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Stochastic Differential Equations: Theory and Applications
Without being too rigorous, the book constructs Ito integrals in a clear intuitive way and presents a wide range of examples and applications. A good reference for the more advanced reader as well.
Differential Equations with Mathematica, Third Edition
The Third Edition of the Differential Equations with Mathematica integrates new applications from a variety of fields,especially biology, physics, and engineering. The new handbook is also completely compatible with recent versions of Mathematica and is a perfect introduction for Mathematica beginners.
Handbook of Geometric Analysis, No. 3 (volume 14 of the Advanced Lectures in Mathematics series)
Geometric Analysis combines differential equations and differential geometry. An important aspect is to solve geometric problems by studying differential equations. Besides some known linear differential operators such as the Laplace operator, many differential equations arising from differential geometry are nonlinear. A particularly important example is the Monge-Ampère equation. Applications to geometric problems have also motivated new methods and techniques in differential equations.
