A Basic Course in Partial Differential Equations

Author: Qing Han
Publisher: American Mathematical Soc.
ISBN: 9780821852552
Release Date: 2011
Genre: Mathematics

This is a textbook for an introductory graduate course on partial differential equations. Han focuses on linear equations of first and second order. An important feature of his treatment is that the majority of the techniques are applicable more generally. In particular, Han emphasizes a priori estimates throughout the text, even for those equations that can be solved explicitly. Such estimates are indispensable tools for proving the existence and uniqueness of solutions to PDEs, being especially important for nonlinear equations. The estimates are also crucial to establishing properties of the solutions, such as the continuous dependence on parameters. Han's book is suitable for students interested in the mathematical theory of partial differential equations, either as an overview of the subject or as an introduction leading to further study.

Partial Differential Equations

Author: Emmanuele DiBenedetto
Publisher: Springer Science & Business Media
ISBN: 9781489928405
Release Date: 2013-11-11
Genre: Mathematics

This text is meant to be a self-contained, elementary introduction to Partial Differential Equations, assuming only advanced differential calculus and some basic LP theory. Although the basic equations treated in this book, given its scope, are linear, we have made an attempt to approach them from a nonlinear perspective. Chapter I is focused on the Cauchy-Kowaleski theorem. We discuss the notion of characteristic surfaces and use it to classify partial differential equations. The discussion grows out of equations of second order in two variables to equations of second order in N variables to p.d.e.'s of any order in N variables. In Chapters II and III we study the Laplace equation and connected elliptic theory. The existence of solutions for the Dirichlet problem is proven by the Perron method. This method clarifies the structure ofthe sub(super)harmonic functions and is closely related to the modern notion of viscosity solution. The elliptic theory is complemented by the Harnack and Liouville theorems, the simplest version of Schauder's estimates and basic LP -potential estimates. Then, in Chapter III, the Dirichlet and Neumann problems, as well as eigenvalue problems for the Laplacian, are cast in terms of integral equations. This requires some basic facts concerning double layer potentials and the notion of compact subsets of LP, which we present.

Optimal Control of Partial Differential Equations

Author: Fredi Tröltzsch
Publisher: American Mathematical Soc.
ISBN: 9780821849040
Release Date: 2010
Genre: Mathematics

"Optimal control theory is concerned with finding control functions that minimize cost functions for systems described by differential equations. The methods have found widespread applications in aeronautics, mechanical engineering, the life sciences, and many other disciplines. This book focuses on optimal control problems where the state equation is an elliptic or parabolic partial differential equation. Included are topics such as the existence of optimal solutions, necessary optimality conditions and adjoint equations, second-order sufficient conditions, and main principles of selected numerical techniques. It also contains a survey on the Karush-Kuhn-Tucker theory of nonlinear programming in Banach spaces. The exposition begins with control problems with linear equations, quadratic cost functions and control constraints. To make the book self-contained, basic facts on weak solutions of elliptic and parabolic equations are introduced. Principles of functional analysis are introduced and explained as they are needed. Many simple examples illustrate the theory and its hidden difficulties. This start to the book makes it fairly self-contained and suitable for advanced undergraduates or beginning graduate students. Advanced control problems for nonlinear partial differential equations are also discussed. As prerequisites, results on boundedness and continuity of solutions to semilinear elliptic and parabolic equations are addressed. These topics are not yet readily available in books on PDEs, making the exposition also interesting for researchers. Alongside the main theme of the analysis of problems of optimal control, Tr'oltzsch also discusses numerical techniques. The exposition is confined to brief introductions into the basic ideas in order to give the reader an impression of how the theory can be realized numerically. After reading this book, the reader will be familiar with the main principles of the numerical analysis of PDE-constrained optimization."--Publisher's description.

Partial Differential Equations

Author: Lawrence C. Evans
Publisher: American Mathematical Soc.
ISBN: 9780821849743
Release Date: 2010
Genre: Mathematics

This is the second edition of the now definitive text on partial differential equations (PDE). It offers a comprehensive survey of modern techniques in the theoretical study of PDE with particular emphasis on nonlinear equations. Its wide scope and clear exposition make it a great text for a graduate course in PDE. For this edition, the author has made numerous changes, including a new chapter on nonlinear wave equations, more than 80 new exercises, several new sections, a significantly expanded bibliography. About the First Edition: I have used this book for both regular PDE and topics courses. It has a wonderful combination of insight and technical detail. ... Evans' book is evidence of his mastering of the field and the clarity of presentation. --Luis Caffarelli, University of Texas It is fun to teach from Evans' book. It explains many of the essential ideas and techniques of partial differential equations ... Every graduate student in analysis should read it. --David Jerison, MIT I use Partial Differential Equations to prepare my students for their Topic exam, which is a requirement before starting working on their dissertation. The book provides an excellent account of PDE's ... I am very happy with the preparation it provides my students. --Carlos Kenig, University of Chicago Evans' book has already attained the status of a classic. It is a clear choice for students just learning the subject, as well as for experts who wish to broaden their knowledge ... An outstanding reference for many aspects of the field. --Rafe Mazzeo, Stanford University

Lectures on Linear Partial Differential Equations

Author: Grigoriĭ Ilʹich Eskin
Publisher: American Mathematical Soc.
ISBN: 9780821852842
Release Date: 2011
Genre: Mathematics

This book is a reader-friendly, relatively short introduction to the modern theory of linear partial differential equations. An effort has been made to present complete proofs in an accessible and self-contained form. The first three chapters are on elementary distribution theory and Sobolev spaces with many examples and applications to equations with constant coefficients. The following chapters study the Cauchy problem for parabolic and hyperbolic equations, boundary value problems for elliptic equations, heat trace asymptotics, and scattering theory. The book also covers microlocal analysis, including the theory of pseudodifferential and Fourier integral operators, and the propagation of singularities for operators of real principal type. Among the more advanced topics are the global theory of Fourier integral operators and the geometric optics construction in the large, the Atiyah-Singer index theorem in $\mathbb R^n$, and the oblique derivative problem.

Partial Differential Equations

Author: Jürgen Jost
Publisher: Springer Science & Business Media
ISBN: 9781461448099
Release Date: 2012-11-13
Genre: Mathematics

This book offers an ideal graduate-level introduction to the theory of partial differential equations. The first part of the book describes the basic mathematical problems and structures associated with elliptic, parabolic, and hyperbolic partial differential equations, and explores the connections between these fundamental types. Aspects of Brownian motion or pattern formation processes are also presented. The second part focuses on existence schemes and develops estimates for solutions of elliptic equations, such as Sobolev space theory, weak and strong solutions, Schauder estimates, and Moser iteration. In particular, the reader will learn the basic techniques underlying current research in elliptic partial differential equations. This revised and expanded third edition is enhanced with many additional examples that will help motivate the reader. New features include a reorganized and extended chapter on hyperbolic equations, as well as a new chapter on the relations between different types of partial differential equations, including first-order hyperbolic systems, Langevin and Fokker-Planck equations, viscosity solutions for elliptic PDEs, and much more. Also, the new edition contains additional material on systems of elliptic partial differential equations, and it explains in more detail how the Harnack inequality can be used for the regularity of solutions.

Hyperbolic Partial Differential Equations and Geometric Optics

Author: Jeffrey Rauch
Publisher: American Mathematical Soc.
ISBN: 9780821872918
Release Date: 2012-05-01
Genre: Mathematics

This book introduces graduate students and researchers in mathematics and the sciences to the multifaceted subject of the equations of hyperbolic type, which are used, in particular, to describe propagation of waves at finite speed. Among the topics carefully presented in the book are nonlinear geometric optics, the asymptotic analysis of short wavelength solutions, and nonlinear interaction of such waves. Studied in detail are the damping of waves, resonance, dispersive decay, and solutions to the compressible Euler equations with dense oscillations created by resonant interactions. Many fundamental results are presented for the first time in a textbook format. In addition to dense oscillations, these include the treatment of precise speed of propagation and the existence and stability questions for the three wave interaction equations. One of the strengths of this book is its careful motivation of ideas and proofs, showing how they evolve from related, simpler cases. This makes the book quite useful to both researchers and graduate students interested in hyperbolic partial differential equations. Numerous exercises encourage active participation of the reader. The author is a professor of mathematics at the University of Michigan. A recognized expert in partial differential equations, he has made important contributions to the transformation of three areas of hyperbolic partial differential equations: nonlinear microlocal analysis, the control of waves, and nonlinear geometric optics.

Lecture Notes on Functional Analysis

Author: Alberto Bressan
Publisher: American Mathematical Soc.
ISBN: 9780821887714
Release Date: 2013
Genre: Mathematics

This textbook is addressed to graduate students in mathematics or other disciplines who wish to understand the essential concepts of functional analysis and their applications to partial differential equations. The book is intentionally concise, presenting all the fundamental concepts and results but omitting the more specialized topics. Enough of the theory of Sobolev spaces and semigroups of linear operators is included as needed to develop significant applications to elliptic, parabolic, and hyperbolic PDEs. Throughout the book, care has been taken to explain the connections between theorems in functional analysis and familiar results of finite-dimensional linear algebra. The main concepts and ideas used in the proofs are illustrated with a large number of figures. A rich collection of homework problems is included at the end of most chapters. The book is suitable as a text for a one-semester graduate course.

Ordinary Differential Equations

Author: Luis Barreira
Publisher: American Mathematical Soc.
ISBN: 9780821887493
Release Date: 2012-06-06
Genre: Mathematics

This textbook provides a comprehensive introduction to the qualitative theory of ordinary differential equations. It includes a discussion of the existence and uniqueness of solutions, phase portraits, linear equations, stability theory, hyperbolicity and equations in the plane. The emphasis is primarily on results and methods that allow one to analyze qualitative properties of the solutions without solving the equations explicitly. The text includes numerous examples that illustrate in detail the new concepts and results as well as exercises at the end of each chapter. The book is also intended to serve as a bridge to important topics that are often left out of a course on ordinary differential equations. In particular, it provides brief introductions to bifurcation theory, center manifolds, normal forms and Hamiltonian systems.

Partial Differential Equations III

Author: Michael Taylor
Publisher: Springer Science & Business Media
ISBN: 1441970495
Release Date: 2010-11-02
Genre: Mathematics

The third of three volumes on partial differential equations, this is devoted to nonlinear PDE. It treats a number of equations of classical continuum mechanics, including relativistic versions, as well as various equations arising in differential geometry, such as in the study of minimal surfaces, isometric imbedding, conformal deformation, harmonic maps, and prescribed Gauss curvature. In addition, some nonlinear diffusion problems are studied. It also introduces such analytical tools as the theory of L Sobolev spaces, H lder spaces, Hardy spaces, and Morrey spaces, and also a development of Calderon-Zygmund theory and paradifferential operator calculus. The book is aimed at graduate students in mathematics, and at professional mathematicians with an interest in partial differential equations, mathematical physics, differential geometry, harmonic analysis and complex analysis

Lectures on Elliptic and Parabolic Equations in Sobolev Spaces

Author: Nikolaĭ Vladimirovich Krylov
Publisher: American Mathematical Soc.
ISBN: 9780821846841
Release Date: 2008
Genre: Mathematics

This book concentrates on the basic facts and ideas of the modern theory of linear elliptic and parabolic equations in Sobolev spaces. The main areas covered in this book are the first boundary-value problem for elliptic equations and the Cauchy problem for parabolic equations. In addition, other boundary-value problems such as the Neumann or oblique derivative problems are briefly covered. As is natural for a textbook, the main emphasis is on organizing well-known ideas in a self-contained exposition. Among the topics included that are not usually covered in a textbook are a relatively recent development concerning equations with $\mathsf{VMO}$ coefficients and the study of parabolic equations with coefficients measurable only with respect to the time variable. There are numerous exercises which help the reader better understand the material. After going through the book, the reader will have a good understanding of results available in the modern theory of partial differential equations and the technique used to obtain them. Prerequisites are basics of measure theory, the theory of $L_p$ spaces, and the Fourier transform.

Ordinary Differential Equations

Author: Wolfgang Walter
Publisher: Springer Science & Business Media
ISBN: 9781461206019
Release Date: 2013-03-11
Genre: Mathematics

Based on a translation of the 6th edition of Gewöhnliche Differentialgleichungen by Wolfgang Walter, this edition includes additional treatments of important subjects not found in the German text as well as material that is seldom found in textbooks, such as new proofs for basic theorems. This unique feature of the book calls for a closer look at contents and methods with an emphasis on subjects outside the mainstream. Exercises, which range from routine to demanding, are dispersed throughout the text and some include an outline of the solution. Applications from mechanics to mathematical biology are included and solutions of selected exercises are found at the end of the book. It is suitable for mathematics, physics, and computer science graduate students to be used as collateral reading and as a reference source for mathematicians. Readers should have a sound knowledge of infinitesimal calculus and be familiar with basic notions from linear algebra; functional analysis is developed in the text when needed.

Partial Differential Equations

Author: András Vasy
Publisher: American Mathematical Soc.
ISBN: 9781470418816
Release Date: 2015-12-21
Genre: Differential equations, Partial

This text on partial differential equations is intended for readers who want to understand the theoretical underpinnings of modern PDEs in settings that are important for the applications without using extensive analytic tools required by most advanced texts. The assumed mathematical background is at the level of multivariable calculus and basic metric space material, but the latter is recalled as relevant as the text progresses. The key goal of this book is to be mathematically complete without overwhelming the reader, and to develop PDE theory in a manner that reflects how researchers would think about the material. A concrete example is that distribution theory and the concept of weak solutions are introduced early because while these ideas take some time for the students to get used to, they are fundamentally easy and, on the other hand, play a central role in the field. Then, Hilbert spaces that are quite important in the later development are introduced via completions which give essentially all the features one wants without the overhead of measure theory. There is additional material provided for readers who would like to learn more than the core material, and there are numerous exercises to help solidify one's understanding. The text should be suitable for advanced undergraduates or for beginning graduate students including those in engineering or the sciences.

Partial Differential Equations in Action

Author: Sandro Salsa
Publisher: Springer
ISBN: 9783319150932
Release Date: 2015-04-24
Genre: Mathematics

The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear boundary and initial-boundary value problems.

Partial differential equations in general relativity

Author: Alan D. Rendall
Publisher: Oxford University Press, USA
ISBN: 0199215405
Release Date: 2008-06-09
Genre: Mathematics

A graduate level text on a subject which brings together several areas of mathematics and physics: partial differential equations, differential geometry and general relativity. It explains the basics of the theory of partial differential equations in a form accessible to physicists and the basics of general relativity in a form accessible to mathematicians. In recent years the theory of partial differential equations has come to play an ever more important role in research on general relativity. This is partly due to the growth of the field of numerical relativity, stimulated in turn by work on gravitational wave detection, but also due to an increased interest in general relativity among pure mathematicians working in the areas of partial differential equations and Riemannian geometry, who have realized the exceptional richness of the interactions between geometry and analysis which arise. This book provides the background for those wishing to learn about these topics. It treats key themes in general relativity including matter models and symmetry classes and gives an introduction to relevant aspects of the most important classes of partial differential equations, including ordinary differential equations, and material on functional analysis. These elements are brought together to discuss a variety of important examples in the field of mathematical relativity, including asymptotically flat spacetimes, which are used to describe isolated systems, and spatially compact spacetimes, which are of importance in cosmology.