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 ...

Partial differential equations (PDE) describe the behavior of fluids, structures, heat transfer, wave propagation, and other physical phenomena of scientific and engineering interest. This course ...

Exponential integrators represent an innovative class of numerical methods designed to address the challenges posed by stiff differential equations. By incorporating the matrix exponential to treat ...

Asymptotic error expansions have been obtained for certain numerical methods for linear Volterra integro-differential equations. These results permit the application ...

An intermediate level course in the analytical and numerical study of ordinary differential equations, with an emphasis on their applications to the real world. Exact solution methods for ordinary ...

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 ...

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 ...

The mere attendance of the lecture is valued at 2 CP. If the tutorials are completed as well (> 70 %), 3 CP are awarded. For this, the solutions to the problems must be handed in before the next ...

A Russian mathematician has developed a new method for analyzing a class of equations that underpin models in physics and ...

Develop a wide variety of mathematics skills and techniques with Massey’s Diploma in Arts (Mathematics). Learn to formulate, solve, restate, resolve and interpret mathematics problems. Mathematics has ...