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.
Download or read it online for free here:
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.
by Arnold Neumaier, Dennis Westra - arXiv
This book presents classical, quantum, and statistical mechanics in an algebraic setting, thereby introducing mathematicians, physicists, and engineers to the ideas relating classical and quantum mechanics with Lie algebras and Lie groups.
by Leonard Susskind - arXiv.org
The first lecture describes the meaning of quantum complexity, the analogy between entropy and complexity, and the second law of complexity. Lecture two reviews the connection between the second law of complexity and the interior of black holes...
by Douglas Lundholm, Lars Svensson - arXiv
These are lecture notes for a course on the theory of Clifford algebras. The various applications include vector space and projective geometry, orthogonal maps and spinors, normed division algebras, as well as simplicial complexes and graph theory.