Discontinuous Galerkin (DG) methods represent a versatile and robust class of numerical schemes for approximating solutions to partial differential equations (PDEs). Combining elements of finite ...

The finite element method (FEM) has evolved into a robust and flexible tool for solving partial differential equations (PDEs) defined on surfaces. Its versatility allows for the treatment of complex ...

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 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 ...

Learn how to solve differential equations using Euler and Runge-Kutta 4 methods! This tutorial compares both techniques, explaining accuracy, step size, and practical applications for physics and ...

This is a preview. Log in through your library . Abstract Spline collocation methods are proposed for the spatial discretization of a class of hyperbolic partial integro-differential equations arising ...

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 ...

Sometimes, it’s easy for a computer to predict the future. Simple phenomena, such as how sap flows down a tree trunk, are straightforward and can be captured in a few lines of code using what ...

In this paper, we consider the valuation of European and path-dependent options in foreign exchange markets when the currency exchange rate evolves according to the Heston model combined with the ...