See the ETHZ Course catalogue for more informations.
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.
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.
Analysis I and II, Fourier series (Complex Analysis).
See LECTURE NOTES and Additional notes.
| Date | Chapters | Summaries | Notes | Extra |
|---|---|---|---|---|
| 19.09 | 1.1-1.5, 2.1, 2.2 | Introduction, classification of PDEs (order, linearity, quasilinearity, homogeneity), examples, associated conditions to obtain a unique solution. | Lecture 1 | Extra 1 |
| 26.09 | 2.1-2.3 | First order equations, quasilinear equations, Method of Characteristics, examples. | Lecture 2 | |
| 03.10 | 2.4-2.6 | Examples of the characteristics method, and the existence and uniqueness theorem. | Lecture 3 | Extra 2 |
| 10.10 | 3.1-3.5 | Conservation laws and shock waves. | Lecture 4 | |
| 17.10 | 3.5-3.6, 6.1 | Shock waves: the Rankine-Hugoniot condition, and the entropy condition. Classification of second order linear PDEs. | Lecture 5 | |
| 24.10 | 4.1-4.2 | The one-dimensional wave equation, canonical form and general solution. The Cauchy problem and d'Alembert formula. | Lecture 6 | 31.10 | 4.3-4.5 | Domain of dependence. The non-homogeneous one-dimensional wave equation. Nonhomogeneous d'Alembert formula. Separation of variables. | Lecture 7 | 07.11 | 5.2-5.3 | Separation of variables for the heat and wave equation, homogeneous problems. Dirichlet and Neumann boundary conditions. | Lecture 8 | 14.11 | 5.3-5.4 | Separation of variables for non-homogeneous equations. Resonance. The energy method for the wave and heat equation, and uniqueness of solutions. | Lecture 9 | 21.11 | 6, 7.1-7.4 | Elliptic equations. The weak maximum principle. The mean value principle. The strong maximum principle. | Lecture 10 | 28.11 | 7.4-8.1 | Applications of maximum principle (uniqueness). The maximum principle for the heat equation. Separation of variables for elliptic problems. | Lecture 11 | 5.12 | 8.1-8.6 | Separation of variables in rectangles, Dirichlet and Neumann compatibility conditions. The Laplace equation in circular domains. | Lecture 12 | 12.12 | 8.6 | The Laplace equation in circular domains: annulus and sectors. | Lecture 13 | 19.12 | Mock exam, Mock exam solutions |
| exercise series | submission deadline | solutions | comments |
|---|---|---|---|
| Serie 0 | Solutions 0 | ||
| Serie 1 | 03.10 | Solutions 1 | |
| Serie 2 | 10.10 | Solutions 2 | |
| Serie 3 | 17.10 | Solutions 3 | |
| Serie 4 | 24.10 | Solutions 4 | Solution of exercise 4.3(b) had a mistake. The corrected solution is now available. |
| Serie 5 | 31.10 | Solutions 5 | |
| Serie 6 | 07.11 | Solutions 6 | |
| Serie 7 | 14.11 | Solutions 7 | |
| Serie 8 | 21.11 | Solutions 8 | |
| Serie 9 | 28.11 | Solutions 9 | |
| Serie 10 | 5.12 | Solutions 10 | |
| Serie 11 | 12.12 | Solutions 11 | |
| Serie 12 | 19.12 | Solutions 12 |
This is a collection of solved exams of the past years.
We use the SAMup tool for corrections. Be careful to be connected at the ETH Network, or use a proper VPN, like Cisco.
| time | room | assistant |
|---|---|---|
| Mo 08-10 | HG E 33.1 | Manuel Noseda |
| Mo 08-10 | HG E 33.3 | Youran Gao |
| Mo 08-10 | HG F 26.5 | Simay Ridvan |
| Mo 12-14 | HG E 33.3 | Hugo Posada Saiz |
| Mo 12-14 | HG E 33.5 | Yiğit Çakan |
| Mo 12-14 | ML F 40 | Dmitrii Gavrilov |
| Mo 14-16 | HG E 21 | Maël Hübschmann |
| Mo 14-16 | GLC E 29.2 |