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: Undergrad, Coterm, and Master's students require instructor permission to enroll. Those interested in taking the course should contact the instructor for permission, providing information about relevant background such as performance in prior coursework, reading, etc.
3 units · Letter or Credit/No Credit
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: Undergrad, Coterm, and Master's students require instructor permission to enroll. Those interested in taking the course should contact the instructor for permission, providing information about relevant background such as performance in prior coursework, reading, etc.
Offered in Autumn 2025 at Stanford University.