- The Fourier transform: convolutions, the inversion formula, Plancherel’s theorem, Hermite functions, tempered distributions. The Poisson summation formula. The Fourier transform in R^n.
- The Laplace transform. Connections with convolutions and the Fourier transform. Laguerre polynomials. Applications to ODE’s. Uniqueness, Lerch’s theorem.
- Classification of the second order PDE: elliptic, hyperbolic and parabolic equations, examples of Laplace, Wave and Heat equations.
- Elliptic equations: Laplace and Poisson equations, Dirichlet and Neumann boundary value problems, Poisson kernel, Green’s functions, properties of harmonic functions, Maximum principle
- Analytical methods for resolving partial differential equations: Sturm-Liouville problem and the method of separation of variables for bounded domains, applications for Laplace, Wave and Heat equations including non-homogenous problems. Applications of Fourier and Laplace transforms for resolving problems in unbounded domains.
- Stein E. and Shakarchi R., Fourier analysis, Princeton University Press, 2003.
- Korner T.W., Fourier analysis, Cambridge University Press, 1988.
- Katznelson Y., An Introduction to Harmonic Analysis, Dover publications. 4. John, Partial differential equations, Reprint of the fourth edition. Applied Mathematical Sciences, 1. Springer-Verlag, New York, 1991.
- Evans Lawrence C. Partial Differential Equations, Second Edition.
- Gilbarg D.; Trudinger N. S. Elliptic partial differential equations of second order, Reprint of the 1998 edition. Classics in Mathematics. Springer-Ver lag, Berlin, 2001.
- Zauderer E. Partial differential equations of applied mathematics, Second edition. Pure and Applied Mathematics (New York). A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1989. xvi+891 pp. ISBN: 0-471-61298-7.
University course catalogue: 201.1.0291