A Basic Course in

Partial Differential
Equations

Qing Han

Graduate Studies
in Mathematics
Volume 120

American Mathematical Society

 http://dx.doi.org/10.1090/gsm/120

A Basic Course in
Partial Differential
Equations
A Basic Course in
Partial Differential
Equations

Qing Han

Graduate Studies
in Mathematics
Volume 120

American Mathematical Society

Providence, Rhode Island
 EDITORIAL COMMITTEE
David Cox (Chair)
Rafe Mazzeo
Martin Scharlemann
Gigliola Staffilani

2000 Mathematics Subject Classification. Primary 35–01.

For additional information and updates on this book, visit

www.ams.org/bookpages/gsm-120

Library of Congress Cataloging-in-Publication Data

Han, Qing.
A basic course in partial differential equations / Qing Han.
p. cm. — (Graduate studies in mathematics ; v. 120)
Includes bibliographical references and index.
ISBN 978-0-8218-5255-2 (alk. paper)
1. Differential equations, Partial. I. Title.

QA377.H31819 2010
515. 353—dc22
2010043189

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To Yansu, Raymond and Tommy
Contents

Preface ix
Chapter 1. Introduction 1
§1.1. Notation 1
§1.2. Well-Posed Problems 3
§1.3. Overview 5

Chapter 2. First-Order Differential Equations 9

§2.1. Noncharacteristic Hypersurfaces 10
§2.2. The Method of Characteristics 16
§2.3. A Priori Estimates 30
§2.4. Exercises 43

Chapter 3. An Overview of Second-Order PDEs 47

§3.1. Classifications 48
§3.2. Energy Estimates 58
§3.3. Separation of Variables 67
§3.4. Exercises 86

Chapter 4. Laplace Equations 89

§4.1. Fundamental Solutions 90
§4.2. Mean-Value Properties 105
§4.3. The Maximum Principle 112
§4.4. Poisson Equations 133
§4.5. Exercises 143

vii
viii Contents

Chapter 5. Heat Equations 147

§5.1. Fourier Transforms 148
§5.2. Fundamental Solutions 158
§5.3. The Maximum Principle 175
§5.4. Exercises 197
Chapter 6. Wave Equations 201
§6.1. One-Dimensional Wave Equations 202
§6.2. Higher-Dimensional Wave Equations 213
§6.3. Energy Estimates 237
§6.4. Exercises 245
Chapter 7. First-Order Differential Systems 249
§7.1. Noncharacteristic Hypersurfaces 250
§7.2. Analytic Solutions 259
§7.3. Nonexistence of Smooth Solutions 270
§7.4. Exercises 276
Chapter 8. Epilogue 279
§8.1. Basic Linear Differential Equations 279
§8.2. Examples of Nonlinear Differential Equations 282
Bibliography 289
Index 291
Preface

Is it really necessary to classify partial differential equations (PDEs) and to

employ different methods to discuss different types of equations? Why is it
important to derive a priori estimates of solutions before even proving the
existence of solutions? These are only a few questions any students who
just start studying PDEs might ask. Students may find answers to these
questions only at the end of a one-semester course in basic PDEs, sometimes
after they have already lost interest in the subject. In this book, we attempt
to address these issues at the beginning. There are several notable features
in this book.
First, the importance of a priori estimates is addressed at the beginning
and emphasized throughout this book. This is well illustrated by the chapter
on first-order PDEs. Although first-order linear PDEs can be solved by
the method of characteristics, we provide a detailed analysis of a priori
estimates of solutions in sup-norms and in integral norms. To emphasize the
importance of these estimates, we demonstrate how to prove the existence
of weak solutions with the help of basic results from functional analysis.
The setting here is easy, since L2 -spaces are needed only. Meanwhile, all
important ideas are in full display. In this book, we do attempt to derive
explicit expressions for solutions whenever possible. However, these explicit
expressions of solutions of special equations usually serve mostly to suggest
the correct form of estimates for solutions of general equations.
The second feature is the illustration of the necessity to classify second-
order PDEs at the beginning. In the chapter on general second-order linear
PDEs, immediately after classifying second-order PDEs into elliptic, para-
bolic and hyperbolic type, we discuss various boundary-value problems and
initial/boundary-value problems for the Laplace equation, the heat equation

ix
x Preface

and the wave equation. We discuss energy methods for proving uniqueness
and find solutions in the plane by separation of variables. The explicit
expressions of solutions demonstrate different properties of solutions of dif-
ferent types of PDEs. Such differences clearly indicate that there is unlikely
to be a unified approach to studying PDEs.
Third, we focus on simple models of PDEs and study these equations in
detail. We have chapters devoted to the Laplace equation, the heat equation
and the wave equation, and use several methods to study each equation.
For example, for the Laplace equation, we use three different methods to
study its solutions: the fundamental solution, the mean-value property and
the maximum principle. For each method, we indicate its advantages and
its shortcomings. General equations are not forgotten. We also discuss
maximum principles for general elliptic and parabolic equations and energy
estimates for general hyperbolic equations.
The book is designed for a one-semester course at the graduate level.
Attempts have been made to give a balanced coverage of different classes
of partial differential equations. The choice of topics is influenced by the
personal tastes of the author. Some topics may not be viewed as basic by
others. Among those not found in PDE textbooks at a comparable level
are estimates in L∞ -norms and L2 -norms of solutions of the initial-value
problem for the first-order linear differential equations, interior gradient es-
timates and differential Harnack inequality for the Laplace equation and the
heat equation by the maximum principle, and decay estimates for solutions
of the wave equation. Inclusions of these topics reflect the emphasis on
estimates in this book.
This book is based on one-semester courses the author taught at the Uni-
versity of Notre Dame in the falls of 2007, 2008 and 2009. During the writing
of the book, the author benefitted greatly from comments and suggestions of
many of his friends, colleagues and students in his classes. Tiancong Chen,
Yen-Chang Huang, Gang Li, Yuanwei Qi and Wei Zhu read the manuscript
at various stages. Minchun Hong, Marcus Khuri, Ronghua Pan, Xiaodong
Wang and Xiao Zhang helped the author write part of Chapter 8. Hairong
Liu did a wonderful job of typing an early version of the manuscript. Special
thanks go to Charles Stanton for reading the entire manuscript carefully and
for many suggested improvements.
I am grateful to Natalya Pluzhnikov, my editor at the American Math-
ematical Society, for reading the manuscript and guiding the effort to turn
it into a book. Last but not least, I thank Edward Dunne at the AMS for
his help in bringing the book to press.

Qing Han
Bibliography

[1] Alinhac, S., Hyperbolic Partial Differential Equations, Springer, 2009.

[2] Carlson, J., Jaffe, A., Wiles, A. (Editors), The Millennium Prize Problems, Clay
Math. Institute, 2006.
[3] Chen, Y.-Z., Wu, L.-C., Second Order Elliptic Equations and Elliptic Systems, Amer.
Math. Soc., 1998.
[4] Courant, R., Hilbert, D., Methods of Mathematical Physics, Vol. II, Interscience Pub-
lishers, 1962.
[5] DiBenedetto, E., Partial Differential Equations, Birkhäuser, 1995.
[6] Evans, L., Partial Differential Equations, Amer. Math. Soc., 1998.
[7] Folland, G., Introduction to Partial Differential Equations, Princeton University
Press, 1976.
[8] Friedman, A., Partial Differential Equations, Holt, Rinehart, Winston, 1969.
[9] Friedman, A., Partial Differential Equations of Parabolic Type, Prentice-Hall, 1964.
[10] Garabedian, P., Partial Differential Equations, Wiley, 1964.
[11] Gilbarg, D., Trudinger, N., Elliptic Partial Differential Equations of Second Order
(2nd ed.), Springer, 1983.
[12] Han, Q., Lin, F.-H., Elliptic Partial Differential Equations, Amer. Math. Soc., 2000.
[13] Hörmander, L., Lectures on Nonlinear Hyperbolic Differential Equation, Springer,
1996.
[14] Hörmander, L., The Analysis of Linear Partial Differential Operators, Vols. 1–4,
Springer, 1983–85.
[15] John, F., Partial Differential Equations (4th ed.), Springer, 1991.
[16] Lax, P., Hyperbolic Partial Differential Equations, Amer. Math. Soc., 2006.
[17] Lieberman, G. M., Second Order Parabolic Partial Differential Equations, World Sci-
entific, 1996.
[18] MacRobert, T. M., Spherical Harmonics, An Elementary Treatise on Harmonic Func-
tions with Applications, Pergamon Press, 1967.
[19] Protter, M., Weinberger, H., Maximum Principles in Differential Equations, Prentice-
Hall, 1967.

289
290 Bibliography

[20] Rauch, J., Partial Differential Equations, Springer, 1992.

[21] Schoen, R., Yau, S.-T., Lectures on Differential Geometry, International Press, 1994.
[22] Shatah, J., Struwe M., Geometric Wave Equations, Amer. Math. Soc., 1998.
[23] Smoller, J., Shock Waves and Reaction-Diffusion Equations, Springer, 1983.
[24] Strauss, W., Partial Differential Equations: An Introduction, Wiley, 1992.
[25] Taylor, M., Partial Differential Equations, Vols. I–III, Springer, 1996.
Index

a priori estimates, 4 heat equations, 191

adjoint differential operators, 39, 268 Laplace equations, 109, 122
analytic functions, 105, 261 Dirichlet energy, 142
auxiliary functions, 121 Dirichlet problems, 58, 93, 111
Green’s function, 94
Bernstein method, 121 domains, 1
Burgers’ equation, 22 domains of dependence, 19, 35, 204, 220
doubling condition, 145
Cauchy problems, 11, 48, 251, 256 Duhamel’s principle, 235
Cauchy values, 11, 48, 251, 256
Cauchy-Kovalevskaya theorem, 263
eigenvalue problems, 75, 85
characteristic cones, 57
Einstein field equations, 286
characteristic curves, 14, 50, 253
elliptic differential equations, 51, 254,
characteristic hypersurfaces, 13, 14, 16,
279
50, 253, 256
energy estimates
noncharacteristic hypersurfaces, 13,
first-order PDEs, 37
14, 16, 50, 253, 256
heat equations, 62
characteristic ODEs, 19, 21, 26
wave equations, 63, 238, 241
characteristic triangle, 202
Euclidean norms, 1
compact supports, 41
Euler equations, 284
comparison principles, 114, 119, 177
Euler-Poisson-Darboux equation, 214
compatibility conditions, 25, 79, 83,
207, 210 exterior sphere condition, 132
conservation laws, 24, 282
conservation of energies, 64, 237 finite-speed propagation, 35, 221
convergence of series, 105, 260 first-order linear differential systems,
absolute convergence, 260 281
convolutions, 150 first-order linear PDEs, 11
initial-value problems, 31
d’Alembert’s formula, 204 first-order quasilinear PDEs, 14
decay estimates, 230 Fourier series, 76
degenerate differential equations, 51 Fourier transforms, 148
diameters, 60 inverse Fourier transforms, 153
differential Harnack inequalities frequency, 145

291
292 Index

fundamental solutions Holmgren uniqueness theorem, 268

heat equations, 157, 159 Hopf lemma, 116, 183
Laplace equations, 91 hyperbolic differential equations, 51, 58,
281
Goursat problem, 246 hypersurfaces, 2
gradient estimates
interior gradient estimates, 101, 108, infinite-speed propagation, 179
121, 168, 189 initial hypersurfaces, 11, 48, 251, 256
gradients, 2 initial values, 11, 48, 251, 256
Green’s formula, 92 initial-value problems, 251, 256
Green’s function, 81, 94 first-order PDEs, 11, 16
Green’s function in balls, 96 second-order PDEs, 48
Green’s identity, 92 wave equations, 202, 213, 233
initial/boundary-value problems
half-space problems, 207 heat equations, 62, 75
Hamilton-Jacobi equation, 282 wave equations, 63, 82, 210
harmonic functions, 52, 90 integral curves, 18
conjugate harmonic functions, 52 integral solutions, 24
converegence of Taylor series, 105 integration by parts, 5
differential Harnack inequalities, 109, interior sphere condition, 117
122
doubling condition, 145 KdV equations, 284
frequency, 145 Laplace equations, 52, 55
Harnack inequalities, 109, 124 fundamental solutions, 91
interior gradient estimates, 101, 108, Green’s identity, 92
121 maximum principles, 112
Liouville theorem, 109 Poisson integral formula, 100
mean-value properties, 106 Poisson kernel, 98
removable singularity, 125 strong maximum principles, 117
subharmonic functions, 113, 126 weak maximum principles, 113
superharmonic functions, 126 linear differential systems
harmonic lifting, 128 mth-order, 255
Harnack inequalities, 109, 124, 192, 197 first-order, 281
differential Harnack inequalities, 109, linear PDEs, 3
122, 191, 196 mth-order, 250
heat equations first-order, 11
n dimensions, 56 second-order, 48
1 dimension, 53 Liouville theorem, 109
analyticity of solutions, 171 loss of differentiations, 222
differential Harnack inequalities, 191,
192, 196 majorants, 262
fundamental solutions, 157, 159 maximum principles, 111
Harnack inequalities, 197 strong maximum principles, 111, 117,
initial/boundary-value problems, 62, 181
75 weak maximum principles, 112, 113,
interior gradient estimates, 168, 189 176
maximum principles, 176 mean curvature flows, 285
strong maximum principles, 181 mean-value properties, 106
subsolutions, 176 method of characteristics, 19
supersolutions, 176 method of descent, 218
weak maximum principles, 176 method of reflections, 208, 211
Hessian matrices, 2 method of spherical averages, 213
Index 293

minimal surface equations, 283 separation of variables, 67

minimizing harmonic maps, 288 shocks, 24
mixed problems, 62 Sobolev spaces, 139, 140, 142
Monge-Ampère equations, 283 space variables, 1
multi-indices, 2 space-like surfaces, 243
subharmonic functions, 113, 126
Navier-Stokes equations, 285 subsolutions, 113
Neumann problems, 59 heat equation, 176
Newtonian potential, 133 subharmonic functions, 113
noncharacteristic curves, 14, 50, 253 superharmonic functions, 126
noncharacteristic hypersurfaces, 13, 14, supersolutions, 113
16, 50, 253, 256 heat equation, 176
nonhomogeneous terms, 11, 48, 251, 256 superharmonic functions, 113
normal derivatives, 251 symmetric hyperbolic differential
systems, 282
parabolic boundaries, 175
parabolic differential equations, 58, 280 Taylor series, 105, 261
Parseval formula, 153 terminal-value problems, 165
partial differential equations (PDEs), 3 test functions, 24
elliptic PDEs, 51 time variables, 1
hyperbolic PDEs, 58 time-like surfaces, 243
linear PDEs, 3 Tricomi equation, 54
mixed type, 54
parabolic PDEs, 58 uniform ellipticity, 114
quasilinear PDEs, 3
wave equations
partial differential systems, 256
n dimensions, 57, 213, 233
Perron’s method, 126
1 dimension, 53, 202
Plancherel’s theorem, 154
2 dimensions, 218
Poincaré lemma, 60
3 dimensions, 215
Poisson equations, 55, 133
decay estimates, 230
weak solutions, 139
energy estimates, 237
Poisson integral formula, 75, 100
half-space problems, 207
Poisson kernel, 75, 98
initial-value problems, 202, 213, 233
principal parts, 250, 255
initial/boundary-value problems, 63,
principal symbols, 48, 250, 255
82, 210
propagation of singularities, 54
radiation field, 248
quasilinear PDEs, 3 weak derivatives, 138, 142
first-order, 14 weak solutions, 40, 139, 245
Weierstrass approximation theorem, 270
radiation field, 248 well-posed problems, 4
range of influence, 19, 35, 204, 220
reaction-diffusion equations, 283 Yang-Mills equations, 287
removable singularity, 125 Yang-Mills functionals, 287
Ricci flows, 286

Schrödinger equations, 284

Schwartz class, 148
second-order linear PDEs, 48
in the plane, 51
elliptic PDEs, 51, 279
hyperbolic PDEs, 58, 281
parabolic PDEs, 58, 280
This is a textbook for an introductory graduate course on partial differential
equations. Han focuses on linear equations of first and second order. An impor-
tant feature of his treatment is that the majority of the techniques are applicable
more generally. In particular, Han emphasizes a priori estimates throughout the
text, even for those equations that can be solved explicitly. Such estimates are
indispensable tools for proving the existence and uniqueness of solutions to PDEs,
being especially important for nonlinear equations. The estimates are also crucial
to establishing properties of the solutions, such as the continuous dependence on
parameters.
Han’s book is suitable for students interested in the mathematical theory of partial
differential equations, either as an overview of the subject or as an introduction
leading to further study.

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