MA319      Half Unit
Partial Differential Equations

This information is for the 2015/16 session.

Teacher responsible

Dr Amol Sasane

Availability

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Statistics with Finance. This course is available with permission as an outside option to students on other programmes where regulations permit and to General Course students.

Pre-requisites

Students must have completed Further Mathematical Methods (MA212) and Introduction to Abstract Mathematics (MA103).

Course content

The aim of the course is to study the three main types of partial differential equations: parabolic (diffusion equation), elliptic (Laplace equation), and hyperbolic (wave equation), and the techniques of solving these for various initial and boundary value problems on bounded and unbounded domains, using eigenfunction expansions (separation of variables, and elementary Fourier series), integral transform methods (Fourier and Laplace transforms). Applications and examples, such as the solution technique for Black-Scholes option pricing, will be discussed throughout the course.

Teaching

22 hours of lectures and 10 hours of classes in the LT.

Formative coursework

Students will be expected to produce 10 problem sets in the LT.

Written answers to set problems will be expected on a weekly basis.

Indicative reading

  1. S.J. Farlow. Partial Differential Equations for Scientists and Engineers. Dover, 1993.
  2. J.D. Logan. Applied Partial Differential Equations. Second Edition. Springer, 2004.
  3. W. Strauss. Partial Differential Equations. An Introduction. Second Edition. John Wiley, 2008.

Lecture notes will be provided.

Assessment

Exam (100%, duration: 2 hours) in the main exam period.

Key facts

Department: Mathematics

Total students 2014/15: Unavailable

Average class size 2014/15: Unavailable

Capped 2014/15: No

Value: Half Unit

Guidelines for interpreting course guide information

PDAM skills

  • Self-management
  • Problem solving
  • Communication
  • Application of numeracy skills
  • Specialist skills