PARTIAL DIFFERENTIAL EQUATIONS Math 124A { Fall 2010 «Viktor Grigoryan
[email protected] Department of Mathematics University of California, Santa Barbara These lecture notes arose from the course \Partial Differential Equations" { Math 124A taught by the author in the Department of Mathematics at UCSB in the fall quarters of 2009 and 2010. The selection of topics and the order in which they are introduced is based on [Str]. Most of the problems appearing in this text are also borrowed from Strauss. A list of other references that were consulted while teaching this course appears in the bibliography at the end. These notes are copylefted, and may be freely used for noncommercial educational purposes. I will appreciate any and all feedback directed to the e-mail address listed above. The most up-to date version of these notes can be downloaded from the URL given below. Version 0.1 - December 2010 http://www.math.ucsb.edu/~grigoryan/124A.pdf Contents 1 Introduction 1 1.1 Classification of PDEs . 1 1.2 Examples . 2 1.3 Conclusion . 3 Problem Set 1 4 2 First-order linear equations 5 2.1 The method of characteristics . 6 2.2 General constant coefficient equations . 7 2.3 Variable coefficient equations . 8 2.4 Conclusion . 10 3 Method of characteristics revisited 11 3.1 Transport equation . 11 3.2 Quasilinear equations . 12 3.3 Rarefaction . 13 3.4 Shock waves . 14 3.5 Conclusion . 14 Problem Set 2 15 4 Vibrations and heat flow 16 4.1 Vibrating string . 16 4.2 Vibrating drumhead . 17 4.3 Heat flow .