Analysis 3 Autumn 2025

Lecturer
Mikaela Iacobelli
Coordinator
Alberto Pacati

Informations

See the ETHZ Course catalogue for more informations.

Written Exam

Random checks of the above rules will be made on the day of the exam.

Time and room

The lecture takes place in room NO C 60 every Friday at 10.15-12.00.

Content

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.

Schematic Syllabus

  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

Prerequisites

Analysis I and II, Fourier series (Complex Analysis).

Lecture Summaries

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

Exercises

Every Wednesday after the lecture the corresponding exercise list will be uploaded. We encourage the students to attempt solving the exercises. First exercise session: 22.09.2025. 'Serie 0' contains a list of exercises on ODEs, that serve as a prerequisite for the course. Starting from 'Serie 1', the number of the exercise series corresponds to the lecture number to which the exercises are related.
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.

Some solved exams
Exam 1
Exam 2
Exam 3
Exam 4
Exam 5
Exam 6
Exam 7

Exercise classes

We use the SAMup tool for corrections. Be careful to be connected at the ETH Network, or use a proper VPN, like Cisco.

timeroomassistant
Mo 08-10HG E 33.1Manuel Noseda
Mo 08-10HG E 33.3Youran Gao
Mo 08-10HG F 26.5Simay Ridvan
Mo 12-14HG E 33.3Hugo Posada Saiz
Mo 12-14HG E 33.5Yiğit Çakan
Mo 12-14ML F 40Dmitrii Gavrilov
Mo 14-16HG E 21Maël Hübschmann
Mo 14-16GLC E 29.2

Literature

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