Finite element methods (FEM) constitute a foundational numerical approach for solving partial differential equations by discretising complex domains into smaller, manageable subdomains known as ...

Cascadic multigrid methods represent a class of iterative solvers that have been developed to efficiently tackle the large-scale linear systems arising from the discretisation of partial differential ...

A partial differential equation (PDE) is a mathematical equation that involves multiple independent variables, an unknown function that is dependent on those variables, and partial derivatives of the ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This ...

This book serves as a bridge between graduate textbooks and research articles in the area of nonlinear elliptic partial differential equations. Whereas graduate textbooks present basic concepts, the ...

This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...