The monodromy operator of a linear delay differential equation with periodic coefficients is formulated as an integral operator. The kernel of this operator includes a factor formed from the ...
Researchers from the Institute of Cosmos Sciences of the University of Barcelona (ICCUB) have developed a new framework based ...
Mathematics of Computation, Vol. 59, No. 200 (Oct., 1992), pp. 403-420 (18 pages) We apply Runge-Kutta methods to linear partial differential equations of the form u t (x, t) = L (x, ∂)u(x, t) + f(x, ...
Mathematical approaches for numerically solving partial differential equations. The focus will be (a) iterative solution methods for linear and non-linear equations, (b) spatial discretization and ...
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 ...
Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...
Differential equations are fundamental tools in physics: they are used to describe phenomena ranging from fluid dynamics to general relativity. But when these equations become stiff (i.e. they involve ...
Calculation: A representation of a network of electromagnetic waveguides (left) being used to solve Dirichlet boundary value problems. The coloured diagrams at right represent the normalized ...