Learning Outcomes:
Upon successful completion of this module the student will have mastered the basic principles and methods for the analysis of partial differential equations and should be able to:
- Characterise PDEs as linear, nonlinear, quasi-linear etc and discuss different types of boundary conditions and problem domains (e.g. semi-infinite)
- Solve first-order PDEs using the method of characteristics
- Classify a second-order PDE by type (hyperbolic, parabolic, elliptic), and transform to canonical form
- Use the method of separation of variables to solve equations of various types
- Apply appropriate classical solution methods to analyse a range of problems, such the wave motion, diffusion, Laplace’s equation, and the Black-Scholes equation, and interpret the solutions generated