Partial differential equations (PDEs) play critical roles in wide areas of mathematics, science and engineering. This is an introductory course for PDEs, which is accessible to undergraduate and graduate students in mathematics and other scientific disciplines (for example, engineering, physics, and finance) who have completed the prerequisites. The course covers linear partial differential equations, including Poisson, wave and diffusion problems. The focus will be on learning analytic tools to solve these problems. This course does not cover numerical methods for PDEs.

This course is offered in the fall term, and is cross-listed as Math 126 Topics in Applied Mathematics II.

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Lecture 20 (Oct 28)

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Lecture 20 (Oct 27) Green’s functions Zoom link

Lecture 19 (Oct 26)

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Lecture 19 (Oct 26) Green’s functions Zoom link

Lecture 18 (Oct 23)

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Lecture 18 (Oct 23) Weak solutions Zoom link

Lecture 17 (Oct 21)

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Lecture 17 (Oct 21) Review for Midterm. Zoom link

Lecture 16 (Oct 19)

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Lecture 16 (Oct 19) Sturm-Liuoville problem. Zoom link

Lecture 15 (Oct 16)

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Lecture 15 (Oct 16) Eigenvalue problems Zoom link

Lecture 14 (Oct 14 )

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Lecture 14 (Oct 14) Laplace and Poisson equations Zoom link

Lecture 13 (Oct 12 )

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Lecture 13 (Oct 12) Fourier series Zoom link

Lecture 12 (Oct 09 )

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Lecture 12 (Oct 09) Separation of variables Zoom link

Lecture 10 (Oct 04 )

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Lecture 10 (Oct 04) Diffusion equations cont’d Zoom link

Lecture 09 (Oct 02 )

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Lecture 09 (Oct 02) Diffusion equations Zoom link

Lecture 08 (Sep 30)

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Lecture 08 (Sep 30) Waves with a source Zoom link

Lecture 07 (Sep 28)

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Lecture 07 (Sep 28) Homogeneous wave equations in R Zoom link

Lecture 06 (Sep 25)

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Lecture 06 (Sep 25) Well-posed problems Zoom link

Lecture 05 (Sep 23)

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Lecture 05 (Sep 23) Initial and boundary conditions, well-posed problems Zoom link

Lecture 04 (Sep 21)

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Lecture 04 (Sep 21) First-order equations Zoom link

Lecture 03 (Sep 18)

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Lecture 03 (Sep 18) Review of ODEs Zoom link

Lecture 02 (Sep 16)

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Lecture 02 (Sep 16) PDE modeling Zoom link

First day

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Lecture 01 (Sep 14) “Introduction to PDEs Zoom link