# 401-0353-00L Analysis 3

Semester | Autumn Semester 2021 |

Lecturers | M. Iacobelli |

Periodicity | yearly recurring course |

Language of instruction | English |

Abstract | In this lecture we treat problems in applied analysis. The focus lies on the solution of quasilinear first order PDEs with the method of characteristics, and on the study of three fundamental types of partial differential equations of second order: the Laplace equation, the heat equation, and the wave equation. |

Objective | The aim of this class is to provide students with a general overview of first and second order PDEs, and teach them how to solve some of these equations using characteristics and/or separation of variables. |

Content | 1.) General introduction to PDEs and their classification (linear, quasilinear, semilinear, nonlinear / elliptic, parabolic, hyperbolic) 2.) Quasilinear first order PDEs - Solution with the method of characteristics - COnservation laws 3.) Hyperbolic PDEs - wave equation - d'Alembert formula in (1+1)-dimensions - method of separation of variables 4.) Parabolic PDEs - heat equation - maximum principle - method of separation of variables 5.) Elliptic PDEs - Laplace equation - maximum principle - method of separation of variables - variational method |

Literature | Y. Pinchover, J. Rubinstein, "An Introduction to Partial Differential Equations", Cambridge University Press (12. Mai 2005) |

Prerequisites / Notice | Prerequisites: Analysis I and II, Fourier series (Complex Analysis) |