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Partial differential equation (PDE)

A partial differential equation (PDE) is a mathematical equation that involves multiple independent variables, an unknown function that is dependent on those variables, and partial derivatives of the ...
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THEORY AND ANALYSIS OF PARTIAL DIFFERENTIAL EQUATIONS WITH A 𝜓-CAPUTO FRACTIONAL DERIVATIVE

In this paper, we study existence and stability of solutions to a partial differential equation with 𝜓-fractional derivative. Existence results are established by means of the fixed point and upper ...
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APPM 5470 Methods of Applied Mathematics: Partial Differential and Integral Equations

Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...
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QUASI-MONTE CARLO FINITE ELEMENT METHODS FOR A CLASS OF ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS

SIAM Journal on Numerical Analysis, Vol. 50, No. 6 (2012), pp. 3351-3374 (24 pages) In this paper quasi-Monte Carlo (QMC) methods are applied to a class of elliptic partial differential equations ...
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An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives

In this paper, we discuss efficient pricing methods via a partial differential equation (PDE) approach for long-dated foreign exchange (FX) interest rate hybrids under a three-factor multicurrency ...