Lectures on Partial Differential Equations
by G.B. Folland
Publisher: Tata Institute of Fundamental Research 1983
Number of pages: 145
The purpose of the course was to introduce the students in the Programme in Application of Mathematics to the applications of Fourier analysis -- by which I mean the study of convolution operators as well as the Fourier transform itself -- to partial differential equations.
Download or read it online for free here:
by D. M. Causon, C. G. Mingham - BookBoon
This book presents finite difference methods for solving partial differential equations (PDEs) and also general concepts like stability, boundary conditions etc. The book is intended for undergraduates who know Calculus and introductory programming.
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 John Douglas Moore - UCSB
The author develops the most basic ideas from the theory of partial differential equations, and apply them to the simplest models arising from physics. He presents some of the mathematics that can be used to describe the vibrating circular membrane.
by B. Piette - University of Durham
In these notes, we describe the design of a small C++ program which solves numerically the sine-Gordon equation. The program is build progressively to make it multipurpose and easy to modify to solve any system of partial differential equations.