Which PDE book to read?

[Tsotne]

Hello! I need a suggestion regarding the Partial Differential Equations. Which book would you recommend? And also the stochastic differential equations. Thanks

 

[kirylm]

http://www.amazon.com/Differential-Equations-Scientists-Engineers-Mathematics/dp/048667620X/

 

[bigbadwolf]

Hello! I need a suggestion regarding the Partial Differential Equations. Which book would you recommend? And also the stochastic differential equations. Thanks

You keep asking for recommendations on different areas. First of all, if you really are following up on all these areas -- that is to say, these posts of yours aren't frivolous -- you are doing way too much. Secondly, learn to find out for yourself. Go to university bookstores, browse, and find what appeals to you and works for you. A book someone else likes might not be appropriate for you. You have to learn to explore for yourself.

 

[bigbadwolf]

http://www.amazon.com/Differential-...=sr_1_1?s=books&ie=UTF8&qid=1298569413&sr=1-1

I personally don't like it or recommend it, which just underscores my point that what works for one person might not work for another.

 

[Tsotne]

Thanks @kirylm for advice. @bigbadwolf

You keep asking for recommendations on different areas. First of all, if you really are following up on all these areas -- that is to say, these posts of yours aren't frivolous -- you are doing way too much.

Actually the C++ and FDI request was not for me...Somebody asked my at university, I didn't know which one to recommend so asked here...no matter.

Secondly, learn to find out for yourself. Go to university bookstores, browse, and find what appeals to you and works for you.

I found many best selling books on this site and have used many materials from it. But suggestion is very important from people aware of the area of question asked about, since one can strongly reject one book omitting many areas deemed important. I can search the book myself and purchase one chosen. But what then??? How can I know if it is worth reading or not?! All in all, advice from people aware of the issue is important in every way.

I personally don't like it or recommend it, which just underscores my point that what works for one person might not work for another.

There is no need for authors to write million different versions to suit every person. If a book covers important areas and it's been suggested then one can gain understanding in many ways.

 

[isomorphism]

Tsotne:

I worked through Walter Strauss' Partial Differential Equations. This serves as a good introduction. Are you particularly looking for a numerical PDE texts?

For a good stochastic PDE book, check out:
Harrison, J. Michael. Brownian Motion and Stochastic Flow Systems. Malabar, FL: Robert E. Krieger Pub. Co., 1990, chapter 4. ISBN: 0894644556.

Regards,
Joe

 

[Tsotne]

I worked through Walter Strauss' Partial Differential Equations. This serves as a good introduction. Are you particularly looking for a numerical PDE texts?

Thank you very much. Not numerical PDE. Im new to PDE. After completing the introduction Ill move to stochastic PDEs.

Thank you again. Ill check out that book.

 

[Hsiang Gui]

I think Fritz John's Partial Differential Equations is quite good for the beginner.

 

[Tsotne]

I think Fritz John's Partial Differential Equations is quite good for the beginner.

Hi Hsiang. I am aware of stochastic processes so after completing the PDE course I want to move on stochastic differential equations. Also know some PDE methods quite well. Actually Im new to it and I have to start it from scratch but know many things about it. What stops me is that after learning the material whether it's from statistics, math, stochastic algebra, derivatives, etc. I'm following by programming it on parallel. So still scratching my head whether to program it along the way or concentrate on studding and then code. As for PDE programming, I'll begin numerical algorithms solutions and hope doesn't last very long.

Thank you very much for your advice

 

[quotes]

Partial Differential Equations are generally very difficult to solve. It is not like the integration where you just need to remember under 20 common integrals in order to solve most problems analytically. Sometimes a difficult boundary condition (similar to upper and lower limit of a integral) can make the entire PDE unsolvable. Thus a good treatment on dealing with boundaries via numerical approach is essential.