I.Contents：
Description: Partial differential equations (PDEs) are basic tools for modeling physical world in the continuum sense. These include wave phenomena, diffusion process, static potential fields, etc. In addition, PDE models become more and more important in biological sciences and financial engineering in recent years. In this course, I plan to follow the text book of Walter Strauss to provide a systematic introduction to basic PDE theory. In addition, I will add some physics or finance material for applications. The contents of this course include;
1. Where PDEs Come From
2. Waves and Diffusions
3. Reflections and Sources
4. Boundary Problems
5. Short discussion of Fourier series
6. Harnomic Functions
7. Green’s Functions
8. Computation of Solutions
9. Schrödinger Equation
10. Black-Scholes Equations
II.Course prerequisite：
III.Reference material ( textbook(s) )：
Walter Strauss, Partial Differential Equations, An Introduction, John Wiley & Sons, Inc., 1992. (EurAsia Book store.) I have asked university book store to order this book.
IV.Grading scheme：
• Midterm exam: 40%
• Final exam: 40%
• Homeworks: 20%