In physics, economics and engineering, we frequently encounter quantities (for example energy) that depend on many variables (such as position, velocity, temperature). Usually this dependency is expressed through a partial differential equation, and solving these equations is important for understanding these complex relationships. 

In this course we will study:

• First and second order partial differential equations.
• We will develop the requisite vector calculus and multivariable calculus along the way.
• The solution methods studied in this course will include the method of characteristics, separation of variables, Fourier series and Fourier transforms.

This course will be useful for majors in economics, mathematical finance, engineering and physics. We will illustrate the theory with examples from these disciplines.

Note: Graduate students attend joint classes with undergraduates but will be assessed separately.

3 Assignments (worth 10% each)

Final Examination (70%)