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Math 445: Applied PDEs:

models, problems, methods

D. Gurarie
Models; processes
Transport ut cux ; or ut x C u ...
1-st order linear (quasi-linear) f u, x, t
PDE in space-time u x, t - density of traffic (gas, fluid);
c - speed of motion, F - source/sink

0 0
ut K uxx ; ut K u ; x 2 y 2 ...
Heat-diffusion F u,... F u,...
1-st order in t, 2-nd order in
u x, t - mass density, or temperature
x, called parabolic
K - diffusivity; F - source

Similar equations apply to Stochastic Processes (Brownian motion): u(x,t) - Probability to find
particle at point x time t
Wave equation

utt c uxx
; utt c u

F u,... F u,...
2-st order in x, t (hyperbolic)

c - speed of propagation; F - (external) force

Vibrating strings, membranes,: u vertical displacement (from rest)

Elasticity: medium displacement components (P,S waves)
Acoustics: u velocity/pressure/density perturbation in gas/fluid
Optics, E-M propagation: u component(s) of E-M field, or potentials

Laplaces (elliptic) equation

Stationary heat distribution
0 Potential theory (gravitational,
u u xx u yy ... ; F - source
F u
Electro-static, electro-dynamic,
Nonlinear models

ut au xx u 1 u - Fisher-Kolmogorov (genetic drift)

ut uu x au xx 0 - Burgers (sticky matter)

ut uu x au xxx 0 - KdV (integrable Hamiltonian system)

PDE systems
Fluid dynamics Electro-magnetism:

t v 0 -mass 1
p 4
vt v v ... -momentum H 0

et ... - energy Et H j
Ht E 0

Elasticity Acoustics

u tt u 2 u;

u - dislacement, , -Lame coefficients

Basic Problems:
Initial and Boundary value problems (well posedness)
Solution methods:
exact; approximate;
general or special solutions (equilibria, periodic et al)
Analysis: stability, parameter dependence, bifurcations
Examples; applications
Prediction and control
Mechanics (propagation of heat, sound, waves)
Chemical, Biological
Solution methods
1. Analytic
Method of characteristics (1-st and higher order PDE)
Separation of variables, reduction to ODE
Expansion and transform methods (Fourier, Laplace et al);
special functions
Greens functions and fundamental solutions (integral
2. Approximate and asymptotic methods
3. Variational methods
4. Numeric methods (Mathematica/Matlab)
5. Other techniques (change of variables, symmetry
reduction, Integrable models,)
Examples (with Mathematica)


2D incompressible fluid
4 Computational Shear instability

3 2 1 0 1 2 3

Time evolution of traffic jam for initial Gaussian profile Vorticity Stream f.