METHODS OF APPLIED MATHEMATICS-2

3 credits.

Derivation, nature and solution of canonical partial differential equations of applied mathematics. Conservation laws, advection, diffusion. First order PDEs, characteristics, shocks. Traffic flow, eikonal and Hamilton-Jacobi equations. Higher order PDEs: classification, Fourier analysis, well-posedness. Series solutions and integral transforms. Green's functions and distributions. Similarity solutions. Asymptotics of Fourier integrals. Laplace's method, stationary phase. Ship waves. Perturbation methods. Knowledge of undergraduate linear algebra, analysis and complex analysis is strongly recommended.