COURSE DESCRIPTION
In this course we ntroduces three main types of partial differential equations: diffusion, elliptic, and hyperbolic. We includes mathematical tools, real world examples and applications such as the Black-Scholes equation, the European options problem, water waves, and if time remains, first order equations and traffic problems.
Prerequisites: 18.100; 18.06, 18.700, or 18.701
Text Book: Partial Differential Equations in Action, by Sandro Salsa
RECENT UPDATE
[10.05.2010] Pset #3 is now posted.
[10.14.2010] Pset #4 is posted. Note that in part (d) or Problem #2 you should replace the "+" sign with a "-" sign in the first equation of the Robin's problem.
[10.17.2010] Due date for Pset #4 is now Friday, October 22 at 10:00 AM in my office room 2-246.
[10.19.2010] Practice Exam is posted. Solutions will be posted on Sunday morning.
[10.26.2010] Solutions to Pet #4 and Pset #5 are now posted. Midterm this afternoon in class. No books.
[10.28.2010] Solutions to Midterm are now posted.
[11.03.2010] Pset #6 is now posted. Earlier this morning an incorrect version appeared, now it has been replaced with the correct one.
[11.16.2010] Pset #8 is now posted.
[11.18.2010] Today's office hour is moved from 1-2 pm to 4-5 pm.
[11.30.2010] Pset #9, the last one, is now posted. I will post a practice final on December 10 and its solution the following weekend. Final exam is on December 15, 9:00-12:00 room 2-142.
[12.07.2010] The Practice Final is now posted. Solutions will be posted during the weekend.
[12.13.2010] Errata for solutions to Practice Final is posted. Solution to Pset #9 is posted.
