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- Partial Differential Equations.
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Partial Differential Equation
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About Case studies. TensorFlow Core. The three main types of linear second order partial differential equations will be considered: parabolic diffusion equation , elliptic Laplace equation , and hyperbolic wave equation.
Techniques for solving these for various initial and boundary value problems on bounded and unbounded domains, using eigenfunction expansions separation of variables, and elementary Fourier series , and integral transform methods Fourier and Laplace transforms will be treated. Elementary distributional calculus and the notion of weak solutions will also be considered.
MAT – Introduction to Partial Differential Equations - University of Oslo
Applications and examples, such as the solution technique for Black-Scholes option pricing, will be discussed throughout the course. Partial Differential Equations for Scientists and Engineers. Dover, Applied Partial Differential Equations. Second Edition.
Springer, Partial Differential Equations.