DEPARTMENT OF MATHEMATICS & STATISTICS, IIT KANPUR

Course : MTH663A Dept: MTH Units : 3-0-0-9 Schedule: MWF 05:10 pm - 06:00 pm in L9.
ANALYTICAL TECHNIQUES FOR PDE
Course Objectives :
The course is designed to equip the students with the fundamental knowledge of various techniques of
anlalysing and solving partial differential equations. The course will be at a level so that the students who
have done ODEs and little bit of PDEs will gain extra knowledge of the subject and will be able to formulate
a physical problem involving various aspects as an initial-boundary value problem for a partial differential
equation and would be able to indentify a method or technique to obtain its solution. The knowledge
imparted to the students would also enable them to persue a PhD in amny fields in applied mathematics.

Course Contents :
Introduction to PDEs, Classification, Differential Operators and Superposition Principle, Differential
Equations as Mathematical Models, Associated Conditions, Examples. (5)

First Order Equations, Quasilinear Equations, the method of Charactersitics, Examples of Chractersitics
method, The existence and Uniqueness Theorem, The lagrange Method, Conservation Laws and Schock
Waves, The Eikonal Equation, General Nonlinear Equations. (5)

Second-order linear equations in two indenpendent variables, Classification, Canonical form of hyperbolic
equations, Canonical form of parabolic equations, Canonical form of elliptic equations (4)

The one-dimensional wave equation, Canonical form and general solution, The Cauchy problem and
dAlemberts formula, Domain of dependence and region of influence, The Cauchy problem for the
nonhomogeneous wave equation. (6)

The method of separation of variables, Heat equation: homogeneous boundary condition, Separation of
variables for the wave equation, Separation of variables for nonhomogeneous equations, The energy method
and uniqueness, Further applications of the heat equation. (6)

SturmLiouville problems and eigenfunction expansions, The SturmLiouville problem, Inner product
spaces and orthonormal systems, The basic properties of SturmLiouville eigenfunctions
and eigenvalues, Nonhomogeneous equations, Nonhomogeneous boundary conditions. (6)

Elliptic equations, Basic properties of elliptic problems, The maximum principle, Applications of the
maximum principle, Greens identities, The maximum principle for the heat equation, Separation of variables
for elliptic problems, Poissons formula. (6)

Greens functions and integral representations, Greens function for Dirichlet problem in the
planeNeumanns function in the plane, The heat kernel. (4)

Reference Book: AN INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS

Authors: YEHUDA PINCHOVER AND JACOB RUBINSTEIN, Cambridge University Press 2005
Instructor: Prof. D. Bahuguna
Class Schedule/Room : LEC: MWF 17:00-18:00 T204;
Course Organization: All Notices for the course will be sent by email to the course email list.

Examinations & Evaluation Policy:

Quizzes Two (one before the midterm and one after the midterm) of 10 marks each. Total: 20 marks. No
make-up, no prorating of marks for quizzes.
Midterm: 30 marks.
Endsem: 50 Marks.