Introduction to Partial Differential Equations

3-0-9 units · Graduate

Introduces three main types of partial differential equations: diffusion, elliptic, and hyperbolic. Includes mathematical tools, real-world examples and applications, such as the Black-Scholes equation, the European options problem, water waves, scalar conservation laws, first order equations and traffic problems. Students in Course 18 must register for the undergraduate version, 18.152 .