** Instructor: ** Dennis DeTurck

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- As of 5pm Saturday, all the grades are posted. Thanks for a great semester!
- Thanks to Jonathan R, I fixed an
*important*misprint in the Black-Scholes notes -- the answer to problem 1 has been corrected (it was missing an "*e*"). - Notes on the Black-Scholes equation

- Class meetings are TTh from 10:30 - noon in DRL A5
- The textbook is
*A First Course in Partial Differential Equations with Complex Variables and Transform Methods*by Hans Weinberger (pub. Dover). - Since I am the Dean of the College of Arts and Sciences, I have two offices. I spend most of my time in my "Dean's office", 120 Logan Hall (tel. 8-7867). I also have a Math Department office, DRL 3E1, tel. 3-9036. My email address is deturck@sas.upenn.edu. I'm also the Faculty Master at Riepe College House, in the Quad, so sometimes I have office hours in my apartment. We'll talk about office hours in class.

Homework will be assigned approximately
weekly.
You will sometimes need to use the computer to do some
of your homework. The hardest thing about the study of PDE is that by its
nature, it deals with functions of several variables, which are
often difficult
to visualize. So I want you to work a little bit all the time (rather than
in a panic the night before some big assignment is due) so that what goes
on in class makes more sense to you. The homework will often contain
instructions for **reading**. Make sure you do the
reading *before * the class for which it is assigned. I will assume you
have done so.

- First midterm: Tuesday March 2, 2010
- Second midterm: Thursday April 8.
- Final exam: Monday May 3, 2010, from 12-2 pm in DRL A4

- January 14
- Notes from week 1 (ODEs).
- Notes on first-order PDEs.
- January 21
- January 28
- February 9 (now updated and due Feb 23)
- March 16
- March 23 Note: problems from section 24 will be deferred to next week.
- Notes on the Black-Scholes equation
- April 20