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Setting the Scene

  • David F. GriffithsEmail author
  • John W. Dold
  • David J. Silvester
Chapter
  • 4.9k Downloads
Part of the Springer Undergraduate Mathematics Series book series (SUMS)

Abstract

This chapter introduces the notion of a partial differential equation. Some fundamentally important PDEs are identified and some classical solutions are discussed. The chapter motivates the analytical and numerical solution techniques that are developed in the remainder of the book.

Keywords

Harmonic Function Stock Price Option Price Incompressible Fluid Flow Scholes Equation 
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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  • David F. Griffiths
    • 1
    Email author
  • John W. Dold
    • 2
  • David J. Silvester
    • 2
  1. 1.University of DundeeFifeUK
  2. 2.School of MathematicsThe University of ManchesterManchesterUK

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