Notes on Partial Differential EquationsJohn K. HunterPDF  224 Pages  EnglishThis book covers
the following topics: Laplace's equations, Sobolev spaces, Functions of one
variable, Elliptic PDEs, Heat flow, The heat equation, The Fourier transform,
Parabolic equations, Vectorvalued functions and Hyperbolic equations.

Stochastic Differential EquationsZ.QianPDF  114 Pages  EnglishThe note will develop an understanding
of Brownian motion and continuous martingales in continuous time and explains
the stochastic calculus and in particularly the use Itos formula.

Differential Equations by Peter GrindrodPeter GrindrodPDF  61 Pages  EnglishThis note explains the
following topics: differential equations and Picard’s Theorem, Picard’s Theorem
for system via the CMP, Picard for Higher Order ODEs, Classification of 2nd
order linear PDEs, The Parabolic equation, Laplace and Fourier Transforms.

Differential equations by Harry BatemanHarry BatemanOnline  320 Pages  EnglishHarry Bateman was a
famous English mathematician. In writing this book he had endeavoured to supply
some elementary material suitable for the needs of students who are studying the
subject for the first time, and also some more advanced work which may be useful
to men who are interested more in physical mathematics than in the developments
of differential geometry and the theory of functions. The chapters on partial
differential equations have consequently been devoted almost entirely to the
discussion of linear equations.

Mathematical Methods For Partial Differential EquationsJohn Henry HeinbockelOnline  NA Pages  EnglishThese
are the sample pages from the textbook. Topics Covered: Partial differential equations, Orthogonal functions, Fourier Series, Fourier
Integrals, Separation of Variables, Boundary Value Problems, Laplace Transform,
Fourier Transforms, Finite Transforms, Green's Functions and Special Functions.

Ordinary differential equations an elementary text book with an introduction to Lie's theory of the group of one parameterJames MorrisOnline  264 Pages  EnglishThis
elementary textbook on Ordinary Differential Equations, is an attempt to present as much of the subject as is necessary for
the beginner in Differential Equations, or, perhaps, for the student of
Technology who will not make a specialty of pure Mathematics. On account of the
elementary character of the book, only the simpler portions of the subject have
been touched upon at all ; and much care has been taken to make all the
developments as clear as possible every important step being illustrated by easy
examples.

How to Solve Differential Equations (PDF 160P) 
Monotone Operators in Banach Space and Nonlinear Partial Differential Equations 
Harmonic Analysis and Partial Differential Equations 
Integral And Differential Equations 
Linear Partial Differential Equations and Fourier Theory 
Difference Equations to Differential Equations 
Ordinary Differential Equations and Dynamical Systems 
Integral And Differential Equations 
Notes on Differential Equations by Bob Terrell 
Partial Differential Equations ebook 
Ordinary Differential Equations 
Partial Differential Equations 
Partial Differential Equations pdf 
Linear Differential Equations 
Second Order Linear Differential Equations 
DIFFERENTIAL EQUATIONS an Introduction 
Notes for Partial Differential Equations 
LINEAR DIFFERENTIAL EQUATIONS 
Entropy and Partial Differential Equations 
Monograph on quasilinear partial differential equations (EJDE) 
Hilbert Space Methods for Partial Differential Equations 
An Introduction to Stochastic Differential Equations 
Differential Equations (Dawkins P) 
Lectures Notes on Ordinary Differential Equations (Veeh J.A pdf) 
PDE From a Probability Point of View(Bass R.F pdf) 
Analysis Tools with Applications and PDE Notes 
Entropy and Partial Differential Equations(Evans L.C pdf) 
Notes for Partial Differential Equations(Kuttler K pdf) 
Linear Partial Differential Equations and Fourier Theory(Kuttler K pdf) 
A PDE Primer (Showalter R.E) 
Partial Differential Equations of Mathematical Physics(Symes W.W pdf) 
Linear Algebra and Differential Equations 
Ordinary Differential Equations Sheldon 
Partial Differential Equations of Mathematical Physics 
Analytic differential equations 
Exterior Differential Systems and Euler Lagrange Partial Differential Equations 
Monograph on quasilinear partial differential equations 