Partial Differential Equations An Introduction
arXiv:1004.2134
Abstract
This book encompasses both traditional and modern methods treating partial differential equation (PDE) of first order and second order. There is a balance in making a selfcontained mathematical text and introducing new subjects. The Lie algebras of vector fields and their algebraic-geometric representations are involved in solving overdetermined of PDE and getting integral representation of stochastic differential equations (SDE). It is addressing to all scientists using PDE in treating mathematical methods.
204 pages