Prof. Steven G. Johnson
This course provides students with the basic analytical and computational tools of linear partial differential equations (PDEs) for practical applications in science engineering, including heat / diffusion, wave, and Poisson equations. Analytics emphasize the viewpoint of linear algebra and the analogy with finite matrix problems. Numerics focus on finite-difference and finite-element techniques to reduce PDEs to matrix problems. The Julia Language (a free, open-source environment) is introduced and used in homework for simple examples.
OCW has published multiple versions of this subject.
Steven Johnson. 18.303 Linear Partial Differential Equations: Analysis and Numerics, Fall 2014. (Massachusetts Institute of Technology: MIT OpenCourseWare), http://ocw.mit.edu (Accessed). License: Creative Commons BY-NC-SA