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Last update: T_KPMS (16.05.2013)
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Last update: T_KPMS (16.05.2013)
The subject is aimed at the study of certain parts of ordinary differential equations and 2nd order partial differential equations both of elliptic and parabolic types that are useful in probability theory. |
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Last update: T_KPMS (16.05.2013)
J. Kurzweil: Obyčejné diferenciální rovnice. SNTL Praha, 1978.
A. Friedman: Partial Differential Equations of Parabolic Type. Prentice-Hall, N.J., 1964. |
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Last update: T_KPMS (16.05.2013)
Lecture. |
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Last update: T_KPMS (16.05.2013)
1) the theory of ordinary differential equations; the notion of Caratheodory solution and its existence and uniqueness, continuous dependence on the initial datum, linear equations in a Euclidean space-structure of solutions, the fundamental matrix, variation of constants 2) the theory of linear partial differential equations; 1st order equations, the method of characteristics, classification of equations of the 2nd order, parabolic equations (the Cauchy problem, an outline of basic boundary value problems, the notion of Green function), elliptic equations (an outline of basic boundary value problems). |