MTH 621,-2,-3: Differential and Integral Equations of Mathematical Physics (2005-06)

Partial differential equations arise as basic models of flow and transport, diffusion, and vibration and will be treated by classical means, generalized functions and variational principles in Hilbert space. Topics include first and second order partial differential equations and classification, particularly the wave, diffusion, and potential equations, their origins in applications and properties of solutions, characteristics, maximum principles, Green's functions, eigenvalue problems, and Fourier expansion methods.

Prerequisite: 6 credits of senior-level analysis. Must be taken in order. May be repeated up to 6 credits.

Textbook: R. Guenther and J. Lee, Partial Differential Equations of Mathematical Physics and Integral Equations.

For the year 2005-2006 this 3-term sequence will be organized as follows. The three terms will emphasize, respectively, (1) boundary-value problems and their realization as operators in function spaces, (2) classical techniques for the representation of solutions of partial differential equations, and (3) the dynamics of initial-boundary-value problems of transport and vibration.

MTH 621 is aimed at variational principles in Hilbert Space and Fourier expansion theory for boundary-value problems. These lead naturally to generalized solutions in function spaces. We introduce these concepts in an elementary but useful setting, and our development will include the theory of compact self-adjoint operators. In the variational setting we shall develop tools to establish well-posedness of boundary-value problems and to obtain useful numerical approximation schemes.

Note: This first term serves as an introduction to basic topics of Hilbert space. The variational principles lead to finite-element methods, which are the focus of the Numerical Analysis course MTH 655 to be offered in Winter, 2006.

MTH 622 will be an introduction to partial differential equations in two variables, including the first-order transport equation, the second-order wave equation and the diffusion equation in one spatial dimension. Each of these equations is introduced as a model of basic convection, diffusion or vibration processes, and their role in applications is emphasized. The discussion includes the classification of equations, properties of the solutions of each type, and construction and representation of solutions of initial-value problems in the half-plane and of the simplest initial-boundary-value problem in the quarter plane and in the rectangle.

MTH 623 will begin with a treatment of the Laplace - Poisson equation and then develop various models of flow, transport, and vibration in higher dimension. We develop useful representations and Hilbert space techniques for the corresponding initial-boundary-value problems and the associated boundary-value problems. Further properties of the various types of equations will be developed and compared.

For additional information, contact R.E. Showalter , Kidder 368, show@math.oregonstate.edu