An Introduction to Partial Differential Equations
by Per Kristen Jakobsen
Publisher: arXiv.org 2019
Number of pages: 226
These lecture notes view the subject through the lens of applied mathematics. From this point of view, the physical context for basic equations like the heat equation, the wave equation and the Laplace equation are introduced early on, and the focus of the lecture notes are on methods, rather than precise mathematical definitions and proofs. With respect to methods, both analytical and numerical approaches are discussed.
Home page url
Download or read it online for free here:
by Robert V. Kohn - New York University
An introduction to those aspects of partial differential equations and optimal control most relevant to finance: PDE’s naturally associated to diffusion processes, Kolmogorov equations and their applications, linear parabolic equations, etc.
by Marco Squassina - Electronic Journal of Differential Equations
A survey of results about existence, multiplicity, perturbation from symmetry and concentration phenomena for a class of quasi-linear elliptic equations coming from functionals of the calculus of variations which turn out to be merely continuous.
by Semyon Dyatlov, Maciej Zworski - MIT
Contents: Scattering resonances in dimension one; Resonances for potentials in odd dimensions; Black box scattering in Rn; The method of complex scaling; Perturbation theory for resonances; Resolvent estimates in semiclassical scattering; etc.
by Valeriy Serov - University of Oulu
Contents: Preliminaries; Local Existence Theory; Fourier Series; One-dimensional Heat Equation; One-dimensional Wave Equation; Laplace Equation; Laplace Operator; Dirichlet and Neumann Problems; Layer Potentials; The Heat Operator; The Wave Operator.