Introduction to Partial Differential Equations
by Valeriy Serov
Publisher: University of Oulu 2011
Number of pages: 122
Contents: Preliminaries; Local Existence Theory; Fourier Series; One-dimensional Heat Equation; One-dimensional Wave Equation; Laplace Equation in Rectangle and in Disk; The Laplace Operator; The Dirichlet and Neumann Problems; Layer Potentials; The Heat Operator; The Wave Operator.
Download or read it online for free here:
by D. M. Causon, C. G. Mingham - BookBoon
This book presents finite difference methods for solving partial differential equations (PDEs) and also general concepts like stability, boundary conditions etc. The book is intended for undergraduates who know Calculus and introductory programming.
by Marcel B. Finan - Arkansas Tech University
Partial differential equations are often used to construct models of the most basic theories underlying physics and engineering. This book develops the basic ideas from the theory of partial differential equations, and applies them to simple models.
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 Erich Miersemann - Leipzig University
These lecture notes are intended as an introduction to linear second order elliptic partial differential equations. From the table of contents: Potential theory; Perron's method; Maximum principles; A discrete maximum principle.