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 ...

A mathematician has developed new methods for the numerical solution of ordinary differential equations. These so-called multirate methods are highly efficient for large systems, where some components ...

My research interests are in applied and computational mathematics. I am interested in developing and analyzing high-order numerical methods for solving partial differential equations and fractional ...

Continuation of APPM 4650. Examines numerical solution of initial-value problems and two-point boundary-value problems for ordinary differential equations. Also looks at numerical methods for solving ...

This is a preview. Log in through your library . Abstract In this paper a general numerical method for solving Riemann problems is discussed. It can be used to solve the Riemann problems of various ...

To fulfill the 2 Core Courses, take two Core Courses from two different Core Areas. CSE Core Courses are classified into six areas: Introduction to CSE, Computational Mathematics, High Performance ...

Differential equations are fundamental tools in physics: they are used to describe phenomena ranging from fluid dynamics to general relativity. But when these equations become stiff (i.e. they involve ...