Section 1 :

TonDucThang University
Preliminary Faculty of Applied Mathematics and Statistics
Differential
equations and
partial differential
equations
Fourier Series

Section 2 :
Laplace’s
equation
Section 2 :
maximum principle
Subject : Introduction to Partial Differential
Equations

Lecturer : Nguyen Duc Vinh, PhD.

email : nguyenducvinh@tdtu.edu.vn

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 About the slides.

Section 1 :
Preliminary
Differential
equations and
partial differential
equations
Fourier Series This contains the slides are designed for students who first
Section 2 :
Laplace’s
encounter the notions of pdes. Therefore, the slides are made
equation
Section 2 :
extremely simple and move step by step. As a result, it is quite
maximum principle
long and does not seem suitable for a standard pde course.

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 References.

Section 1 :
Preliminary 1. M. Braun, [1993], Differential Equations and Their
Differential
equations and
partial differential
Applications, 4th-edition, Springer, New York.
equations
Fourier Series 2. L.C Evans, [2006], Partial Differential Equations, 2nd edition,
Section 2 : Graduates studies in Mathematics, Volume 19.
Laplace’s
equation 3. D. Gilbarg, N. S. Trudinger, Elliptic Partial Differential
Section 2 :
maximum principle Equations of second order, reprint of the 1998th edition.
Exams
40% Middle Exam : hand in exercises every week.
60% Final Exam : do a test in class.

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 First definitions.

Section 1 :
Definition (of differential equation and pdes )
Preliminary
Differential
equations and
partial differential
A differential equation is a relationship between a function
equations
Fourier Series
of time and its derivatives.
Section 2 :
Laplace’s
equation
A partial differential equation is a relationship among its
Section 2 :
maximum principle
partial derivatives.

Example about a differential equation

dy d 2y dy
+ a(t)y = b(t), 2 + a(t) + b(t)y = c(t). (1)
dt dt dt

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 Derivatives of multivariable functions

Section 1 :
Preliminary
Differential
equations and Let Ω be an open subset of R2 and u is differentiable in Ω
partial differential
equations
Fourier Series
For (x0 , y0 ) ∈ Ω, we denote
Section 2 :
Laplace’s ∂f f (x, y0 ) − f (x0 , y0 )
equation fx (x0 , y0 ) = (x0 , y0 ) = limx→x0 .
Section 2 : ∂x x − x0
maximum principle

∂2f ∂2f
fxx = (fx )x = , f xy = (f )
x y =
∂x 2 ∂y ∂x

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 Some important examples about partial differential
equations in this course.
Laplace’s equation

∂2u ∂2u
(
Section 1 :
Preliminary ∂x 2
+ ∂y 2
= 0, (x, y ) ∈ Ω ⊂ R2 ,
Differential
equations and
partial differential u(x, y ) = φ(x, y ), (x, y ) ∈ ∂Ω.
equations
Fourier Series
Heat equation
Section 2 :
Laplace’s
equation ( 2
∂u
Section 2 :
maximum principle ∂t = k ∂∂xu2 , t > 0, x ∈ [a, b], k > 0
u(x, 0) = f (x), u(a, t) = g (t), u(b, t) = h(t), t > 0, x ∈ [a, b],
Wave equation

∂2u 2


 ∂t 2
= k ∂∂xu2 , t > 0, x ∈ [a, b], k > 0

 u(x, 0) = f (x), ut (x, 0) = α(x),

u(a, t) = g (t), u(b, t) = h(t), t > 0, x ∈ [a, b],

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 Solving homogeneous second order differential
equations with constant coefficients

We now solve
Section 1 :
Preliminary
Differential
(LEC)ay 00 + by 0 + cy = 0
equations and
partial differential
equations
Fourier Series Method :
Section 2 : Writing the characteristic equation of (LEC)
Laplace’s
equation
Section 2 :
maximum principle
(Cha Equa)ar 2 + br + c = 0

It has two roots given by the formula :

√ √
−b + b 2 − 4ac −b − b 2 − 4ac
(root Cha)r1 = , r2 =
2a 2a

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 Solving Linear equations with constant coefficients
Case 1 b 2 − 4ac > 0

Section 1 :
Preliminary
Differential
equations and
partial differential
equations
Fourier Series
If b 2 − 4ac is positive, then r1 and r2 are real and distinct.
Section 2 :
Laplace’s In this case, y1 (t) = e r1 t and y2 (t) = e r2 t are two distinct
equation
Section 2 :
solutions of (LEC). In this case, the general solution is
maximum principle
y (t) = c1 e r1 t + c2 e r2 t .

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 Solving Linear equations with constant coefficients
Case 2 b 2 − 4ac < 0

Section 1 :
Preliminary
Differential
equations and
partial differential
equations
Fourier Series √
4ac−b 2
Section 2 : If b 2 − 4ac < 0, set β = 2a
Laplace’s
equation −bt
Section 2 :
y (t) = e 2a (c1 cos(βt) + c2 sin(βt)
maximum principle

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 Solving Linear equations with constant coefficients
Case 2 b 2 − 4ac = 0

Section 1 :
Preliminary
Differential
equations and
partial differential
equations
Fourier Series If b 2 − 4ac = 0, then the the characteristic equation
Section 2 :
Laplace’s
ar 2 + br + c = 0 has real equal roots r1 = r2 = −b
2a .
equation The general solution of (LEC) in this case is
Section 2 : −bt
maximum principle
y (t) = e 2a (c1 + c2 t)

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 Summing up the method to solve Linear equations
with constant coefficients

Writing the characteristic equation of (LEC)

Section 1 :
Preliminary (Cha Equa)ar 2 + br + c = 0
Differential
equations and
partial differential
equations
Fourier Series If b 2 − 4ac is positive, the general solution is
Section 2 : y (t) = c1 e r1 t + c2 e r2 t . With
Laplace’s
equation √ √
Section 2 :
maximum principle
−b + b 2 − 4ac −b − b 2 − 4ac
r1 = , r2 =
2a 2a
√
4ac−b 2
If b 2 − 4ac < 0, set β = 2a
−bt
y (t) = e 2a (c1 cos(βt) + c2 sin(βt)
If b 2 − 4ac = 0, then the general solution of (LEC) in this
−bt
case is y (t) = e 2a (c1 + c2 t)
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 Exercises

Exercise 1. Find the general solution of the equation

Section 1 :
Preliminary y 00 + 5y 0 + 4y = 0.
Differential
equations and Exercise 2. Find the solution y(t) of the initial-value problem
partial differential
equations
Fourier Series
y 00 + 4y 0 − 2y = 0, y (0) = 1, y 0 (0) = 2.
Section 2 :
Laplace’s
equation
Section 2 :
Exercise 3. Solve the equation
maximum principle

y 00 + 4y = 0.

Exercise 4. Solve the equation

y 00 + 4y 0 + 4y = 0.

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 Recall about Maximum and Minimum for single
variable functions

Section 1 :
Preliminary
Differential
equations and
Let f : (−1, 1) → R be differentiable. Then
partial differential
equations
Fourier Series
if f 0 (0) = 0 and f 00 (0) < 0 then 0 is a local maximum
Section 2 : point of f .
Laplace’s
equation
Section 2 : f 0 (0) = 0 and f 00 (0) > 0 then 0 is a local minimum point
maximum principle
of f .
Question : If f has 2 variables, i.e., f (x, y ), (x, y ) ∈ Ω ⊂ R2 .
How can we extend the above properties ?

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 Maximum and Minimum of multivariable functions

Theorem 1 : Let Ω be an open subset of R2 and u is

differentiable in Ω
Section 1 : For (x0 , y0 ) ∈ Ω, we denote
Preliminary
Differential
equations and ∂f f (x, y0 ) − f (x0 , y0 )
partial differential
fx (x0 , y0 ) = (x0 , y0 ) = limx→x0 .
equations
Fourier Series
∂x x − x0
Section 2 : ∂2f ∂2f
Laplace’s fxx = (fx )x = , f xy = (f x ) y =
equation ∂x 2 ∂y ∂x
Section 2 :
maximum principle
We recall Schwarz’s theorem
If fxy and fyx is continuous in a domain Ω then
fxy = fyx .

We say (x0 , y0 ) ∈ Ω is a stationary point of f if

fx (x0 , y0 ) = fy (x0 , y0 ) = 0 . (x0 , y0 ) is a critical point if it is
either a local maximum point or a local minimum point of f .
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 Maximum and Minimum of multivariable functions

Let f be continuously twice differentiable in Ω, and (x0 , y0 ) be

Section 1 : a stationary point of f , Set A = fxx (x0 , y0 ), B = fxy (x0 , y0 ) and
Preliminary
Differential C = fyy (x0 , y0 ). Assume that
equations and

AC − B 2 > 0 and A > 0 then (x0 , y0 ) is a local minimum

partial differential
equations
Fourier Series

Section 2 :
point of f .
Laplace’s
equation
Section 2 :
AC − B 2 > 0 and A < 0 then (x0 , y0 ) is a local maximum
maximum principle
point of f .

AC − B 2 < 0, then (x0 , y0 ) is not a critical point.

AC − B 2 = 0, no conclusion.
Exercise 1*. Find explicit examples of f to prove the claim in
the case AC − B 2 = 0.

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 Exercises

Exercise 5. Determine the critical points (if exist) of

Section 1 :
Preliminary
f (x, y ) = x 2 + y 2 + 4x − 2y .
Differential
equations and
partial differential
equations
Exercise 6. Determine the critical points (if exist) of
Fourier Series

Section 2 :
Laplace’s
f (x, y ) = x 3 + y 3 − 3xy .
equation
Section 2 :
maximum principle Exercise 7. Determine the critical points (if exist) of

f (x, y ) = 3x 2 y + y 3 − 3x 2 − 3y 2 .

Exercise 8. Determine the critical points (if exist) of

50 20
f (x, y ) = xy + + , x > 0, y > 0.
x y
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 Some inequalities

For two symmetric matrices A, B ∈ Mn (R). We say that

Section 1 :
Preliminary A≥B if xAx T ≥ xBx T ∀x ∈ Rn .
Differential
equations and
partial differential
equations Exercise 2*. For two symmetric matrices A, B ∈ Mn (R) with
Fourier Series

Section 2 :
A ≥ B. Prove that
Laplace’s
equation
Section 2 : Aii ≥ Bii ∀i = 1, . . . , n.
maximum principle

Exercise 3*. Let f be continuously twice differentiable in Ω, and

(x0 , y0 ) be a local maximum point of f . Prove that
(
fx (x0 , y0 ) = fy (x0 , y0 ) = 0
fxx (x0 , y0 ) ≤ 0, fyy (x0 , y0 ) ≤ 0,

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 Definition

Section 1 :
Preliminary
Let F (x) an arbitrary function defined in [−l, l]. The infinite
Differential
equations and
trigonometric series
partial differential
equations
Fourier Series ∞
a0 X nπx nπx
Section 2 : S(F )(x) = + [an cos( ) + bn sin( )]
Laplace’s 2 l l
equation n=1
Section 2 :
maximum principle
is called the Fourier series of F if
1 l 1 l
Z Z
nπx nπx
an = F (x)cos( )dx, bn = F (x)sin( )dx
l −l l l −l l

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 Theorem about the convergence of Fourier Series

Define
(
Section 1 : F (x) = F (x), −l ≤ x ≤ l
Preliminary
Differential
equations and
partial differential
F (x + 2l) = F (x).
equations
Fourier Series

Section 2 :
Theorem 2 : Convergence of Fourier Series :
Laplace’s
equation
If F is continuous except finite points. Then we have
Section 2 :
maximum principle
limx→x − F (x) + limx→x + F (x)
0 0
S(F )(x0 ) =
2
Trivially if F is continuous at x0 , then

S(F )(x0 ) = F (x0 ).

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 Exercises on Fourier series

Exercise 4*. Find the Fourier series of the following functions

defined on the prescribed interval
Section 1 :
Preliminary
Differential
equations and (
partial differential
equations 0, −π ≤ x < 0
Fourier Series F (x) =
Section 2 : 1, −0 ≤ x ≤ π.
Laplace’s
equation
Section 2 :
maximum principle
Deduce the sum 1 − 31 + 15 − 17 + 19 + . . .
Exercise 5*. Find the Fourier series of the following functions
defined on the prescribed interval
(
|x|, −1 ≤ x ≤ 1
F (x) =
F (x + 2) = F (x), ∀x.

For which value of x, S(F )(x) = F (x).

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 Lecture 2 : Fourier series

Section 1 :
Preliminary Answer of Exercise 4*,
Differential
equations and
partial differential ∞
equations 1 X 2sin((2k + 1)x)
Fourier Series S(F )(x) = + .
Section 2 :
2 (2k + 1)π
k=0
Laplace’s
equation
Section 2 :
maximum principle
Answer of Exercise 5*,
∞
1 X 4cos((2k + 1)πx)
S(F )(x) = − .
2 (2k + 1)2 π 2
k=0

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 Basel’s problem asked by Mengoli 1650

Section 1 :
Preliminary
Differential
equations and
partial differential
equations
Bernoulli asked his student Euler to compute
Fourier Series

Section 2 : 1 1 1 1
Laplace’s S =1+ 2
+ 2 + 2 + 2 + ....
equation 2 3 4 5
Section 2 :
maximum principle
In 1734, Euler answered this question and many more
interesting sums.

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 Basel’s problem asked by Mengoli 1650

Section 1 :
Preliminary
Differential
equations and
partial differential
Find the Fourier series of the following functions defined on the
equations
Fourier Series prescribed interval
Section 2 :
Laplace’s
equation
x 2 , −1 ≤ x ≤ 1
(
Section 2 :
maximum principle
F (x) =
F (x + 2) = F (x).

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 Basel’s problem asked by Mengoli 1650

Show that
∞
1 X 4cos(nπx)
Section 1 : S(F )(x) = + (−1)n .
Preliminary 3 n2 π 2
Differential k=1
equations and
partial differential
equations
Fourier Series
this implies
Section 2 :
Laplace’s 1 1 1 1 π2
equation 1+ + + + + · · · = .
Section 2 : 22 32 42 52 6
maximum principle

Question : Deduce
1 1 1
1+ 2
+ 2 + 2 + ....
3 5 7
Euler was able to compute
1 1 1 1 1315862
1+ 26
+ 26 + 26 + 26 + · · · = π 26 .
2 3 4 5 11094481976030578125
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 Parseval’s equality

Section 1 :
Preliminary Let F (x) be an arbitrary function defined in [−L, L], we write
Differential
equations and
partial differential ∞
equations
a0 X nπx nπx
Fourier Series
F (x) = + [an cos( ) + bn sin( )]
Section 2 : 2 L L
Laplace’s
n=1
equation
Section 2 :
maximum principle
Theorem 3 : Parseval’s equality claims that
L ∞
a2 X 2
Z
1 2
|F (x)| dx = 0 + [an + bn2 ]
L −L 2
n=1

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 A nice application

Section 1 :
Preliminary
Differential
equations and
partial differential
equations Calculate the sum 1 + 214 + 1
34
+ 1
44
+ 1
54
+ ....
Fourier Series
Hint : Recall that we have
Section 2 :
Laplace’s ∞
equation 1 X 4cos(nπx)
Section 2 : x2 = + (−1)n .
maximum principle
3 n2 π 2
k=1

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 a nice application

Section 1 :
Preliminary
Differential
equations and
partial differential
equations
Fourier Series

Section 2 : Hence a0 = 23 , an = (−1)n n24π2 , bn = 0.

Laplace’s 4
equation Answer : π90
Section 2 :
maximum principle

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 Homework

Section 1 :
Preliminary
Differential
Exercise 6* : Try to calculate the sum
1 + 216 + 316 + 416 + 516 + . . . .
equations and
partial differential
equations
Fourier Series Hint possibly work ? : Find the Fourier series of the following
Section 2 :
Laplace’s
function defined on the prescribed interval
equation
Section 2 :
maximum principle

x 3 , −1 ≤ x ≤ 1
(
F (x) =
F (x + 2) = F (x).

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 Some important Fourier series

Section 1 :
Preliminary
Differential
equations and
partial differential
equations Exercise 6** : Consider
Fourier Series

Section 2 :
Laplace’s f (x) = u0 , 0 ≤ x ≤ L.
equation
Section 2 :
maximum principle
Question 1 : Find the sine series for f .
Question 2 : Find the cosine series for f .

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 sine series for f .

Since sine is an odd function, we produce an odd function with

Section 1 :
Preliminary period 2L
Differential
equations and 
partial differential
equations u ,0 ≤ x ≤ L
 0


Fourier Series

Section 2 : F (x) = −u0 , −L ≤ x ≤ 0

Laplace’s 
equation 
F (x + 2L) = F (x).

Section 2 :
maximum principle

Ans
∞
X 2u0 nπx
SF (x) = (1 − (−1)n )sin( ), ∀x ∈ [−L, L]
nπ L
n=1

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 cosine series for f

Section 1 :
Preliminary
Differential
equations and
partial differential
equations
Fourier Series

Section 2 : Since cosine is an even function, we need to produce an even

Laplace’s
equation function with period 2L ?
Section 2 :
maximum principle

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 Harmonic function

Let Ω be an open subset of RN .

Section 1 : • u is harmonic in Ω if u is twice continuously differentiable in
Preliminary
Differential Ω and
equations and
partial differential
equations
N
Fourier Series X ∂2u
∆u(x) = (x) = 0, ∀x ∈ Ω.
Section 2 :
Laplace’s ∂xi2
i=1
equation
Section 2 :
maximum principle
• u is harmonic in Ω if u is harmonic in Ω, and continuous in Ω.
We concentrate on 2-dimensional setting, i.e, functions
satisfy

∂2u ∂2u
(x, y ) + (x, y ) = 0, ∀(x, y ) ∈ Ω.
∂x 2 ∂y 2

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 Examples about Harmonic function

Section 1 :
Preliminary
Differential Example 1 :
equations and
partial differential
equations
Fourier Series u(x, y ) = x 2 − y 2 ,
Section 2 :
Laplace’s
equation is harmonic in any open set of R2 .
Section 2 :
maximum principle Exercise 7* : Prove that
u(x, y ) = Re(x + iy )n , v (x, y ) = Im(x + iy )n , n ≥ 1, n ∈ Z are
Harmonic in any open set of R2 . Check the result at least with
n = 3, 4.

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 A Weak maximum principle

Section 1 : Theorem 4 :
Preliminary
Differential Let Ω be an open bounded connected subset of R2 . If
equations and
partial differential
equations
u ∈ C (Ω) is twice continuously differentiable in Ω and
Fourier Series

Section 2 :
Laplace’s
equation ∂2u ∂2u
(x, y ) + (x, y )≥0, ∀(x, y ) ∈ Ω.
∂x 2 ∂y 2
Section 2 :
maximum principle

Then

max(x,y )∈Ω u(x, y ) = max(x,y )∈∂Ω u(x, y ).

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