Looking for a study mate

[Quasar Chunawala]

Hey guys,

I am just about getting done with a first pass of basic Real Analysis from Stephen Abbott's book. I plan to start studying some concepts of measure, Fourier Analysis (from the excellent book by Stein and Shakarchi), basic functional analysis and PDE(Strauss). I'd be glad to study together in a smaller group, solving exercise sets, and presenting our proofs periodically on Discord.

I created a Mathematical finance server on Discord.
Join the Mathematical Finance Discord Server!

If you plan to co-study any of the above topics, just hop on.

Cheers,
Quasar.

 

[Daniel Duffy]

Do you have the link to Strauss, please?

 

[Quasar Chunawala]

Do you have the link to Strauss, please?

I found a soft-copy on the Internet here : PDE by Strauss

 

[Daniel Duffy]

What;'s the goal/rationale in studying this book? there are 100s of books on PDE, many are focused on wave/hyperbolic equations.
It's looks OK (feels a bit 60s, nothing wrong with that) but is typically what 2nd year applied maths undergrads do.

And ODE -> PDE -> comp finance is a better path in my opinion. see

https://www.datasim.nl/application/files/9015/4809/1157/DL_Ordinary_and_Partial_Differential_Equations.pdf

 

[Quasar Chunawala]

Sure, I want to learn about the wave equation, the heat equation and the Laplace's equation. I'd like to learn the analytical methods to solve these.

But, what piques my interest the most, are what numerical methods are used to solve a parabolic/hyperbolic/elliptic PDEs and their implementation, and also it's analysis - why does it converge, what is it's rate of convergence, is it stable.

I'm not fixated at a particular text. I'd like to ask, if you had to suggest a reading sequence, what would it be(something that fits the topics outlined in the PDF)? I have taken a methods course in ODEs (chapters 1-5, 7 of KKOP).

 

[Daniel Duffy]

KKOP is excellent, also for PDE. One of the best!
For the rest, I cannot say; it is a combination of > 20 books, articles and my own work down the years


piques my interest the most
My forthcoming PDE/FDM does it all

 

[MikeLawrence]

Hey guys,

I am just about getting done with a first pass of basic Real Analysis from Stephen Abbott's book. I plan to start studying some concepts of measure, Fourier Analysis (from the excellent book by Stein and Shakarchi), basic functional analysis and PDE(Strauss). I'd be glad to study together in a smaller group, solving exercise sets, and presenting our proofs periodically on Discord.

I created a Mathematical finance server on Discord.
Join the Mathematical Finance Discord Server!

If you plan to co-study any of the above topics, just hop on.

Cheers,
Quasar.

If this is not still active (I don't think it is), any active members who want to start this up again please PM me and I'll get it going. A study group sounds like an excellent idea. Ideally, we can try to start a continuous group with younger members when we are accepted to programs so it stays active past our time. Assuming we make it. I have faith though. I'm definitely not the most advanced member here but I am the guy who's willing to get the ball rolling.

Heck, we could even quiz each other with mock interviews when the time comes. I know there are other members here at smaller name universities or without dedicated support who can use some partners. I always learn better when talking things through with a partner or explaining it to someone else.

 

[Quasar Chunawala]

Here is the permanent link to the Discord community : Join the Mathematical Finance Discord Server!. I am up for co-studying/discussing exercise problems.

 

[Quasar Chunawala]

Hi guys,

If any of you are doing some pre-MFE reading and doing a first pass of Stochastic calculus by Shreve-II, I'd be very glad to co-study/review this material with you. Let's connect on the Discord study group.

I am still in the early stages; just about finished with chapter I, and should close chapter II by the end-of-month. The book is quite accessible, so far.

 

[Phi-quant]

Hi guys,

If any of you are doing some pre-MFE reading and doing a first pass of Stochastic calculus by Shreve-II, I'd be very glad to co-study/review this material with you. Let's connect on the Discord study group.

I am still in the early stages; just about finished with chapter I, and should close chapter II by the end-of-month. The book is quite accessible, so far.

I am planning to work on this too but probably won't start until June.