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 ...

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 ...

Covers finite difference, finite element, finite volume, pseudo-spectral, and spectral methods for elliptic, parabolic, and hyperbolic partial differential equations. Prereq., APPM 5600. Recommended ...

We study the effect of numerical quadrature in space on semidiscrete and fully discrete piecewise-linear finite element methods for parabolic integrodifferential ...

We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...

Description: Ordinary differential equations and methods for their solution, including series methods and the Laplace transform. Applications of differential equations. Systems, stability, and ...

This is a preview. Log in through your library . Abstract An original method of integration is described for quasi-linear hyperbolic equations in three independent variables. The solution is ...