Course detail

Modern Methods of Solving Differential Equations

FSI-SDRAcad. year: 2010/2011

The course yields overview of modern methods for solving differential equations based on functional analysis. It deals with the following topics: Survey of spaces of functions with integrable derivatives. Linear elliptic equations: the weak and variational formulation of boundary value problems, existence and uniqueness of the solution, approximate solutions and their convergence. Characteristics of the nonlinear problems. Weak and variational formulation of the nonlinear coercive problems, existence of the solution. Application to the selected nonlinear equations of mathematical physics. Introduction to stochastic differential equations.

Language of instruction

Czech

Number of ECTS credits

5

Mode of study

Not applicable.

Guarantor

prof. RNDr. Jan Franců, CSc.

Department

Institute of Mathematics (ÚM)

Learning outcomes of the course unit

Students will be made familiar with the generalized formulations (weak and variational) of the boundary value problems for partial and ordinary differential equations and construction of approximate solutions used for numerical computing. Students will obtain ideas of stochastic integral and stochastic differential equations.

Prerequisites

Differential and integral calculus of one and more real variables,
ordinary and partial differential equations, functional analysis, function spaces,
probability theory.

Co-requisites

Not applicable.

Planned learning activities and teaching methods

Teaching methods depend on the type of course unit as specified in the article 7 of BUT Rules for Studies and Examinations.

Assesment methods and criteria linked to learning outcomes

Course-unit credit is awarded on condition of having attended the seminars actively.
Examination has two parts: The practical part tests the ability of mutual conversion of the weak, variational and classical formulation of the particular nonlinear boundary value problem and analysis of its generalized solution. Theoretical part includes 4 questions related to the subject-matter presented at the lectures.

Course curriculum

Not applicable.

Work placements

Not applicable.

Aims

The aim of the course is to provide students an overview of modern methods applied for solving
boundary value problems for differential equations by means of function spaces and functional analysis including construction of the approximate solutions.

Specification of controlled education, way of implementation and compensation for absences

Absence has to be made up by self-study.

Recommended optional programme components

Not applicable.

Prerequisites and corequisites

Not applicable.

Basic literature

Not applicable.

Recommended reading

Not applicable.

Classification of course in study plans

  • Programme N3901-2 Master's

    branch M-MAI , 2 year of study, winter semester, compulsory

Type of course unit

 

Lecture

26 hod., optionally

Teacher / Lecturer

prof. RNDr. Jan Franců, CSc.

Syllabus

1 Motivation. Overview of selected means of functional analysis.
2 Lebesgue spaces, generalized functions, description of the boundary.
3 Sobolev spaces, different approaches, properties. Imbedding and trace theorems, dual spaces.
4 Weak formulation of linear elliptic equations.
5 Lax-Mildgam lemma and existence and uniqueness of the solutions.
6 Variational formulation, construction of approximate solutions.
7 Linear and nonlinear problems, various nonlinearities.
8 Nemytskiy operators, weak formulation of nonlinear equations.
9 Variational formulation of nonlinear equations.
10 Monotonne operator theory and its applications.
11 Application of the methods to the selected equations of mathematical physics.
12 Introduction to Stochastic Differential Equations.
13 Reserve.

Exercise

26 hod., compulsory

Teacher / Lecturer

prof. RNDr. Jan Franců, CSc.

Syllabus

Illustration of the topics on the examples and application of theorems and theoretical results
presented at the lectures to particular cases and in the selected equations of mathematical physics.