Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...

In this paper we study numerical methods to approximate the adapted solutions to a class of forward-backward stochastic differential equations (FBSDE's). The almost sure uniform convergence as well as ...

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 ...

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 ...

Mastered trigonometry? Conquered calculus? Differential equations await the intrepid math scholar...and the Standard Deviants are ready to help! This video covers the basics: First order differential ...

In the traditional two-step method, the homogenization group constants of the fuel assembly are calculated using the assumption of reflective boundary conditions. In the hybrid two-step method used in ...