Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...
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 ...
SIAM Journal on Numerical Analysis, Vol. 50, No. 6 (2012), pp. 3351-3374 (24 pages) In this paper quasi-Monte Carlo (QMC) methods are applied to a class of elliptic partial differential equations ...
Covers finite difference, finite element, finite volume, pseudo-spectral, and spectral methods for elliptic, parabolic, and hyperbolic partial differential equations. Prereq., APPM 5600. Recommended ...
Introductory course on using a range of finite-difference methods to solve initial-value and initial-boundary-value problems involving partial differential equations. The course covers theoretical ...
SIAM Journal on Numerical Analysis, Vol. 46, No. 1 (2007/2008), pp. 344-364 (21 pages) New numerical techniques are presented for the solution of a class of linear partial integro-differential ...
Description: Ordinary differential equations and methods for their solution, including series methods and the Laplace transform. Applications of differential equations. Systems, stability, and ...
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 ...
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