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This lecture introduces the mechanics of the Advanced Partial Differential Equations course. It discusses the differences between ordinary differential equations (ODEs) and partial differential equations (PDEs), with ODE solutions determined by constants and PDE solutions by functions. Initial and boundary value problems are presented, noting the lack of an analogous existence-uniqueness theorem for PDEs. The concepts of well-posed and ill-posed problems are introduced, with examples given of problems that are ill-posed such as attempting to recover past temperature data or the interior steady state temperature from limited boundary data. Filtering is mentioned as a possible fix for ill-posed problems in some applications like image reconstruction.
This lecture introduces the mechanics of the Advanced Partial Differential Equations course. It discusses the differences between ordinary differential equations (ODEs) and partial differential equations (PDEs), with ODE solutions determined by constants and PDE solutions by functions. Initial and boundary value problems are presented, noting the lack of an analogous existence-uniqueness theorem for PDEs. The concepts of well-posed and ill-posed problems are introduced, with examples given of problems that are ill-posed such as attempting to recover past temperature data or the interior steady state temperature from limited boundary data. Filtering is mentioned as a possible fix for ill-posed problems in some applications like image reconstruction.
This lecture introduces the mechanics of the Advanced Partial Differential Equations course. It discusses the differences between ordinary differential equations (ODEs) and partial differential equations (PDEs), with ODE solutions determined by constants and PDE solutions by functions. Initial and boundary value problems are presented, noting the lack of an analogous existence-uniqueness theorem for PDEs. The concepts of well-posed and ill-posed problems are introduced, with examples given of problems that are ill-posed such as attempting to recover past temperature data or the interior steady state temperature from limited boundary data. Filtering is mentioned as a possible fix for ill-posed problems in some applications like image reconstruction.
18.306 Advanced Partial Differential Equations with Applications
Fall 2009
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Lecture 01 2009 09 09 WED
TOPICS: Mechanics of the course. Example pde. Initial and boundary value problems. Well and ill-posed problems. Introduction: Syllabus issues; exams; lecturer; etc. ODE's and PDE's ODE solution: determined by a set of constants. Simple Examples. PDE solution: determined by functions. Simple Examples. Example pde: heat, laplace, wave, ... more later. Initial value and boundary value problems. Quote existence-uniqueness theorem for ODE IV problem. No analogous theorem for PDE's. Closest is C-K theorem, and need very strong restrictions (e.g.: analytic functions.) Well and ill-posed problems. Why is this important. Examples (show these are badly ill-posed: growth rate of perturbations goes to infinity as the frequency grows. No control over errors. --- Can you recover the temperature in the past from today's data? --- Can you recover the steady state temperature inside a body from knowledge of the temperature and heat flux along some part of the boundary? [Do example of square, with temperature and flux given on a side, zero temperature on the two adjoining sides, and nothing known about the opposite side]. --- Real life: issues like this (open problems) appear in multi-phase flows modeling, phase transition modeling, detonation waves (square wave model), image reconstruction. Possible Fix: filtering. Works if filtering makes sense within context of problem (e.g. CAT scans or image reconstruction). It can also lead to nonsense if applied mechanically.