Introduction to Partial Differential Equations
by John Douglas Moore
Publisher: UCSB 2003
Number of pages: 169
Our goal here is to develop the most basic ideas from the theory of partial differential equations, and apply them to the simplest models arising from physics. In particular, we will present some of the elegant mathematics that can be used to describe the vibrating circular membrane.
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 Vicentiu Radulescu - arXiv
This textbook provides the background which is necessary to initiate work on a Ph.D. thesis in Applied Nonlinear Analysis. The purpose is to provide a broad perspective in the subject. The level is aimed at beginning graduate students.
by Ganesh Prasad - Patna University
The reason for my choosing the partial differential equations as the subject for these lectures is my wish to inspire in my audience a love for Mathematics. I give a brief historical account of the application of Mathematics to natural phenomena.
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.