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 ...

The subject of this paper is an analytic approximate method for a class of stochastic differential equations with coeffcients that do not necessarily satisfy the Lipschitz and linear growth conditions ...

Abstract. We design a numerical scheme for solving the Multi-step Forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The ...

Sometimes, it’s easy for a computer to predict the future. Simple phenomena, such as how sap flows down a tree trunk, are straightforward and can be captured in a few lines of code using what ...

Partial differential equations can describe everything from planetary motion to plate tectonics, but they’re notoriously hard to solve. Unless you’re a physicist or an engineer, there really isn’t ...