Partial differential equations
Language
The lecture will be held in English.
Introduction
Partial differential equations (PDEs) are fundamental to the modeling of natural phenomena arising in various fields of science such as heat conduction, elasticity, electrodynamics, fluid flow, chemical reaction, quantum mechanics or Black-Scholes option pricing model in mathematical finance... Study on PDEs therefore plays an important role in applications concerning many different fields.
The aim of this course is to give an introduction to the theory of PDEs. We first recall some necessary basic tools. Then, a detailed study on some important PDEs, namely Laplace's equation, the heat equation and the wave equation are given. These serve as archetypes and motivation for the further study on the more complicated PDEs.
Exercises
In order to follow well the course and to understand the content of the course it is very important to do the exercises during the semester. Every week there will be an exercise sheet.
In order to be admitted to the exam active participation in the exercise session is required.
Exam
At the end of the course there will be an oral exam.
Lecture Team
Lecturer: Prof.Dr. Anna Dall'Acqua
Exercise instructor: Ibrokhimbek Akramov
Extent
- ECTS credits: 9
- Hours per week: 4+2
Times and rooms
- Lecture (ab 24.04.19):
- Wednesday 8:00–10:00: H21, O28 (Room changed!)
- Thursday 10:00–12:00: 227, N24 (Room changed!)
- Exercises (ab 26.04.19):
- Friday 12:00–14:00: He22, E04
Please register in Moodle.
References
[1] L. Evans, Partial Differential Equations, American Mathematical Society
[2] M. Renardy, R. Rogers, An Introduction to Partial Differential Equations, Springer
[3] F. Sauvigny, Partielle Differentialgleichungen der Geometrie und der Physik, Springer
[4] B. Schweizer, Partielle Differentialgleichungen, Springer