Spectral Theory of Partial Differential Equations
by Richard S. Laugesen
Publisher: arXiv 2012
Number of pages: 120
This mini-course of 20 lectures aims at highlights of spectral theory for self-adjoint partial differential operators, with a heavy emphasis on problems with discrete spectrum. The course aims to develop your mental map of spectral theory in partial differential equations.
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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.
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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.
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