Partial Differential Equations of Applied Mathematics (MATH 220A)

3 credits · Graduate

Introduction to partial differential equations: basic properties of elliptic, parabolic, and hyperbolic equations; Hamilton-Jacobi equations and applications to optimal control; stochastic modeling, forward and backward Kolmogorov equations; Fourier transform and Fourier series. Prerequisite: multivariable calculus, rigorous courses on basic real analysis and ordinary differential equations. NOTE: Undergraduates and Masters students who wish to enroll must fill out a Request for Review form: https://forms.gle/v5RojToYzmYxGvKc7 ; Your request will be reviewed by faculty and you'll be notified if you are granted permission to enroll.