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Aims & Learning Objectives:
Aims:
To furnish the student with a range of analytic techniques for the solution of ODEs and PDEs.
Objectives:
Students should be able to obtain the solution of certain ODEs and PDEs. They should also be aware of certain analytic properties associated with the solution e.g. uniqueness.
Content:
Sturm-Liouville theory: Reality of eigenvalues. Orthogonality of eigenfunctions. Expansion in eigenfunctions. Approximation in mean square. Statement of completeness.
Fourier Transform: As a limit of Fourier series. Properties and applications to solution of differential equations. Frequency response of linear systems. Characteristic functions.
Linear and quasi-linear first-order PDEs in two and three independent variables: Characteristics. Integral surfaces. Uniqueness (without proof).
Linear and quasi-linear second-order PDEs in two independent variables: Cauchy-Kovalevskaya theorem (without proof). Characteristic data. Lack of continuous dependence on initial data for Cauchy problem. Classification as elliptic, parabolic, and hyperbolic. Different standard forms. Constant and nonconstant coefficients.
One-dimensional wave equation: d'Alembert's solution. Uniqueness theorem for corresponding Cauchy problem (with data on a spacelike curve).
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Credits: