PARTIAL DIFFERENTIAL EQUATIONS (2 Credits)

Learning Outcomes:

On successful completion of this course, students will be able to: define basic knowledge of PDE; solve PDE using separation of variables; build finite difference scheme for some PDE.

Topics:

1. Finite Difference;
2. What are PDE?;
3. Transport and Traveling Waves;
4. Nonlinear Transport and Shocks;
5. The Wave Equation: d’Alembert’s Formula, The Diffusion and Heat Equations;
6. Separation of Variables.