26-08-2019 MTH3011: Partial differential equations - 2019 Handbook - Monash University

MTH3011 - Partial differential equations

6 points, SCA Band 2, 0.125 1. Understand the role of partial differential equations in the
mathematical modelling of physical processes;

EFTSL 2. Solve a range of first-order partial differential equations

including using the 'method of characteristics';

Undergraduate - Unit 3. Appreciate the properties of the three basic types of linear
second-order partial differential equations, including
suitable initial and/or boundary conditions;
Refer to the specific census and withdrawal dates for the
semester(s) in which this unit is offered. 4. Understand the mathematical properties of the diffusion
equation, wave equation and Laplace's equation and solve
Faculty: them exactly under some simple conditions;
Science
5. Analyse and interpret simple applications modelled by the
Organisational Unit: advection equation, diffusion equation and Laplace's
School of Mathematical Sciences equation;
Chief examiner(s): 6. Understand the principles of finite-difference
Dr Simon Clarke approximation of ordinary and partial differential equations
Coordinator(s): and appreciate the advantages and disadvantages of a
Dr Simon Clarke range of useful numerical techniques, including their
stability;
Unit guides:
First semester 7. Evaluate numerical solutions of some partial differential
equations using computers, and display those results
Offered: graphically.
Clayton
First semester 2019 (On-campus)
Prerequisites:
Assessment
Students must be enrolled in the Master of Financial Mathematics End of semester examination (3 hours): 60% (Hurdle)
or have passed one unit from MTH2010, MTH2015 or ENG2005
and one unit from MTH2032, or MTH2040 Continuous assessment: 40% (Hurdle)

Synopsis Hurdle requirement: To pass this unit a student must achieve at

least 50% overall and at least 40% for both the end-of-semester
examination and continuous assessment components.
Introduction to PDEs; first-order PDEs and characteristics, the

Workload requirements
advection equation, nonlinear equations. Classes of second-
order PDEs; boundary and/or initial conditions for well-posed
problems. The wave equation: exact solutions on infinite and
finite spatial domains, other hyperbolic PDEs, reflection of waves. Three 1-hour lectures and one 2-hour applied class per week
The heat equation: exact solutions on infinite domain, separation
of variables for fixed and/or insulating boundary conditions. See also Unit timetable information
Finite-difference methods for ODEs, truncation error. Forward,
backward and Crank-Nicolson numerical methods for the heat
equation, truncation errors and stability analysis. Numerical
This unit applies to the
methods for the advection equation; upwind differencing. Exact
solutions of Laplace's equation in various domains. Numerical
following area(s) of study
methods for Laplace's and Poisson's equation. Applied mathematics

Outcomes Financial and insurance mathematics

Mathematical statistics
On completion of this unit students will be able to:
Mathematics

Pure mathematics

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