We propose a new approach to constructing weak numerical methods for finding solutions to stochastic systems with small noise. For these methods we prove an error ...

In this tutorial, I demonstrate how to solve boundary value differential equations using the Finite Difference Method in Python. Learn step-by-step how to implement this numerical technique, ...

Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...

An important characterization of a numerical method for first order ODE's is the region of absolute stability. If all eigenvalues of the linear problem y' = Ay are inside this region, the numerical ...

In this tutorial, I walk you through solving boundary value problems using the Shooting Method in Python. Learn how to apply this numerical technique to find solutions for differential equations with ...

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 ...

Maxwell's equations form the cornerstone of electromagnetic theory, offering a complete description of how electric and magnetic fields interact with matter. In combination with state‐of‐the‐art ...

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 ...

The mere attendance of the lecture is valued at 2 CP. If the tutorials are completed as well (> 70 %), 3 CP are awarded. For this, the solutions to the problems must be handed in before the next ...

In this paper, a partial differential equation model for the pricing of pension plans based on average salary is posed by using the dynamic hedging methodology. The existence and uniqueness of ...