Numerical methods for differential and integral equations are indispensable in modern applied mathematics and engineering, offering tools to approximate complex physical phenomena where analytical ...

Exponential integrators represent an innovative class of numerical methods designed to address the challenges posed by stiff differential equations. By incorporating the matrix exponential to treat ...

Covers finite difference, finite element, finite volume, pseudo-spectral, and spectral methods for elliptic, parabolic, and hyperbolic partial differential equations. Prereq., APPM 5600. Recommended ...

Inspired by path integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids ...

This is a preview. Log in through your library . Abstract This article considers estimation of constant and time-varying coefficients in nonlinear ordinary differential equation (ODE) models where ...

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...