01Differential Equations
ODEs and PDEs: the language in which physical law is written, classical through weak solutions.
- ODEs & dynamical systems
- Classical PDEs
- Weak solutions
- Operator semigroups
- Stochastic PDEs
Structure put to work
Applied mathematics is not diluted mathematics. Modelling a diffusion, discretising an operator or proving a policy converges demands the same rigour — with the added burden that the answer must survive contact with data.
Areas
ODEs and PDEs: the language in which physical law is written, classical through weak solutions.
Turning a theorem into an algorithm that terminates, and knowing the error you paid for it.
Randomness with a σ-algebra under it: martingales, Itô calculus, Feynman–Kac.
Best, subject to constraints — and what happens when the constraints move.
The mathematics underneath the models: Bellman equations, gradients of expectations, policy optimisation.
The equations physics hands to mathematics, and what mathematics hands back.
Reading
4 titles from the library sit on this branch.
All one hundred and twenty items, treated from first principles. Every concept developed in full — no step assumed, no result quoted without its reason.
A complete course in sequential decision making: dynamic programming, temporal-difference learning, policy gradients, deep RL, offline methods, and policy optimisation for large language models.
From first pictures to the research frontier: weak solutions, finite elements, operator semigroups, stochastic calculus, Gaussian measures and SPDE discretisation. Prepared as a self-study spine.
What the practice exam returns when you finish it: score, subject and topic breakdown, and a full worked solution for every one of the 125 questions.