MAT-30003 - Module Specification
School of Computer Science and Mathematics
Faculty of Natural Sciences

Programme/Approved Electives for 2024/25

Available as a Free Standing Elective

Co-requisites

None

Prerequisites

MAT-20008 Differential Equations

Barred Combinations

None

Description for 2024/25

This module provides an introduction to analytical methods for solving partial differential equations (PDEs). Throughout the module focuses on PDEs in two independent variables, although generalisation to three, or more, independent variables is briefly discussed. The module begins by introducing the method of characteristics for solving first order linear and quasi-linear PDEs. This is followed by the classification of linear second order PDEs into hyperbolic, parabolic or elliptic type, with a detailed treatment of the reduction to canonical form in each case. Thereafter, the module introduces the separation of variables technique and transform methods to solve the wave, diffusion, Laplace and Poisson equations. These PDEs are frequently encountered in many branches of applied mathematics, including fluid dynamics, mathematical biology, financial mathematics and electromagnetism. Finally the module introduces the technique of eigenfunction expansions for solving inhomogeneous PDEs, and the technique of Green's functions.

The aim of this module is to provide an introduction to analytical methods for solving partial differential equations.

Intended Learning Outcomes

classify partial differential equations (PDEs) into linear, quasi-linear and non-linear types: 1,2
solve first order linear and quasi-linear PDEs by the method of characteristics: 1,2
classify linear second order PDEs into hyperbolic, parabolic and elliptic types, reduce to canonical form and solve by the method of characteristics: 1,2
solve linear second order PDEs by separation of variables, with applications to the wave, diffusion and Laplace¿s equations: 1,2
demonstrate knowledge of Sturm-Liouville theory and the application of generalised Fourier series to solve boundary value problems: 1,2
solve inhomogeneous linear second order PDEs using the method of eigenfunction expansion: 1,2
solve boundary value problems using Fourier transform techniques: 1,2
solve linear second order PDEs using Green¿s functions: 2

Study hours

Lectures: 36 hours
Independent study: 112 hours
Unseen examination : 2 hours

School Rules

None

Description of Module Assessment