COURSE DESCRIPTION
Introduces three main types of partial differential equations: diffusion, elliptic and hyperbolic. Includes mathematical tools, real-world applications, such as the Black-Scholes equation, the European options problem, water waves, scalar conservation laws, first order equations and traffic problems.
Prerequisites: 18.100; 18.06, 18.700 or 18.701
Text Book: Partial Differential Equations I: Basic Theory by Michael E. Taylor
RECENT UPDATE
[01.01.2010] Welcome to the fall semester!
