Introduction to Partial Differential Equations

Introduction to PDEs

Partial Differential Equations (PDEs) are pivotal in both pure and applied mathematics. They emerge as mathematical models of processes in nature in which some quantities change continuously in space and time. The temperature or the magnetic field on earth, the velocity of a fluid or gas, electrostatic potential of the conductor, the density of a cancerous tumor in the body, neuronal activity of the brain, stock price fluctuations, and the population of biological species are just a few of the complex systems modeled by this ubiquitous equations. Supported with the power of modern software and the emerging fields of Artificial Intelligence and Deep Learning, PDEs are expanding to all areas of modern science and technology. This course presents a foundation for PDEs, starting from their physical origin and motivation. In particular, it introduces the classical equations of mathematical physics, namely the heat, wave, and Laplace equations. In this course, you will learn key ideas critical to the study of PDEs - separation of variables, integral transforms, special functions of mathematical physics, Fourier series, and related topics.Though the topics focus on the foundational mathematics, connections are constantly made to the underlying physics from which they emerge. Substantial practical part of the course is dedicated to solving explicitly various physical problems by using these methods