Applied Differential Equations

"Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes.

This textbook is for the standard, one-semester, junior-senior course that often goes by the title "Elementary Partial Differential Equations" or "Boundary Value Problems". The audience consists of students in mathematics, engineering, and the physical sciences. The topics include derivations of some of the standard models of mathematical physics and methods for solving those equations on unbounded and bounded domains. The text differs from other texts in that it is a brief treatment; yet it provides coverage of the main topics usually studied in the standard course as well as an introduction to using computer algebra packages to solve and understand partial differential equations.

Delay differential equations have numerous applications in science and engineering. This short, expository book offers a stimulating collection of examples of delay differential equations which are in use as models for a variety of phenomena in the life sciences, physics and technology, chemistry and economics. Avoiding mathematical proofs but offering more than one hundred illustrations, this book illustrates how bifurcation and asymptotic techniques can systematically be used to extract analytical information of physical interest.

The author would like to acknowledge his obligation to all his (;Olleagues and friends at the Institute of Mathematical Sciences of New York University for their stimulation and criticism which have contributed to the writing of this tract. The author also wishes to thank Aughtum S. Howard for permission to include results from her unpublished dissertation, Larkin Joyner for drawing the figures, Interscience Publishers for their cooperation and support, and particularly Lipman Bers, who suggested the publication in its present form.

This book is devoted to explaining a wide range of applications of con­ tinuous symmetry groups to physically important systems of differential equations. Emphasis is placed on significant applications of group-theoretic methods, organized so that the applied reader can readily learn the basic computational techniques required for genuine physical problems. The first chapter collects together (but does not prove) those aspects of Lie group theory which are of importance to differential equations.