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Message: <blockquote data-quote="bigbadwolf" data-source="post: 19053" data-attributes="member: 722">You're groping in the dark. Books like Evans and Taylor are not written for the quant student; they assume a background in Hilbert spaces, distribution theory, Sobelov Spaces, and maybe even manifolds and differential forms. They are written for research students interested in theoretical problems. This is not you. You want a "PDE for engineers/scientists/dummies" sort of book, which explains some practical methods of solving the three basic kinds of linear PDEs (particularly the heat equation), including material on Fourier series and other orthogonal series of functions/polynomials, and also has some material on numerical methods (e.g. finite-difference schemes). This is all intensely relevant to the aspiring quant.  Farlow is good. Bleecker is (probably) good. Kreider, et al (Linear Analysis) is good. Al-Gwaiz is good. This is all you need right now. (I personally don't like Zachmanoglou.) With time, you may want to pick up a book devoted to numerical methods for PDEs.</blockquote>