Lecture Notes

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LEC # TOPICS Lecture Notes
1 Introduction and Basic Facts about PDE's (PDF)
2

First-order Linear PDE's

PDE's from Physics

(PDF)
3 Initial and Boundary Values Problems (PDF)
4

Types of PDE's

Distributions

(PDF)
5 Distributions (cont.) (PDF)
6 The Wave Equation (PDF)#
7 The Heat/Diffusion Equation (PDF)#
8

The Heat/Diffusion Equation (cont.)

Review

(PDF)#
First Midterm
9 Fourier Transform (PDF)#
10 Solution of the Heat and Wave Equations in Rn via the Fourier Transform (PDF)#
11 The Inversion Formula for the Fourier Transform, Tempered Distributions, Convolutions, Solutions of PDE's by Fourier Transform

(PDF)#

The Fourier Transform - The Inversion Formula (PDF)

The Fourier Transform - Tempered Distributions (PDF)

12 Tempered Distributions, Convolutions, Solutions of PDE's by Fourier Transform (cont.) (PDF)#
13 Heat and Wave Equations in Half Space and in Intervals (PDF)#
14 Inhomogeneous PDE's (PDF - 1.0 MB)#
15 Inhomogeneous PDE's (cont.) (PDF)#
16 Spectral Methods - Separation of Variables (PDF)#
17 Spectral Methods - Separation of Variables (cont.) (PDF)#
Second Midterm
18 (Generalized) Fourier Series (PDF)#
19 (Generalized) Fourier Series (cont.) (PDF)#
20 Convergence of Fourier Series and L2 Theory (PDF)#
21 Inhomogeneous Problems (PDF)#
22 Laplace's Equation and Special Domains (PDF)#
23 Poisson Formula (PDF)#
Final Exam