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 ...
Elliptic partial differential equations (PDEs) are a central pillar in the mathematical description of steady-state phenomena across physics, engineering, and applied sciences. Characterised by the ...
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Solving differential equations: Euler vs. Runge-Kutta 4
Learn how to solve differential equations using Euler and Runge-Kutta 4 methods! This tutorial compares both techniques, explaining accuracy, step size, and practical applications for physics and ...
SIAM Journal on Numerical Analysis, Vol. 7, No. 1 (Mar., 1970), pp. 47-66 (20 pages) Linear one step methods of a novel design are given for the numerical solution of stiff systems of ordinary ...
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 ...
Asymptotic error expansions have been obtained for certain numerical methods for linear Volterra integro-differential equations. These results permit the application ...
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 ...
In this paper, we consider the valuation of European and path-dependent options in foreign exchange markets when the currency exchange rate evolves according to the Heston model combined with the ...
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