Lectures on Cauchy Problem
by Sigeru Mizohata
Publisher: Tata Institute of Fundamental Research 1965
Number of pages: 191
A Cauchy problem in mathematics asks for the solution of a partial differential equation that satisfies certain conditions which are given on a hypersurface in the domain. Cauchy problems are an extension of initial value problems and are to be contrasted with boundary value problems.
Download or read it online for free here:
by Robert V. Kohn - New York University
An introduction to those aspects of partial differential equations and optimal control most relevant to finance: PDE’s naturally associated to diffusion processes, Kolmogorov equations and their applications, linear parabolic equations, etc.
by Vicentiu Radulescu - arXiv
This textbook provides the background which is necessary to initiate work on a Ph.D. thesis in Applied Nonlinear Analysis. The purpose is to provide a broad perspective in the subject. The level is aimed at beginning graduate students.
by Lawrence C. Evans - UC Berkeley
This course surveys various uses of 'entropy' concepts in the study of PDE, both linear and nonlinear. This is a mathematics course, the main concern is PDE and how various notions involving entropy have influenced our understanding of PDE.
by Semyon Dyatlov, Maciej Zworski - MIT
Contents: Scattering resonances in dimension one; Resonances for potentials in odd dimensions; Black box scattering in Rn; The method of complex scaling; Perturbation theory for resonances; Resolvent estimates in semiclassical scattering; etc.