IEEE Spectrum on MSN

Brain-like computers can do math, too

Neuromorphic computer solves differential equations ...
CU Boulder News & Events

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 ...
JSTOR Daily

Efficient Integration Methods for Stiff Systems of Ordinary Differential Equations

SIAM Journal on Numerical Analysis, Vol. 7, No. 1 (Mar., 1970), pp. 47-66 (20 pages) Linear one step methods of a novel design are given for the numerical solution of stiff systems of ordinary ...
CU Boulder News & Events

APPM 5460 Methods in Applied Mathematics: Dynamical Systems and Differential Equations

Introduces the theory and applications of dynamical systems through solutions to differential equations.Covers existence and uniqueness theory, local stability properties, qualitative analysis, global ...
Risk

Pricing barrier options with deep backward stochastic differential equation methods

This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...
mccormick.northwestern.edu

ES_APPM 446-1: Numerical Solution of Partial Differential Equations

Introductory course on using a range of finite-difference methods to solve initial-value and initial-boundary-value problems involving partial differential equations. The course covers theoretical ...
JSTOR Daily

MONTE CARLO METHODS FOR BACKWARD EQUATIONS IN NONLINEAR FILTERING

This is a preview. Log in through your library . Abstract We consider Monte Carlo methods for the classical nonlinear filtering problem. The first method is based on a backward pathwise filtering ...