In this topic, our goal is to utilise and further develop the theory of non-linear PDEs to understand singular phenomena arising in geometry and in the description of the physical world. Particular ...

Partial Differential Equations (PDEs) are mathematical equations that involve unknown multivariate functions and their partial derivatives. They are the cornerstone of modelling a vast array of ...

In this paper, we consider the numerical valuation of swing options in electricity markets based on a two-factor model. These kinds of contracts are modeled as path dependent options with multiple ...

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

Two new approaches allow deep neural networks to solve entire families of partial differential equations, making it easier to model complicated systems and to do so orders of magnitude faster. In high ...

This is a preview. Log in through your library . Abstract The explosion probability before time t of a branching diffusion satisfies a nonlinear parabolic partial differential equation. This equation, ...

This course is available on the BSc in Mathematics and Economics, BSc in Mathematics with Data Science, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This course ...