Elliptic partial differential equations (PDEs) are a central pillar in the mathematical description of steady-state phenomena across physics, engineering, and applied sciences. Characterised by the ...

Finite element methods (FEM) have emerged as a versatile and robust framework for the numerical simulation of evolving partial differential equations (PDEs). These methods discretise complex ...

Abstract Waveform relaxation methods are decoupling or splitting methods for large scale ordinary differential equations. In this paper, we apply the methods directly to semi-linear parabolic partial ...

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 ...

An intermediate level course in the analytical and numerical study of ordinary differential equations, with an emphasis on their applications to the real world. Exact solution methods for ordinary ...

Introduces the theory and applications of dynamical systems through solutions to differential equations.Covers existence and uniqueness theory, local stability properties, qualitative analysis, global ...

SIAM Journal on Numerical Analysis, Vol. 7, No. 1 (Mar., 1970), pp. 47-66 (20 pages) Linear one step methods of a novel design are given for the numerical solution of stiff systems of ordinary ...

This is the first part of a two course graduate sequence in analytical methods to solve ordinary and partial differential equations of mathematical physics. Review of Advanced ODE’s including power ...

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

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