APP MTH 7107 - Partial Differential Equations and Waves

Differential equation models describe a wide range of complex problems in biology, engineering, physical sciences, economics and finance. This course focusses on partial differential equation (PDE) models, which will be developed in the context of modelling heat and mass transport and, in particular, wave phenomena, such as sound and water waves. This course develops students' skills in the formulation, solution, understanding and interpretation of PDE models. As well as developing analytic solutions, this course establishes general structures, characterisations, and numerical solutions of PDEs. In particular, computational methods using finite differences are implemented and analysed. Topics covered are: Formulation of PDEs using conservation laws: heat/mass/ wave energy transport; waves on strings and membranes; sound waves; Euler equations and velocity potential for water waves. The structure of solutions to PDEs: separation of variables (space/space, space/time); boundary value problems; SturmLouiville theory; method of characteristics; and classification of PDEs via coordinate transformation. Complex-variable form of waves. Wave dispersion. Group velocity. Finite difference solution of PDEs and BVPs: implicit and explicit methods; programming; consistency, stability and convergence; numerical differentiation.