This is the first part of a two course graduate sequence in analytical methods to solve ordinary and partial differential equations of mathematical physics. Review of Advanced ODE’s including power ...

This paper develops an eigenfunction expansion approach to pricing options on scalar diffusion processes. All contingent claims are unbundled into portfolios of primitive securities called ...

Eigenvalue optimisation problems involve identifying design or material configurations that either maximise or minimise the eigenvalues associated with differential operators under given boundary ...

Spectral problems in boundary value problems constitute a fundamental area of applied mathematics and mathematical physics, where the focus lies on determining eigenvalues and corresponding ...