Educator.com Differential Equation

This book is devoted to the analysis of approximate solution techniques for differential equations, based on classical orthogonal polynomials. These techniques are popularly known as spectral methods.

This concise book covers the classical tools of PDE theory used in today's science and engineering: characteristics, the wave propagation, the Fourier method, distributions, Sobolev spaces, fundamental solutions, and Green's functions. The approach is problem-oriented, giving the reader an opportunity to master solution techniques.

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of coupled nonlinear oscillators for N large particles and infinitely many small particles. The mesoscopic equations are stochastic ordinary differential equations (SODEs) and stochastic partial differential equatuions (SPDEs), and the macroscopic limit is described by a parabolic partial differential equation.

This collection of original articles and surveys treats linear and nonlinear aspects of the theory of partial differential equations. Phase space analysis methods, also known as microlocal analysis, have yielded striking results over the past years and have become one of the main tools of investigation. Equally important is their role in many applications to physics, for example, in quantum and spectral theory.