SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp. 2017-2038 (22 pages) General autonomous stochastic differential equations (SDEs) driven by one-dimensional Brownian motion in the ...

A mathematical statistical model is needed to obtain an option prime and create a hedging strategy. With formulas derived from stochastic differential equations, the primes for US Dollar/Chilean Pesos ...

WASHINGTON, June 22, 2021 -- Emerging open-source programming language Julia is designed to be fast and easy to use. Since it is particularly suited for numerical applications, such as differential ...

Researchers from The University of New Mexico and Los Alamos National Laboratory have developed a novel computational framework that addresses a longstanding challenge in statistical physics. To study ...

For this system, the initial values for the concentrations are derived from equilibrium considerations (as a function of parameters) or are provided as known values. The experiment used to collect the ...

To give you experience solving larger, more difficult problems involving multiple concepts, there will be three computer-based projects assigned during the semester. Suggested software is Matlab, ...

A while back, [Chris Lu] was studying how analog circuits, specifically op-amps can be used to perform mathematical operations and wondered if they could be persuaded to solve differential equations, ...