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 ...

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, ...

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 ...

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 ...

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 ...

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 ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This ...