In this paper we study numerical methods to approximate the adapted solutions to a class of forward-backward stochastic differential equations (FBSDE's). The almost sure uniform convergence as well as ...

A mathematician has developed new methods for the numerical solution of ordinary differential equations. These so-called multirate methods are highly efficient for large systems, where some components ...

This is a preview. Log in through your library . Abstract In this paper a general numerical method for solving Riemann problems is discussed. It can be used to solve the Riemann problems of various ...

Continuation of APPM 4650. Examines numerical solution of initial-value problems and two-point boundary-value problems for ordinary differential equations. Also looks at numerical methods for solving ...

Maxwell's equations form the cornerstone of electromagnetic theory, offering a complete description of how electric and magnetic fields interact with matter. In combination with state‐of‐the‐art ...