Applications of PDEs in buy side quants?

Does any one know how useful PDEs are to quant researchers at hedge funds or quant researchers at market makers? On the sell side, I think many quants use Black-Scholes and its derivatives so it must be useful but I'm curious about buy side applications too. 

For context, I'm joining a hedge fund next summer as a QR intern. For the spring semester, my department is offering a class on data driven modeling (so something like this UWashington's Steve Brunton's course of data driven modeling -- applying ML to PDEs in things like fluid systems, etc). The topic seems interesting but I wonder how useful something like this is in practice.