Lectures on Cauchy Problem
by Sigeru Mizohata
Publisher: Tata Institute of Fundamental Research 1965
Number of pages: 191
A Cauchy problem in mathematics asks for the solution of a partial differential equation that satisfies certain conditions which are given on a hypersurface in the domain. Cauchy problems are an extension of initial value problems and are to be contrasted with boundary value problems.
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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 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 Hans Petter Langtangen, Svein Linge - Springer
This easy-to-read book introduces the basics of solving partial differential equations by means of finite difference methods. Unlike many of the traditional academic works on the topic, this book was written for practitioners.
by A.D.R. Choudary, Saima Parveen, Constantin Varsan - arXiv
This book encompasses both traditional and modern methods treating partial differential equation (PDE) of first order and second order. There is a balance in making a selfcontained mathematical text and introducing new subjects.