Engineering Applications of Analysis

This course will cover various techniques for solving linear and nonlinear partial differential equations (PDEs) arising from physical and engineering applications; this includes both analytical and numerical methods. More specifically, students will learn the method of separation of variables for solving multi-dimensional problems, Fourier/Laplace transforms for solving infinite-domain problems, numerical methods (finite-difference, finite-element, Monte-Carlo), Green's functions, method of characteristics, and inverse scattering. Basic applications include a vibrating membrane (wave equation), heat flow along a metal plate (heat equation), steady-state fluid flow (Laplace's equation), traffic flow (shock waves), and solitary waves (solitons). Students will be required to use a computer algebra system, e.g. Mathematica, to solve problems.