In his doctoral thesis, Michael Roop develops numerical methods that allow finding physically reliable approximate solutions ...

Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...

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 ...

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 ...