SIAM Journal on Applied Mathematics, Vol. 17, No. 3 (May, 1969), pp. 511-515 (5 pages) In this paper, a method of synthesizing the governing differential equations of nonlinear second order systems, ...

Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...

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 ...

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 ...