Partial Differential Equations. An Introduction. Second Edition. John Wiley, 2008. Lecture notes will be provided. Assessment. Exam (100%, duration: 2 hours) in the summer exam period. Key facts.

Applied mathematics, nonlinear waves, solitons, integrable systems, inverse problems, applied probability, stochastic processes, optics. The study of physical phenomena by means of mathematical models ...

We consider a specific type of nonlinear partial differential equation (PDE) that appears in mathematical finance as the result of solving some optimization problems. We review some examples of such ...

The focus will be on first order quasilinear equations, and second order linear equations. The method of characteristics for solving first order quasilinear equations will be discussed. The three main ...

Based at the University of Texas at Austin, Caffarelli started work on partial differential equations (PDEs) in the late 1970s and has contributed to hundreds of papers since.

Partial differential equations . Latest Articles. A New Proof Smooths Out the Math of Melting. geometry. A New Proof Smooths Out the Math of Melting . By Steve Nadis. March 31, 2025. Read Later. A ...

Under the hood, mathematical problems called partial differential equations (PDEs) model these natural processes. Among the many PDEs used in physics and computer graphics, a class called second ...