Applied Partial Differential Equations by George Beekman

Most of the problems posed by Physics to Mathematical Analysis are boundary value problems for partial differential equations and systems. Among them, the problems concerning linear evolution equations have an outstanding position in the study of the physical world, namely in fluid dynamics, elastodynamics, electromagnetism, plasma physics and so on.

Suitable for advanced undergraduate and graduate students, this text presents the general properties of partial differential equations, including the elementary theory of complex variables.

This book explains how to solve partial differential equations numerically using single and multidomain spectral methods. It shows how only a few fundamental algorithms form the building blocks of any spectral code, even for problems with complex geometries.

This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE).

This book introduces the treatment of linear and nonlinear (quasi-linear) abstract evolution equations by methods from the theory of strongly continuous semigroups. The theoretical part is accessible to graduate students with basic knowledge in functional analysis, with only some examples requiring more specialized knowledge from the spectral theory of linear, self-adjoint operators in Hilbert spaces.

The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.

Singularities of solutions of differential equations forms the common theme of these papers taken from a seminar held at the Institute for Advanced Study in Princeton in 1977-1978. While some of the lectures were devoted to the analysis of singularities, others focused on applications in spectral theory.

It is hardly an exaggeration to say that, if the study of general topolog­ ical vector spaces is justified at all, it is because of the needs of distribu­ tion and Linear PDE * theories (to which one may add the theory of convolution in spaces of hoi om orphic functions).

This book presents, for the first time, a systematic formulation of the geometric theory of noncommutative PDE's which is suitable enough to be used for a mathematical description of quantum dynamics and quantum field theory. A geometric theory of supersymmetric quantum PDE's is also considered, in order to describe quantum supergravity. Covariant and canonical quantizations of (super) PDE's are shown to be founded on the geometric theory of PDE's and to produce quantum (super) PDE's by means of functors from the category of commutative (super) PDE's to the category of quantum (super) PDE's.