|PARTIAL DIFFERENTIAL EQUATIONS: THEORY, NUMERICAL METHODS AND APPLICATIONS|
The purpose of this summer program is to build a solid foundation on the theory and applications of Partial Differential Equations (PDE). The aim is to highlight the multidisciplinary features of PDE. Consequently, applications in diverse fields are covered, in particular, Mathematical Finance. A thorough exposition of the subject is presented and PDE models are explored through numerical simulation. The goal is not only to introduce the numerical methods of solution, but to explore the underlying analysis.
Preliminary (optional): Workshop on Computational Tools for Partial Differential Equations (1-week workshop)
Click on the tiles below to see details of each of the courses in the program*
*Minimum course load for summer program = all three courses
Other courses might be offered depending on the academic background of the students admitted to the program