CU Boulder News & Events: CSCI 5636: Numerical Solution of Partial Differential Equations
Risk: Pricing pension plans based on average salary without early retirement: partial differential equation modeling and numerical solution
Pricing pension plans based on average salary without early retirement: partial differential equation modeling and numerical solution
Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...
CU Boulder News & Events: APPM 6610 Introduction to Numerical Partial Differential Equations
Risk: An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives
An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives
CU Boulder News & Events: Direct Numerical Solutions to Stochastic Differential Equations with Multiplicative Noise
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 ...
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 ...
Boundary value problems (BVPs) and partial differential equations (PDEs) are critical components of modern applied mathematics, underpinning the theoretical and practical analyses of complex systems.
Course on using spectral methods to solve partial differential equations. We will cover the exponential convergence of spectral methods for periodic and non-periodic problem, and a general framework ...
Covers finite difference, finite element, finite volume, pseudo-spectral, and spectral methods for elliptic, parabolic, and hyperbolic partial differential equations. Prereq., APPM 5600. Recommended ...