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 ...

In this article we study a class of stochastic functional differential equations driven by Levy processes (in particular, α-stable processes), and obtain the existence and uniqueness of Markov ...

Mathematical approaches for numerically solving partial differential equations. The focus will be (a) iterative solution methods for linear and non-linear equations, (b) spatial discretization and ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics, BSc in Mathematics, Statistics, and Business and BSc in ...

Continuation of APPM 5470. Advanced study of the properties and solutions of elliptic, parabolic, and hyperbolic partial differential equations. Topics include the study of Sobolev spaces and ...

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 ...

In many careers, a person must learn foundational skills before advancing deeper into their profession. Computer programmers need a solid foundation in basic mathematics; nurses must gain clinical ...