Browse Hierarchy MTH6151: Partial Differential Equations

Partial differential equations (PDEs) play a key role in many areas of the physical sciences, including physics, chemistry, engineering and finance. They can be used to describe many phenomena, such as wave motion, diffusion of gases, electromagnetism, and the evolution of the prices of financial assets, to name just a few. In this module, we will investigate the most important classes of PDE, and look at the various techniques (both analytical and numerical) that can be used to solve them. Whilst we consider some of the underlying theory, the main emphasis of this module will be on applying this theory to realistic, applied problems.