Lectures on Diffusion Problems and Partial Differential Equations
by S.R.S. Varadhan
Publisher: Tata Institute of Fundamental Research 1989
Number of pages: 324
Starting from Brownian Motion, the lectures quickly got into the areas of Stochastic Differential Equations and Diffusion Theory. An attempt was made to introduce to the students diverse aspects of the theory. The last section on Martingales is based on some additional lectures given by K. Ramamurthy of the Indian Institute of Science.
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by Jerrold E. Marsden - Publish or Perish, inc
The book introduces some methods of global analysis which are useful in various problems of mathematical physics. The author wants to make use of ideas from geometry to shed light on problems in analysis which arise in mathematical physics.
by Boris Dubrovin - SISSA
These are lecture notes on various topics in analytic theory of differential equations: Singular points of solutions to analytic differential equations; Monodromy of linear differential operators with rational coefficients.
by T.H. Havelock - Cambridge University Press
Table of contents: Simple groups and group velocity; The velocity of light; The Kelvin method for wave groups; Illustrations of group analysis; Action of a prism upon white light; The flow of energy; Propagation of wavefronts with discontinuities.
by William W. Symes - Rice University
This course aims to make students aware of the physical origins of the main partial differential equations of classical mathematical physics, including the equations of fluid and solid mechanics, thermodynamics, and classical electrodynamics.