UnitLevel 3Undergraduate

MTH3011 Partial differential equations

Faculty of Science

MTH3011 Partial differential equations is a level 3, 6-credit-point, undergraduate unit from the Faculty of Science, offered in 2021 in Semester 1 at Clayton. It has no prerequisites.

Credit points
6
Offered in 2021
Semester 1
Clayton
Assessment
Exam 60%
and 1 other task

This is the 2021 handbook entry. See the 2027 entry.

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Requisites

Before MTH3011

No prerequisites or corequisites besides the enrolment rules below.

After MTH3011

No unit lists MTH3011 as a prerequisite in the 2021 handbook.

Enrolment rules

PREREQUISTE: You must be enrolled in the Master of Financial Mathematics or have passed one unit from MTH2010, MTH2015 or ENG2005 and one unit from MTH2032 or MTH2040

Overview

Introduction to PDEs; first-order PDEs and characteristics, the advection equation, nonlinear equations. Classes of second-order PDEs; boundary and/or initial conditions for well-posed problems. The wave equation: exact solutions on infinite and finite spatial domains, other hyperbolic PDEs, reflection of waves. The heat equation: exact solutions on infinite domain, separation of variables for fixed and/or insulating boundary conditions. Finite-difference methods for ODEs, truncation error. Forward, backward and Crank-Nicolson numerical methods for the heat equation, truncation errors and stability analysis. Numerical methods for the advection equation; upwind differencing. Exact solutions of Laplace's equation in various domains. Numerical methods for Laplace's and Poisson's equation.

Offerings in 2021

Teaching periodCampusMode
First semesterClaytonOn campus

Assessment

  • Continuous assessmentOtherThreshold hurdle
    40%
  • Examination (3 hours and 10 minutes)ExamThreshold hurdle
    60%

Learning outcomes

When you finish this unit, you should be able to:

  1. 1

    Understand the role of partial differential equations in the mathematical modelling of physical processes;

  2. 2

    Solve a range of first-order partial differential equations including using the 'method of characteristics';

  3. 3

    Appreciate the properties of the three basic types of linear second-order partial differential equations, including suitable initial and/or boundary conditions;

  4. 4

    Understand the mathematical properties of the diffusion equation, wave equation and Laplace's equation and solve them exactly under some simple conditions;

  5. 5

    Analyse and interpret simple applications modelled by the advection equation, diffusion equation and Laplace's equation;

  6. 6

    Understand the principles of finite-difference approximation of ordinary and partial differential equations and appreciate the advantages and disadvantages of a range of useful numerical techniques, including their stability;

  7. 7

    Evaluate numerical solutions of some partial differential equations using computers, and display those results graphically.

Workload and teaching

  • Lectures36 hours
  • Applied sessions16.5 hours
  • Three 1-hour lectures and
  • One 1.5-hour applied class per week (in weeks 2-12)

Learning resources

Required resources

A First Course in the Numerical Analysis of Differential Equations by A. Iserlies, Cambridge, 1996.

An Introduction to Partial Differential Equations by Y. Pinchover & J. Rubinstein, Cambridge, 2005.

Applied Partial Differential Equations by R. Haberman, Pearson, 2004.

Mathematics homework writing guide http://homepages.wmich.edu/~ichter/hwwritingtips.htm <http://homepages.wmich.edu/~ichter/hwwritingtips.htm>

Partial Differential Equations for Scientists and Engineers by S.J. Farlow, Dover, 1993.

Partial Differential Equations with Numerical Methods by S. Larsson & V. Thomas, Springer, 2005.

Partial Differential Equations: An Introduction by W.A. Strauss, Wiley, second edition 2008.

Partial Differential Equations: Theory and Technique by G.F. Carrier & C.E. Pearson, Academic, 1976.

Tips on writing in mathematics http://www.stolaf.edu/people/zorn/prooftips.pdf <http://www.stolaf.edu/people/zorn/prooftips.pdf>

Writing mathematics well http://www.math.hmc.edu/~su/math-writing.pdf <http://www.math.hmc.edu/~su/math-writing.pdf>

Where it fits

MTH3011 is part of 6 areas of study in the 2021 handbook.

Contacts

Chief Examiners
Dr Kengo Deguchi
Unit Coordinators
Dr Kengo Deguchi

Common questions

What are the prerequisites for MTH3011?

MTH3011 has no prerequisites, but enrolment rules apply.

When is MTH3011 offered?

In 2021, MTH3011 runs in Semester 1 at Clayton.

Does MTH3011 have an exam?

Yes. The exam is worth 60% of the final mark, alongside 1 other task.

Which majors and minors include MTH3011?

MTH3011 is part of Applied mathematics; Financial and insurance mathematics; Mathematics; and Pure mathematics.

More details

Credit points
6
Level
3
Study level
Undergraduate
Faculty
Faculty of Science
Organisational unit
School of Mathematics
Type
Coursework
EFTSL
0.125
Student contribution
SCA Band 1
Study abroad
Available