Math 227: PDE's and Diffusions

World Wide Web: http://www.math.uchicago.edu:/~ryzhik
TTh 9:30 - 10:45AM 380-380X.

Instructor: Lenya Ryzhik

  • Office: 380-382U
  • Office Hours: W 11:12-30pm
  • Office Phone: 650-721-2113
  • e-mail: ryzhik@math.uchicago.edu

  • Course Assistant: Vitaly Katznelson

  • Office: 380G
  • Office Hours: Tuesday 11am-1pm and Wednesday 10am-12pm
  • e-mail: vitaly"at"stanford.edu

  • Course Structure:

  • Some textbooks: L.C. Evans, "Partial Differential Equations", W, Strauss, "Partial Differential Equations: An Introduction"; R. Bass, "Probabilistic Techniques in Analysis"; R. Bass "Diffusions and Elliptic Operators", Q. Han and F. Lin, "Elliptic Partial Differential Equations".
  • Homeworks will be due bi-weekly.


  • Old Lecture notes by Jim Nolen
    Lecture notes for this year (Updated February 28)

    Homeworks:

  • Homework #1, due February 9.
  • Homework #2, due February 23.
  • Homework #3, due March 1.
  • Homework #4, due March 15.