately express these principles, but also help to predict the behavior of a system from an initial state of the system and from given external influences. Thus, it is hard to overestimate the relevance of PDEs in all forms of science and engineering, or any endeavor which involves reasonably smooth, predictable changes of measurable quantities. Having taught from the material in this book for ten years with much feedback from students, we have found that the book serves as a very readable introduction to the subject for undergraduates with a year and a half of calculus, but not necessarily any more. In particular, one need not have had a linear algebra course or even a course in ordinary differential equations to understand the material. As the title suggests, we have concentrated only on what we feel are the absolutely essential aspects of the subject, and there are some crucial topics such as systems of PDEs which we only touch on. Yet the book certainly contains more material than can be covered in a single semester, even with an exceptional class. Given the broad relevance of the subject, we suspect that a demand for a second semester surely exists, but has been largely unmet, partly due to the lack of books which take the time and space to be readable by sophomores.
In this book mathematical jargon is minimized. Our focus is on the three most classical PDEs: the wave, heat and Laplace equations. Advanced concepts are introduced frequently but with the least possible technicalities.
Basic Linear Partial Differential Equations
This is a textbook for an introductory graduate course on partial differential equations. Han focuses on linear equations of first and second order.
1.7 Show that if φ satisfies the heat equation then the change of dependent variable u(x,t) = −2∂∂x logφ (x,t) (commonly referred to as the Cole–Hopf transformation) satisfies the nonlinear PDE ut + uu x = uxx (also known as the ...
Building on the basic techniques of separation of variables and Fourier series, the book presents the solution of boundary-value problems for basic partial differential equations: the heat equation, wave equation, and Laplace equation, ...
This volume provides an introduction to the analytical and numerical aspects of partial differential equations (PDEs).
This text features numerous worked examples in its presentation of elements from the theory of partial differential equations, emphasizing forms suitable for solving equations.
This book provides an overview of different topics related to the theory of partial differential equations.
Focusing on the archetypes of linear partial differential equations, this text for upper-level undergraduates and graduate students features most of the basic classical results.
While the classical topics of separation of variables, Fourier analysis, boundary value problems, Green's functions, and special functions continue to form the core of an introductory course, the inclusion of nonlinear equations, shock wave ...