MATH 221: Partial-Differential Equations I
Partial differential equations (PDEs) of applied
mathematics. Topics include modeling physical phenomena,
linear and nonlinear first-order PDEs, D'Alembert's
solution, second-order linear PDEs, characteristics, initial
and boundary value problems, separation of variables,
Sturm-Liouville problem, Fourier series, Duhamel's
Principle, linear and nonlinear stability.
MATH 222: Partial-Differential Equations II
Continuation of Math 221. Topics include integral
transforms, asymptotic methods for integrals, integral
equations, weak solutions, point sources and fundamental
solutions, conservation laws, Green's functions, generalized
functions, variational properties of eigenvalues and
eigenvectors, Euler-Lagrange equations, Maximum principles.
MATH 223: Asymptotics and Perturbation Methods
Asymptotic evaluation of integrals, matched asymptotic
expansions, multiple scales, WKB, and
homogenization. Applications are made to ODEs, PDEs,
difference equations, and integral equations to study
boundary and shock layers, nonlinear wave propagation,
bifurcation and stability, and resonance.
MATH 231: Numerical Solution of Differential Equations I
Examines fundamental methods typically required in the
numerical solution of differential equations. Topics include
direct and indirect methods for linear systems, nonlinear
systems, interpolation and approximation, eigenvalue
problems, ordinary-differential equations (IVPs and BVPs),
and finite differences for elliptic partial-differential
equations. A significant amount of programming will be
required.
MATH 232: Numerical Solution of Differential Equations II
Fundamental methods presented in Math 231 are used as a base
for discussing modern methods for solving
partial-differential equations. Numerical methods include
variational, finite element, collocation, spectral, and
FFT. Error estimates and implementation issues will be
discussed. A significant amount of programming will be
required.