Heat, waves and anything that spreads across space.
What partial differential equations are and how they're classified, first-order equations and characteristics, the Fourier series toolkit, and where the heat and wave equations come from.
Product solutions and eigenvalue problems, the heat equation with fixed, insulated, periodic and nonzero boundaries, standing waves on a string, and d'Alembert's traveling waves.
Steady states and harmonic functions: Laplace's equation on rectangles and disks, the mean value property and the maximum principle.
Sturm–Liouville theory, heat in two dimensions, drums and Bessel functions, the Fourier transform on infinite domains, numerical methods, image processing and option pricing.

The 2D wave equation

The heat equation

Periodic boundary conditions on a ring

The vibrating string: standing waves and harmonics

Sturm–Liouville eigenvalue problems: eigenfunctions and orthogonality