Partial Differential Equations (PDEs) are mathematical equations that involve unknown multivariate functions and their partial derivatives. They are the cornerstone of modelling a vast array of ...

A partial differential equation (PDE) is a mathematical equation that involves multiple independent variables, an unknown function that is dependent on those variables, and partial derivatives of the ...

Partial differential equations (PDE) describe the behavior of fluids, structures, heat transfer, wave propagation, and other physical phenomena of scientific and engineering interest. This course ...

An advanced course in the analytical and numerical study of ordinary and partial differential equations, building on techniques developed in Differential Equations I. Ordinary differential equations: ...

Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...

This is the first part of a two course graduate sequence in analytical methods to solve ordinary and partial differential equations of mathematical physics. Review of Advanced ODE’s including power ...

We consider a specific type of nonlinear partial differential equation (PDE) that appears in mathematical finance as the result of solving some optimization problems. We review some examples of such ...

SIAM Journal on Numerical Analysis, Vol. 44, No. 5 (2006), pp. 1801-1828 (28 pages) ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This ...