Differential Equations

Learn how to solve typical exam numerical of differential equations

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 book presents a systematic and comprehensive introduction to ordinary differential equations for engineering students and practitioners.

This two-volume textbook provides comprehensive coverage of partial differential equations, spanning elliptic, parabolic, and hyperbolic types in two and several variables. In this second volume, special emphasis is placed on functional analytic methods and applications to differential geometry.