Methods for solving linear, ordinary, and partial differential equations of mathematical physics. Green's functions, distribution theory, integral equations, transforms, potential theory, diffusion ...
Brownian motion and Langevin's equation. Ito and Stratonovich Stochastic integrals. Stochastic calculus and Ito's formula. SDEs and PDEs of Kolmogorov. Fokker-Planck, and Dynkin. Boundary conditions, ...
The redesigned sequence separates linear algebra and differential equations into more specialized tracks while eliminating ...