Ordinary differential equations (ODEs) are also called initial value problems because a time zero value for each first-order differential equation is needed. The following is an example of a ...

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 ...

In this paper, a partial differential equation model for the pricing of pension plans based on average salary is posed by using the dynamic hedging methodology. The existence and uniqueness of ...

SIAM Journal on Numerical Analysis, Vol. 46, No. 5 (2008), pp. 2411-2442 (32 pages) This work proposes and analyzes an anisotropic sparse grid stochastic collocation method for solving partial ...