Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...
We consider a rough differential equation indexed by a small parameter ε > 0. When the rough differential equation is driven by fractional Brownian motion with Hurst parameter H (1/4 < H < 1/2), we ...
The course is devoted to analytical methods for partial differential equations of mathematical physics. Review of separation of variables. Laplace Equation: potential theory, eigenfunction expansions, ...