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1.1 Motivation

1.2. WELL-POSEDNESS OF PARTIAL DIFFERENTIAL EQUATIONS 3

1.2 Well-posedness of partial diﬀerential equations

2.1 First-order equations

1. Homogeneous case

2. Nonhomogeneous case

2.2. WHAT HAPPENS AFTER SHOCK FORMATION? 15

2.2 What happens after shock formation?

1. Introducing dissipation

2. Rankine-Hugoniot conditions

2.3. CLASSIFYING HIGHER-ORDER EQUATIONS 21

1. Hyperbolic equations: z1 = z2, real

2. Parabolic equations: z1 = z2, real

3. Elliptic equations: z2 = z∗1, complex

4. A general classiﬁcation

2.4 Exercises

Fourier series and Fourier transforms

3.1 Fourier series

1. The Riemann-Lebesgue lemma

2. The partial sum lemma

3. The Weierstrass approximation theorem

4. Least-square approximation: Bessel’s inequality, Parseval’s iden-

5. Some theorems from real analysis

6. Dirichlet’s theorem

3.2 Fourier integrals and transforms

1. Extensions to higher dimensions

2. More theorems from real analysis

3.3 An example of why rigor may matter

3.4 Exercises

4.1 d’Alembert’s solution of the wave equation

1. Light-cone variables

2. The initial-value problem

3. The cone of inﬂuence and the cone of dependence

4.2 Homogeneous initial-value problems

1. Separation of variables

2. Justiﬁcation

3. Well-posedness

4.3 Exercises

5.1 The linear dispersion relationship

5.2 Superposition

5.3. CONSEQUENCES OF THE DISPERSION RELATIONSHIP 81

5.3 Consequences of the dispersion relationship

5.4 Asymptotics of the solution

5.5 Examples

5.6 Exercises

The heat equation

6.1 A homogeneous initial-boundary-value problem

6.2. A NONHOMOGENEOUS INITIAL-BOUNDARY-VALUE PROBLEM 91

6.2 A nonhomogeneous initial-boundary-value problem

6.3 Nonconstant boundary conditions

6.4. THE MAXIMUM PRINCIPLE IN ONE DIMENSION 93

6.4 The maximum principle in one dimension

6.5 The maximum principle in a multi-dimensional set-

6.6 The Green’s function

1. The heat equation on a ﬁnite domain, revisited

2. The heat equation on an inﬁnite domain

3. The heat equation on a semi-inﬁnite domain

6.7 Exercises

7.1 Green’s functions for Sturm-Liouville problems

1. Deﬁnition and derivation

2. Properties of the Green’s function

3. The Sturm-Liouville problem as an integral equation

7.2 Inner product spaces

7.3 The Fredholm alternative

1. Proof for degenerate kernels

2. Continuous kernels

3. The strong form of the Fredholm alternative

7.4 Eigenvalues and eigenfunctions

7.5 Eigenfunction expansions

1. Preliminaries

2. The Hilbert-Schmidt theorem

7.6 Sturm-Liouville problems in applications

1. Some more lemmas and theorems

2. Example: a nonhomogeneous heat equation

7.7 Exercises

8.1 Laplace’s equation on separable domains

2. The Green’s function

8.2 The Hankel transform

8.3 The maximum principle

2. Poisson’s equation on Rn

8.5 Exercises

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