| Description |
An intro to differential equations. Both applications and fundamental theory will be discussed. Basic second order differential equations (including the wave, heat and Poisson equations); separation of variables and solution by Fourier series and Fourier integrals; boundary value problem and Green's function; variational methods; normal mode analysis and perturbation methods; nonlinear first order (Hamilton-Jacobi) equations and method of characteristics; reaction-diffusion equations; in addition, application of these equations and methods to e.g. finance and control. Necessary background material in ODEs will be covered. |