PDE Lecture 9

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00:00:00 More integrals needed for Fourier transform
00:18:55 Introduction to Fourier Transform
00:30:10 Proof of convolution theorem in Fourier transform
00:37:50 Proof of inverse Fourier transform
00:55:05 Solution of the heat equation on the real line using Fourier transform
01:07:05 Discussion of the meaning of the heat kernel
01:19:01 Introduction to Bessel functions via wave PDE
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