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Ordinary and Partial Differential Equations and Applications

Mathematics

Instructor Name: Dr. D.N. Pandey


Institute: IIT Roorkee
Department: Mathematics

Course Intro: : This course is a basic course offered to UG/PG students of Engineering/Science background. It
contains existence and uniqueness of solutions of an ODE, homogeneous and non-homogeneous linear systems of
differential equations, power series solution of second order homogeneous differential equations. Frobenius method,
boundary value problems for second order ODE, Green’s function, autonomous systems, phase plane, critical points
and stability for linear and non-linear systems, eigen value problems, Sturm-Liouville problem. Classification of first
order PDE, existence and uniqueness of solutions, Nonlinear PDE of first order, Cauchy method of characteristics,
Charpit’s method, PDE with variable coefficients, canonical forms, characteristic curves, Laplace equation, Poisson
equation, wave equation, homogeneous and nonhomogeneous diffusion equation, Duhamel’s principle. This course
has tremendous applications in diverse fields of Engineering and Sciences such as control theory, numerical analysis and
dynamical systems etc.

Pre Requisites: : Nil


Core/Elective: : Core_Elective
UG/PG: : Both
Industry Support : Nil

Reference : 1. Braun, M. “Differential Equations and Their Applications―, 4th Ed., Springer 2011. 2. Deo, S.G.,
Lakshmikantham, V., and Raghvendra, V.,"Text Book of Ordinary Differential Equations―, 2nd Ed., Tata McGraw
Hill 2010. 3. Simmons G.F., “Ordinary Differential Equations with Applications―, Tata McGraw Hill 2003. 4.
Sneddon, I. N., "Elements of Partial Differential Equations", McGraw-Hill Book Company 1988. 5. Amarnath, T., "An
Elementary Course in Partial Differential Equations", Narosa Publishing House (II Edition) 2012. 6. Rao, K. S.,
"Introduction to Partial Differential Equations", PHI Learning Pvt. Ltd. (2nd Edition) 2012.

About Instructor: Dr. D. N Pandey is an Associate Professor in the Department of Mathematics, IIT Roorkee. Before
joining IIT Roorkee he worked as a faculty member in BITS-Pilani Goa campus and LNMIIT Jaipur. His area of
expertise includes semigroup theory, functional differential equations of fractional and integral orders. He has already
prepared e-notes for course titled “Ordinary Differential Equations and Special Functions― under e- Pathshala
funded by UGC. Also, he has published a book titled “Nonlocal Functional Evolution Equations: Integral and
fractional orders, LAP LAMBERT Academic Publishing AG Germany―. He has delivered several invited talks at
reputed institutions in India and abroad. He has guided three Ph.D. theses and has published more than 75 papers in
various international journals of repute. Currently, he is supervising five research students.
COURSE PLAN

SL.NO Week Module Name


1 1 Existence and uniqueness of solutions
of a differential equation-I Existence
and uniqueness of solutions of a
differential equation-II Existence and
uniqueness of solutions of a differential
equation-III Existence and uniqueness
of solutions of a system of differential
equations-I Existence and uniqueness
of solutions of a system of differential
equations-II
2 2 Linear system Properties of
homogeneous and non- homogeneous
systems-I Properties of homogeneous
and non- homogeneous systems-II
Properties of homogeneous and non-
homogeneous systems-III Behavior of
solutions of nth order linear
homogeneous equations-I
3 3 Behavior of solutions of nth order linear
homogeneous equations-II Review of
power series Power series solution of
second order homogeneous equations-I
Power series solution of second order
homogeneous equations-II Ordinary
points
4 4 Regular singular points-I Regular
singular points-II Regular singular
points-III Autonomous systems Phase
plane and its phenomenon- I
5 5 Phase plane and its phenomenon- II
Critical points Stability for linear and
non linear systems-I Stability for linear
and non linear systems-II Boundary
value problems for second order
differential equations
6 6 Green’s function and its
applications-I Green’s function and
its applications-II Eigen value
problems Self adjoint form Sturm
–Liouville problem and its
applications
7 7 Origins and classification of first order
PDE Initial value problem for
quasi-linear first order equations
Existence and uniqueness of solutions
Surfaces orthogonal to a given system
of surfaces Nonlinear PDE of first
order
8 8 Cauchy method of characteristics -I
Cauchy method of characteristics- II
Compatible systems of first order
equations-I Compatible systems of first
order equations- II Charpit’s
method
9 9 Second order PDE with variable
coefficients Classification and
canonical forms of second order
equations in two variables-I
Classification and canonical forms of
second order equations in two variables-
II Characteristic curves of second order
equations in two variables- I
Characteristic curves of second order
equations in two variables- II
10 10 Review of Integral Transform and
Fourier series Laplace equation in
cartesian coordinates Laplace equation
in polar coordinates Laplace equation
in spherical and cylindrical
coordinates-I Laplace equation in
spherical and cylindrical coordinates-II
11 11 Solution of Laplace equation by Fourier
series method Poisson equation in 2D
One dimensional wave equation and its
solution-I One dimensional wave
equation and its solution- II Two
dimensional wave equation and its
solution-I
12 12 Two dimensional wave equation and its
solution-II Solution of homogeneous
diffusion equation Solution of
nonhomogeneou s diffusion equation-I
Solution of nonhomogeneou s diffusion
equation-II Duhamel’s principle