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Pde Book

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03/23/2014

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Partial Diﬀerential Equations
Lecture Notes
Erich MiersemannDepartment of MathematicsLeipzig UniversityVersion October, 2012

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Contents
1 Introduction 9
1.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111.2 Equations from variational problems . . . . . . . . . . . . . . 151.2.1 Ordinary diﬀerential equations . . . . . . . . . . . . . 151.2.2 Partial dierential equations . . . . . . . . . . . . . . 161.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2 Equations of rst order 25
2.1 Linear equations . . . . . . . . . . . . . . . . . . . . . . . . . 252.2 Quasilinear equations . . . . . . . . . . . . . . . . . . . . . . 312.2.1 A linearization method . . . . . . . . . . . . . . . . . 322.2.2 Initial value problem of Cauchy . . . . . . . . . . . . . 332.3 Nonlinear equations in two variables . . . . . . . . . . . . . . 402.3.1 Initial value problem of Cauchy . . . . . . . . . . . . . 482.4 Nonlinear equations in
R
n
. . . . . . . . . . . . . . . . . . . . 512.5 Hamilton-Jacobi theory . . . . . . . . . . . . . . . . . . . . . 532.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
3 Classication 63
3.1 Linear equations of second order . . . . . . . . . . . . . . . . 633.1.1 Normal form in two variables . . . . . . . . . . . . . . 693.2 Quasilinear equations of second order . . . . . . . . . . . . . . 733.2.1 Quasilinear elliptic equations . . . . . . . . . . . . . . 733.3 Systems of rst order . . . . . . . . . . . . . . . . . . . . . . . 743.3.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . 763.4 Systems of second order . . . . . . . . . . . . . . . . . . . . . 823.4.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . 833.5 Theorem of Cauchy-Kovalevskaya . . . . . . . . . . . . . . . . 843.5.1 Appendix: Real analytic functions . . . . . . . . . . . 903