The traditional partial differential equations (PDEs) are relations of an unknown function of several variables and its partial derivatives. To verify such an equation at a point, we only need the values of this function in an arbitrarily small neighborhood. Integro-differential equations in general involve integrals and derivatives of the unknown function. Therefore, in order to verify an integro-differential equation at a point, information of the values of this function far from the point is also needed. This is why they are also called nonlocal equations.

Integro-differential equations arise naturally in many contexts such as probability, geometry, physics and ecology. The class of integro-differential equations is very rich. For example,second order PDEs can actually be obtained as limits of integro-differential equations. It would be ideal if one can find explicit solutions of given PDEs or integro-differential equations. But this is only possible for very few special equations.

This project aims at introducing the basics (such as existence, uniqueness, regularity, applications in other fields) of solutions of integro-differential equations (and PDEs) to motivated undergraduate students, through reading some important journal papers in this area. Students who have excellent performance will be invited to continue on the project for more original research.