Partial Differential Equations - Course Notes with Examples
The 4-year degree I am studying for is Bachelor of Science in Financial Mathematics. These notes were part of my 3rd-year module, Partial Differential Equations. The course built on a previous module, Ordinary Differential Equations and expanded student's knowledge of Differential Equations. The course covered the topics: Types of PDEs, Cauchy Problems & Characteristics; Wave Equation; Canonical Forms of First & Second Order Equations; Hyperbolic, Parabolic & Eliptic PDEs; Quasi-Linear Equations & Shocks; Laplace's Equation; Green's Theorem; Heat Equation; Separation of Variables; Weierstrass M-Test; Dirichlet Problem. These notes are ideal for anyone studying partial differential equations looking for a complete set of notes with exam-like examples. This module overlapped with a Physics course at a postgraduate level, so the notes are suitable, probably even more so, for anyone studying Physics. The notes themselves are not a "copy and paste of the course content. Included in the notes are definitions of all terms in the course, a summary of all theorems with proofs and are complete with examples of questions that you may see in exams with full solutions.
Written for
- Institution
- Dublin City University
- Course
- Partial Differential Equations (MS309)
Document information
- Uploaded on
- July 11, 2021
- Number of pages
- 34
- Written in
- 2020/2021
- Type
- Class notes
- Professor(s)
- Turlough downes
- Contains
- All classes
Subjects
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math
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maths
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mathematics
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differential equations
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financial maths
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financial mathematics
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options
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black scholes equation
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physics
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partial differential equations
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partial differentialequations