Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...

Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...

Partial differential equations (PDE) describe the behavior of fluids, structures, heat transfer, wave propagation, and other physical phenomena of scientific and engineering interest. This course ...

This is a preview. Log in through your library . Journal Information This journal, begun in 1943 as Mathematical Tables and Other Aids to Computation, publishes original articles on all aspects of ...

For the initial value problem associated with second order advanced differential equation on Banach space, it is constructed a numerical method to approximate the solution. The method uses the ...

Introductory course on using a range of finite-difference methods to solve initial-value and initial-boundary-value problems involving partial differential equations. The course covers theoretical ...

The circumference of a sphere is measured to be 24 cm, with a possible error of 0.25 cm. Use the differential \(dV\) to estimate the maximum error in the calculated ...

This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...