Mathematics of Computation, Vol. 33, No. 148 (Oct., 1979), pp. 1251-1256 (6 pages) A polynomial representation of the hybrid methods for solving ordinary differential equations is presented. The ...
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 ...
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 ...
Introduces the theory and applications of dynamical systems through solutions to differential equations.Covers existence and uniqueness theory, local stability properties, qualitative analysis, global ...
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 ...
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