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 ...
Mean field-type models describing the limiting behavior of stochastic differential games as the number of players tends to +∞ were recently introduced by Lasry and Lions. Under suitable assumptions, ...
This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
This is a preview. Log in through your library . Abstract A finite difference scheme for the generalized nonlinear Schrödinger equation with variable coefficients is developed. The scheme is shown to ...
Inspired by path integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids ...
Humans have problems with quantum mechanics. We have excellent intuition about the motion of a tennis ball tossed in the air, but what about an electron trapped in a box? The tendency is to use the ...
In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback